NIFTY Analytics Report - 2026-04-27 15:23:06 IST

Spot → Futures	Forward / Roll
05-05	8	55.9	10.6%	7	0.11%	6.0%
05-12	15	83.5	8.4%	7	0.15%	7.7%
05-19	22	119.3	8.2%	7	0.09%	4.6%
05-26	29	140.7	7.3%	7	0.15%	7.8%
06-02	36	176.7	7.4%	28	0.45%	5.8%
06-30	64	284.9	6.7%	182	3.74%	7.3%
12-29	246	1186.5	7.1%	—	—	—

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	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	11

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	155	missing_quotes
2027-03-30	337	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