NIFTY Analytics Report - 2026-04-21 15:22:49 IST

Spot → Futures	Forward / Roll
04-28	7	7.5	1.6%	7	0.11%	5.8%
05-05	14	34.6	3.7%	7	0.14%	7.4%
05-12	21	69.7	4.9%	7	0.15%	8.0%
05-19	28	107.7	5.7%	7	0.12%	6.5%
05-26	35	138.4	5.9%	35	0.55%	5.7%
06-30	70	273.4	5.8%	91	1.96%	7.7%
09-29	161	754.1	6.9%	91	1.76%	6.8%
12-29	252	1187.7	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)	8

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