NIFTY Analytics Report - 2026-04-15 15:21:37 IST

Spot → Futures	Forward / Roll
04-21	6	-3.1	-0.8%	7	0.08%	4.1%
04-28	13	16.0	1.9%	7	0.15%	7.8%
05-05	20	52.3	3.9%	7	0.13%	6.8%
05-12	27	83.8	4.7%	7	0.86%	44.5%
05-19	34	292.0	12.9%	7	-0.57%	-29.5%
05-26	41	153.8	5.6%	35	0.63%	6.5%
06-30	76	307.0	6.1%	182	3.61%	7.0%
12-29	258	1181.5	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	8
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	6

Excluded Expiries

Expiry	DTE	Reject Reason
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