NIFTY Analytics Report - 2026-04-29 09:32:20 IST

Spot → Futures	Forward / Roll
05-05	6	16.9	4.3%	7	0.10%	5.1%
05-12	13	40.4	4.7%	7	0.13%	6.8%
05-19	20	71.9	5.4%	7	0.08%	4.3%
05-26	27	92.0	5.2%	7	0.16%	8.4%
06-02	34	130.9	5.8%	28	0.38%	5.0%
06-30	62	223.7	5.4%	28	0.56%	7.2%
07-28	90	359.3	6.0%	154	3.11%	7.2%
12-29	244	1109.2	6.7%	—	—	—

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)	12

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	153	missing_quotes
2027-03-30	335	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