NIFTY Analytics Report - 2026-04-07 13:00:16 IST

Spot → Futures	Forward / Roll
04-13	6	16.9	4.5%	8	0.10%	4.5%
04-21	14	39.3	4.5%	7	0.13%	6.5%
04-28	21	68.1	5.2%	7	0.19%	10.1%
05-05	28	112.6	6.4%	21	0.39%	6.8%
05-26	49	203.1	6.6%	35	0.73%	7.5%
06-30	84	370.9	7.0%	91	1.91%	7.5%
09-29	175	808.5	7.2%	91	1.76%	6.8%
12-29	266	1212.4	7.1%	—	—	—

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)	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