{
  "schema_version": "fwdvar_diagnostics_v4",
  "issues": [
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      "code": "rejected",
      "scope": "expiry",
      "severity": "INFO",
      "expiry_dt": "2026-05-12",
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "2026-05-12",
      "message_short": "Rejected: iv_convergence",
      "message_long": "Expiry rejected: iv_convergence",
      "metrics": {
        "reject_reason": "iv_convergence"
      }
    },
    {
      "code": "rejected",
      "scope": "expiry",
      "severity": "INFO",
      "expiry_dt": "2026-09-29",
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "2026-09-29",
      "message_short": "Rejected: missing_quotes",
      "message_long": "Expiry rejected: missing_quotes",
      "metrics": {
        "reject_reason": "missing_quotes"
      }
    },
    {
      "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": {
        "reject_reason": "insufficient_strikes"
      }
    },
    {
      "code": "elevated_fwdvol",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-04-13",
      "interval_to": "2026-04-21",
      "strike": null,
      "target_key": "04-13\u219204-21",
      "message_short": "Elevated fwd vol (36.4%)",
      "message_long": "Forward volatility: 36.4% (threshold: 30%)",
      "metrics": {
        "fwd_vol": 0.3641674061594049,
        "threshold": 0.3
      }
    },
    {
      "code": "elevated_fwdvol",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-04-21",
      "interval_to": "2026-05-05",
      "strike": null,
      "target_key": "04-21\u219205-05",
      "message_short": "Elevated fwd vol (33.4%)",
      "message_long": "Forward volatility: 33.4% (threshold: 30%)",
      "metrics": {
        "fwd_vol": 0.33402209906611097,
        "threshold": 0.3
      }
    },
    {
      "code": "elevated_fwdvol",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-05-05",
      "interval_to": "2026-05-26",
      "strike": null,
      "target_key": "05-05\u219205-26",
      "message_short": "Elevated fwd vol (30.1%)",
      "message_long": "Forward volatility: 30.1% (threshold: 30%)",
      "metrics": {
        "fwd_vol": 0.30123749319869836,
        "threshold": 0.3
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    }
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  "summary": {
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    "fail_count": 0,
    "warn_count": 3,
    "info_count": 3
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          "reject_reason": "insufficient_strikes",
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    "build_metadata": {
      "git_commit": "95bf63f5",
      "build_timestamp": "2026-04-09T07:30:11.519548+00:00",
      "python_version": "3.13"
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    "request_echo": {
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      "sliding_windows_requested": false,
      "diagnostics_level": "lite",
      "tau_mode": "variance_time",
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      "event_windows_count": 0,
      "sliding_windows_exported": false,
      "ui_presets_exported": true,
      "ui_presets_events_count": 1,
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      "required_iv_tenors": []
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    "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": {
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      "generated_at_utc": "2026-04-09T07:30:11.519901+00:00",
      "source": "volstrats.analytics.ui_capabilities.build_ui_capabilities",
      "filter_policy": {
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      "features": {
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        "smile_density_plots": false,
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      "counts": {
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        "issues_warn": 3
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      "generated_at_utc": "2026-04-09T07:30:11.523324+00:00",
      "asof_iso": "2026-04-09T13:00:04.275087+05:30",
      "asof_source": "structure_summary.quote_context_dt",
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      "source": "market_calendar.list_upcoming_events",
      "id_namespace": "market_calendar",
      "id_format": "CATEGORY_YYYYMM",
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          "category": "macro",
          "tags": [
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          "certainty": "scheduled",
          "template": "full_session",
          "importance": null
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  }
}