NIFTY Analytics Report - 2026-04-02 15:20:19 IST

Spot → Futures	Forward / Roll
04-07	5	-5.3	-1.7%	6	-0.00%	-0.1%
04-13	11	-5.5	-0.8%	8	0.14%	6.4%
04-21	19	26.5	2.2%	35	0.78%	8.1%
05-26	54	203.6	6.0%	35	0.68%	7.0%
06-30	89	358.2	6.4%	182	3.71%	7.2%
12-29	271	1200.1	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	6
Excluded Expiries	3
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	10

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-05	33	iv_convergence
2026-09-29	180	missing_quotes
2027-03-30	362	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