NIFTY Analytics Report - 2026-04-21 13:02:38 IST

Spot → Futures	Forward / Roll
04-28	7	6.7	1.4%	7	0.12%	6.3%
05-05	14	36.5	3.9%	7	0.14%	7.2%
05-12	21	70.5	5.0%	7	0.17%	8.7%
05-19	28	111.5	5.9%	7	0.11%	5.8%
05-26	35	138.8	5.9%	35	0.55%	5.7%
06-30	70	274.3	5.8%	91	1.91%	7.5%
09-29	161	742.3	6.8%	91	1.75%	6.8%
12-29	252	1172.7	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	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	4

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	343	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