NIFTY Analytics Report - 2026-04-17 15:21:29 IST

Spot → Futures	Forward / Roll
04-21	4	-5.2	-2.0%	7	0.07%	3.7%
04-28	11	12.1	1.7%	7	0.12%	6.5%
05-05	18	42.3	3.5%	7	0.15%	7.6%
05-12	25	77.9	4.7%	7	0.16%	8.3%
05-19	32	116.9	5.5%	7	0.10%	5.3%
05-26	39	141.6	5.4%	35	0.61%	6.3%
06-30	74	290.2	5.8%	182	3.60%	7.0%
12-29	256	1168.0	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)	5

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