NIFTY Analytics Report - 2026-03-30 09:30:27 IST

Spot → Futures	Forward / Roll
04-07	8	21.9	4.4%	6	0.06%	3.9%
04-13	14	36.4	4.2%	8	0.15%	6.9%
04-21	22	70.7	5.2%	7	0.16%	8.5%
04-28	29	107.6	6.0%	28	0.59%	7.6%
05-26	57	240.7	6.8%	35	0.66%	6.8%
06-30	92	390.7	6.8%	182	3.58%	6.9%
12-29	274	1200.0	6.9%	—	—	—

Feature Availability

Feature	Status	Description
Forward Matrix JSON	✓	Always available
Quote Cards HTML	✓	ATM quote cards table
Event Window Tool	✗	Custom implied moves
Sliding Windows	✗	Not shipped yet
Smile Density Plots	✗	FULL mode only
Chain Snapshots	✗	FULL mode only
Carry Data	✓	Carry curve analysis

Data Counts

Metric	Count
Usable Expiries	7
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	7

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-05	36	iv_convergence
2026-09-29	183	missing_quotes

Export Files

File	Description
run_diagnostics.json	Full diagnostics with issues and metrics
quote_cards.html	HTML table of all ATM quotes

Useful jq Queries

# Get all issues
cat exports/run_diagnostics.json | jq '.issues'

# Count issues by severity
cat exports/run_diagnostics.json | jq '.issues | group_by(.severity) | map({severity: .[0].severity, count: length})'

# Get structure summary
cat exports/run_diagnostics.json | jq '.structure_summary'

# Get NEG intervals
cat exports/run_diagnostics.json | jq '.structure_summary.neg_interval_count'

Debug artifacts only available in FULL mode.

📈 Term Structure VT

🔲 Forward Matrix VT

📊 Carry Analysis

Feature Availability

Data Counts

Excluded Expiries

Export Files

Useful jq Queries