NIFTY Analytics Report - 2026-04-07 09:30:17 IST

Spot → Futures	Forward / Roll
04-13	6	21.5	5.7%	8	0.08%	3.7%
04-21	14	40.0	4.5%	7	0.14%	7.3%
04-28	21	72.2	5.5%	7	0.19%	10.0%
05-05	28	116.0	6.6%	21	0.41%	7.0%
05-26	49	208.9	6.8%	35	0.42%	4.3%
06-30	84	305.2	5.8%	91	2.12%	8.3%
09-29	175	791.6	7.1%	91	1.94%	7.4%
12-29	266	1235.3	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	0
Issues (FAIL)	0
Issues (WARN)	9

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	357	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