NIFTY Analytics Report - 2026-04-15 09:31:26 IST

Spot → Futures	Forward / Roll
04-21	6	20.4	5.1%	7	0.09%	4.7%
04-28	13	42.3	4.9%	7	0.15%	7.6%
05-05	20	77.7	5.9%	7	0.14%	7.4%
05-12	27	112.0	6.2%	14	0.28%	7.4%
05-26	41	180.8	6.6%	35	0.64%	6.6%
06-30	76	335.5	6.6%	182	3.44%	6.7%
12-29	258	1168.9	6.7%	—	—	—

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	3
NEG Cells	1
Issues (FAIL)	0
Issues (WARN)	7

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-19	34	insufficient_strikes
2026-09-29	167	missing_quotes
2027-03-30	349	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