NIFTY Analytics Report - 2026-04-06 15:20:19 IST

Spot → Futures	Forward / Roll
04-13	7	46.2	10.5%	8	0.12%	5.3%
04-21	15	72.9	7.7%	7	0.14%	7.1%
04-28	22	104.4	7.5%	7	0.22%	11.5%
05-05	29	155.4	8.5%	21	0.36%	6.2%
05-26	50	238.5	7.5%	35	0.72%	7.4%
06-30	85	404.6	7.5%	91	1.89%	7.4%
09-29	176	839.4	7.4%	91	1.73%	6.6%
12-29	267	1236.3	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	1
NEG Cells	1
Issues (FAIL)	0
Issues (WARN)	10

Excluded Expiries

Expiry	DTE	Reject Reason
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