NIFTY Analytics Report - 2026-04-13 13:01:22 IST

Spot → Futures	Forward / Roll
04-21	8	17.3	3.3%	7	0.11%	5.6%
04-28	15	42.7	4.4%	7	0.16%	8.2%
05-05	22	80.3	5.6%	7	0.15%	7.9%
05-12	29	116.5	6.1%	14	0.27%	7.0%
05-26	43	180.8	6.4%	35	0.67%	6.9%
06-30	78	339.6	6.6%	182	3.50%	6.8%
12-29	260	1171.9	6.8%	—	—	—

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)	3

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	169	missing_quotes
2027-03-30	351	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