NIFTY Analytics Report - 2026-04-23 09:32:32 IST

Spot → Futures	Forward / Roll
04-28	5	-27.7	-8.4%	7	0.11%	5.9%
05-05	12	-0.3	-0.0%	7	0.16%	8.4%
05-12	19	38.8	3.1%	7	0.15%	7.7%
05-19	26	74.5	4.3%	7	0.12%	6.2%
05-26	33	103.4	4.7%	35	0.59%	6.1%
06-30	68	246.1	5.4%	182	3.84%	7.5%
12-29	250	1176.9	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	7
Excluded Expiries	3
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	8

Excluded Expiries

Expiry	DTE	Reject Reason
2026-06-02	40	iv_convergence
2026-09-29	159	missing_quotes
2027-03-30	341	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