NIFTY Analytics Report - 2026-04-30 15:22:40 IST

Spot → Futures	Forward / Roll
05-05	5	52.5	16.0%	7	0.08%	4.2%
05-12	12	71.9	9.1%	7	0.11%	5.8%
05-19	19	98.7	7.9%	7	0.08%	4.1%
05-26	26	117.6	6.9%	7	0.10%	5.1%
06-02	33	141.3	6.5%	28	0.39%	5.0%
06-30	61	234.3	5.8%	28	0.52%	6.7%
07-28	89	358.7	6.1%	154	3.11%	7.2%
12-29	243	1105.1	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	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	8

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	152	missing_quotes
2027-03-30	334	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