NIFTY Analytics Report - 2026-04-07 15:20:18 IST

Spot → Futures	Forward / Roll
04-13	6	-26.4	-6.9%	8	0.10%	4.5%
04-21	14	-3.4	-0.4%	7	0.13%	6.9%
04-28	21	27.2	2.0%	28	0.54%	7.0%
05-26	49	152.6	4.9%	35	0.56%	5.8%
06-30	84	282.1	5.3%	91	1.96%	7.7%
09-29	175	736.5	6.5%	91	1.68%	6.5%
12-29	266	1125.6	6.5%	—	—	—

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
2026-05-05	28	iv_convergence
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