NIFTY Analytics Report - 2026-04-16 13:01:28 IST

Spot → Futures	Forward / Roll
04-21	5	-14.2	-4.3%	7	0.08%	4.2%
04-28	12	5.4	0.7%	7	0.14%	7.1%
05-05	19	38.3	3.0%	7	0.15%	7.9%
05-12	26	74.7	4.3%	7	0.15%	7.8%
05-19	33	110.9	5.1%	7	0.12%	6.3%
05-26	40	140.2	5.3%	35	0.63%	6.5%
06-30	75	292.4	5.9%	182	3.70%	7.2%
12-29	257	1184.7	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	8
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	2

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	166	missing_quotes
2027-03-30	348	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