NIFTY Analytics Report - 2026-04-01 09:30:16 IST

Spot → Futures	Forward / Roll
04-07	6	0.2	0.1%	6	0.10%	6.3%
04-13	12	23.9	3.2%	8	0.14%	6.5%
04-21	20	56.4	4.5%	7	0.13%	7.0%
04-28	27	87.2	5.1%	28	0.63%	8.2%
05-26	55	232.8	6.7%	35	0.54%	5.6%
06-30	90	356.5	6.3%	91	1.92%	7.5%
09-29	181	797.7	6.9%	91	1.70%	6.6%
12-29	272	1188.6	6.8%	—	—	—

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	8
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	6

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-05	34	iv_convergence
2027-03-30	363	insufficient_strikes

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