NIFTY Analytics Report - 2026-04-06 09:30:16 IST

Spot → Futures	Forward / Roll
04-13	7	43.3	10.0%	8	0.06%	2.7%
04-21	15	56.7	6.1%	7	0.12%	6.4%
04-28	22	84.7	6.2%	7	0.21%	11.1%
05-05	29	133.0	7.4%	21	0.41%	7.1%
05-26	50	226.1	7.3%	35	0.73%	7.5%
06-30	85	390.5	7.4%	182	3.68%	7.1%
12-29	267	1222.9	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	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	12

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	176	missing_quotes
2027-03-30	358	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