NIFTY Analytics Report - 2026-04-22 13:02:53 IST

Spot → Futures	Forward / Roll
04-28	6	-7.6	-1.9%	7	0.11%	5.6%
05-05	13	18.6	2.1%	7	0.15%	8.0%
05-12	20	56.4	4.2%	7	0.15%	7.9%
05-19	27	93.6	5.2%	7	0.12%	6.4%
05-26	34	123.9	5.4%	7	0.17%	8.9%
06-02	41	165.8	6.0%	28	0.40%	5.2%
06-30	69	263.5	5.7%	182	3.76%	7.3%
12-29	251	1182.0	6.9%	—	—	—

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	1
Issues (FAIL)	0
Issues (WARN)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	160	missing_quotes
2027-03-30	342	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