NIFTY Analytics Report - 2026-04-09 15:20:24 IST

Spot → Futures	Forward / Roll
04-13	4	35.7	13.7%	8	0.14%	6.3%
04-21	12	68.6	8.8%	14	0.31%	8.1%
05-05	26	143.2	8.4%	21	0.41%	7.0%
05-26	47	239.5	7.8%	35	0.68%	7.0%
06-30	82	400.9	7.4%	182	3.52%	6.8%
12-29	264	1237.2	7.0%	—	—	—

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	6
Excluded Expiries	3
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-12	33	iv_convergence
2026-09-29	173	missing_quotes
2027-03-30	355	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