NIFTY Analytics Report - 2026-04-10 13:00:16 IST

Spot → Futures	Forward / Roll
04-13	3	8.9	4.5%	8	0.09%	3.9%
04-21	11	29.5	4.1%	7	0.10%	5.1%
04-28	18	53.0	4.5%	7	0.17%	8.9%
05-05	25	94.2	5.7%	7	0.13%	6.8%
05-12	32	125.5	6.0%	14	0.25%	6.4%
05-26	46	185.0	6.1%	35	0.63%	6.5%
06-30	81	336.5	6.3%	182	3.45%	6.7%
12-29	263	1165.6	6.6%	—	—	—

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	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	4

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	172	missing_quotes
2027-03-30	354	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