{
  "schema_version": "fwdvar_diagnostics_v4",
  "issues": [
    {
      "code": "low_tier",
      "scope": "expiry",
      "severity": "WARN",
      "expiry_dt": "2026-06-30",
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "2026-06-30",
      "message_short": "LOW tier (direct straddle)",
      "message_long": "Accept tier: LOW (DIRECT_STRADDLE_ONLY path)",
      "metrics": {}
    },
    {
      "code": "low_tier",
      "scope": "expiry",
      "severity": "WARN",
      "expiry_dt": "2026-09-29",
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "2026-09-29",
      "message_short": "LOW tier (direct straddle)",
      "message_long": "Accept tier: LOW (DIRECT_STRADDLE_ONLY path)",
      "metrics": {}
    },
    {
      "code": "low_source",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-06-30",
      "interval_to": "2026-09-29",
      "strike": null,
      "target_key": "06-30\u219209-29",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
      }
    },
    {
      "code": "baseline_thin",
      "scope": "interval",
      "severity": "INFO",
      "expiry_dt": null,
      "interval_from": "2026-09-29",
      "interval_to": "2026-12-29",
      "strike": null,
      "target_key": "09-29\u219212-29",
      "message_short": "Thin baseline",
      "message_long": "Baseline quality: THIN (few neighbors: 1)",
      "metrics": {
        "baseline_n": 1
      }
    },
    {
      "code": "low_source",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-09-29",
      "interval_to": "2026-12-29",
      "strike": null,
      "target_key": "09-29\u219212-29",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
      }
    }
  ],
  "summary": {
    "total": 5,
    "fail_count": 0,
    "warn_count": 4,
    "info_count": 1
  },
  "derived": {
    "structure_summary": {
      "iv_7d": {
        "pct": 19.510468869828056,
        "pct_cal": 10.545657065641075,
        "actual_dte": 8,
        "expiry_date": "2026-02-17",
        "tau_eff": 0.006482267286628485,
        "tau_cal": 0.022187841686851978,
        "tau_ratio": 3.4228520216407454
      },
      "iv_30d": {
        "pct": 18.67046888173239,
        "pct_cal": 9.753028542571613,
        "actual_dte": 29,
        "expiry_date": "2026-03-10",
        "tau_eff": 0.021743658930063248,
        "tau_cal": 0.07968270821662611,
        "tau_ratio": 3.6646411936886616
      },
      "iv_90d": {
        "pct": 20.088347714579367,
        "pct_cal": 10.314233802983775,
        "actual_dte": 78,
        "expiry_date": "2026-04-28",
        "tau_eff": 0.0563727430999279,
        "tau_cal": 0.21383739678609906,
        "tau_ratio": 3.7932764138698185
      },
      "front_slope_pct": -0.8399999880956688,
      "back_slope_pct": 1.4178788328469776,
      "max_fwd_vol_pct": 22.961346402234952,
      "max_fwd_vol_interval": {
        "from": "2026-09-29",
        "to": "2026-12-29"
      },
      "max_fwd_vol_dte_range": {
        "start_dte": 232,
        "end_dte": 323
      },
      "neg_interval_count": 0,
      "clock_primary": "variance_time",
      "clock_secondary": "calendar",
      "vt_vintage": "202512",
      "beta_on": 0.10252267935458415,
      "beta_we": 0.11712134572554697,
      "quote_context_dt": "2026-02-09T13:00:04.967183+05:30",
      "effective_quote_policy": "weighted_mid",
      "tau_mode_math": "variance_time",
      "rr_25d": null,
      "fly_25d": null,
      "put_iv_25d": null,
      "call_iv_25d": null,
      "rr_fly_diagnostics": null
    },
    "interval_leaderboard": {
      "highest": [
        {
          "from": "2026-09-29",
          "to": "2026-12-29",
          "start_dte": 232,
          "end_dte": 323,
          "forward_vol": 0.22961346402234953,
          "forward_variance": 0.052722342860342795
        },
        {
          "from": "2026-03-10",
          "to": "2026-03-30",
          "start_dte": 29,
          "end_dte": 49,
          "forward_vol": 0.21955134973437518,
          "forward_variance": 0.04820279517018593
        },
        {
          "from": "2026-06-30",
          "to": "2026-09-29",
          "start_dte": 141,
          "end_dte": 232,
          "forward_vol": 0.2098515800153292,
          "forward_variance": 0.04403768563493011
        },
        {
          "from": "2026-02-24",
          "to": "2026-03-02",
          "start_dte": 15,
          "end_dte": 21,
          "forward_vol": 0.2038872336126415,
          "forward_variance": 0.04157000403021585
        },
        {
          "from": "2026-03-30",
          "to": "2026-04-28",
          "start_dte": 49,
          "end_dte": 78,
          "forward_vol": 0.20173331536587427,
          "forward_variance": 0.04069633052850728
        }
      ],
      "lowest": [
        {
          "from": "2026-03-02",
          "to": "2026-03-10",
          "start_dte": 21,
          "end_dte": 29,
          "forward_vol": 0.15325254302316266,
          "forward_variance": 0.02348634194306632
        },
        {
          "from": "2026-02-17",
          "to": "2026-02-24",
          "start_dte": 8,
          "end_dte": 15,
          "forward_vol": 0.1936666609347292,
          "forward_variance": 0.03750677555760737
        },
        {
          "from": "2026-04-28",
          "to": "2026-06-30",
          "start_dte": 78,
          "end_dte": 141,
          "forward_vol": 0.19870519833243325,
          "forward_variance": 0.03948375584433163
        },
        {
          "from": "2026-03-30",
          "to": "2026-04-28",
          "start_dte": 49,
          "end_dte": 78,
          "forward_vol": 0.20173331536587427,
          "forward_variance": 0.04069633052850728
        },
        {
          "from": "2026-02-24",
          "to": "2026-03-02",
          "start_dte": 15,
          "end_dte": 21,
          "forward_vol": 0.2038872336126415,
          "forward_variance": 0.04157000403021585
        }
      ],
      "neg_intervals": []
    },
    "forward_volatility_matrix": {
      "schema_version": "fwdvol_matrix_v2",
      "status": "available",
      "expiry_filter_policy_version": "usable_expiries_v1",
      "expiry_dates": [
        "2026-02-17",
        "2026-02-24",
        "2026-03-02",
        "2026-03-10",
        "2026-03-30",
        "2026-04-28",
        "2026-06-30",
        "2026-09-29",
        "2026-12-29"
      ],
      "dte_days": [
        8,
        15,
        21,
        29,
        49,
        78,
        141,
        232,
        323
      ],
      "matrix_fwdvol_pct": [
        [
          null,
          19.36666609347292,
          19.835353137770696,
          18.30201765377163,
          20.15459340985461,
          20.16221571240712,
          20.02325178080221,
          20.428548698333458,
          21.189937503914475
        ],
        [
          null,
          null,
          20.388723361264148,
          17.71343019617507,
          20.321509245938355,
          20.2542562845551,
          20.060943905977755,
          20.46299093290521,
          21.23088908089009
        ],
        [
          null,
          null,
          null,
          15.325254302316266,
          20.306816334353975,
          20.239652032832435,
          20.04419457730964,
          20.465087990744205,
          21.24720687942576
        ],
        [
          null,
          null,
          null,
          null,
          21.955134973437517,
          20.929602020517166,
          20.333702683079537,
          20.634872154461675,
          21.380414961878202
        ],
        [
          null,
          null,
          null,
          null,
          null,
          20.173331536587426,
          19.964075642419324,
          20.48856477352354,
          21.338677566287544
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          19.870519833243325,
          20.544292120839806,
          21.466046802066234
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          20.98515800153292,
          21.982868481181754
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          22.961346402234952
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null
        ]
      ],
      "neg_mask": [
        [
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false
        ],
        [
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false
        ],
        [
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false
        ],
        [
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false
        ],
        [
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false
        ],
        [
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false
        ],
        [
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false
        ],
        [
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false
        ],
        [
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false,
          false
        ]
      ],
      "clip": {
        "method": "percentile",
        "p_lo": 5,
        "p_hi": 95,
        "vmin": 18.15487078937249,
        "vmax": 21.962068350373578
      },
      "usable_count": 9,
      "excluded": []
    },
    "expiry_quality_summary": {
      "schema_version": "expiry_quality_summary_v1",
      "filter_policy_version": "usable_expiries_v1",
      "total_count": 9,
      "usable_count": 9,
      "excluded": []
    },
    "build_metadata": {
      "git_commit": "46619835",
      "build_timestamp": "2026-02-09T07:30:10.363202+00:00",
      "python_version": "3.13"
    },
    "request_echo": {
      "event_windows_requested": false,
      "sliding_windows_requested": false,
      "diagnostics_level": "lite",
      "tau_mode": "variance_time",
      "event_windows_exported": false,
      "event_windows_count": 0,
      "sliding_windows_exported": false,
      "ui_presets_exported": true,
      "ui_presets_events_count": 1,
      "ui_presets_missing_reason": null,
      "required_iv_tenors": []
    },
    "ui_limits": {
      "max_horizon_days": 56,
      "max_horizon_label": "8w_liquid",
      "min_horizon_days": 0,
      "tz": "Asia/Kolkata",
      "notes": "UI clamps horizon; avoid LEAPS/illiquid expiries beyond 8 weeks"
    },
    "ui_capabilities": {
      "schema_version": "ui_capabilities_v1",
      "generated_at_utc": "2026-02-09T07:30:10.364414+00:00",
      "source": "volstrats.analytics.ui_capabilities.build_ui_capabilities",
      "filter_policy": {
        "name": "UI_GRADE",
        "version": "usable_expiries_v1"
      },
      "missing_reason": null,
      "features": {
        "forward_matrix_json": false,
        "quote_cards_html": false,
        "event_window_tool": false,
        "sliding_windows": false,
        "smile_density_plots": false,
        "chain_snapshots": false,
        "carry_data": true
      },
      "counts": {
        "usable_expiries": 9,
        "excluded_expiries": 0,
        "neg_cells": 0,
        "issues_fail": 0,
        "issues_warn": 4
      }
    },
    "ui_presets": {
      "schema_version": "ui_presets_v1",
      "generated_at_utc": "2026-02-09T07:30:10.368277+00:00",
      "asof_iso": "2026-02-09T13:00:04.967183+05:30",
      "asof_source": "structure_summary.quote_context_dt",
      "horizon_days": 56,
      "tz": "Asia/Kolkata",
      "source": "market_calendar.list_upcoming_events",
      "id_namespace": "market_calendar",
      "id_format": "CATEGORY_YYYYMM",
      "events": [
        {
          "id": "FED_FOMC_202603",
          "name": "FOMC decision day (ET 2026-03-18) \u2192 IST market-effective",
          "start_iso": "2026-03-19T09:15:00+05:30",
          "end_iso": "2026-03-19T15:30:00+05:30",
          "category": "macro",
          "tags": [
            "fed_fomc",
            "us"
          ],
          "certainty": "scheduled",
          "template": "full_session",
          "importance": null
        }
      ]
    }
  }
}