NIFTY Analytics Report - 2026-04-01 13:00:16 IST

Spot → Futures	Forward / Roll
04-07	6	53.1	14.1%	6	0.11%	6.9%
04-13	12	79.0	10.5%	8	0.15%	6.8%
04-21	20	113.1	9.0%	7	0.12%	6.0%
04-28	27	139.7	8.2%	28	0.60%	7.7%
05-26	55	276.2	8.0%	35	0.58%	5.9%
06-30	90	407.7	7.2%	91	1.89%	7.4%
09-29	181	839.3	7.3%	91	1.80%	6.9%
12-29	272	1251.3	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	8
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	12

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