NIFTY Analytics Report - 2026-03-30 15:20:21 IST

Spot → Futures	Forward / Roll
04-07	8	53.6	10.9%	6	0.03%	2.0%
04-13	14	60.9	7.1%	8	0.17%	7.5%
04-21	22	97.8	7.3%	7	0.08%	4.3%
04-28	29	116.4	6.5%	28	0.69%	8.9%
05-26	57	270.0	7.7%	35	0.54%	5.5%
06-30	92	390.2	6.9%	182	3.83%	7.4%
12-29	274	1246.7	7.2%	—	—	—

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	1
Issues (FAIL)	0
Issues (WARN)	7

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-05	36	insufficient_strikes
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