NIFTY Analytics Report - 2026-04-01 15:20:18 IST

Spot → Futures	Forward / Roll
04-07	6	45.8	12.3%	6	0.13%	7.7%
04-13	12	74.6	10.0%	8	0.16%	7.2%
04-21	20	110.6	8.9%	7	0.11%	5.5%
04-28	27	134.5	8.0%	28	0.60%	7.7%
05-26	55	269.9	7.9%	35	0.62%	6.4%
06-30	90	410.6	7.3%	182	3.67%	7.1%
12-29	272	1241.9	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	3
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	8

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-05	34	iv_convergence
2026-09-29	181	missing_quotes
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