{ "schema_version": "fwdvar_diagnostics_v4", "issues": [ { "code": "sparse_chain", "scope": "expiry", "severity": "INFO", "expiry_dt": "2026-05-05", "interval_from": null, "interval_to": null, "strike": null, "target_key": "2026-05-05", "message_short": "Sparse chain", "message_long": "Option chain is sparse (fewer strikes than normal)", "metrics": { "n_pairs_atm": 3, "min_pairs_required": 5 } }, { "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": "rejected", "scope": "expiry", "severity": "INFO", "expiry_dt": "2027-03-30", "interval_from": null, "interval_to": null, "strike": null, "target_key": "2027-03-30", "message_short": "Rejected: insufficient_strikes", "message_long": "Expiry rejected: insufficient_strikes", "metrics": { 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