NIFTY Analytics Report - 2026-04-17 13:01:29 IST

Spot → Futures	Forward / Roll
04-21	4	0.7	0.3%	7	0.05%	2.5%
04-28	11	12.3	1.7%	7	0.12%	6.5%
05-05	18	42.5	3.6%	7	0.13%	7.0%
05-12	25	75.2	4.5%	7	0.17%	8.6%
05-19	32	115.5	5.4%	7	0.08%	4.4%
05-26	39	136.0	5.2%	35	0.63%	6.6%
06-30	74	290.0	5.9%	182	3.56%	6.9%
12-29	256	1153.0	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)	2

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	165	missing_quotes
2027-03-30	347	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