{
  "schema_version": "fwdvar_diagnostics_v4",
  "issues": [
    {
      "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": "baseline_fallback",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-05-12",
      "interval_to": "2026-05-19",
      "strike": null,
      "target_key": "05-12\u219205-19",
      "message_short": "Baseline fallback",
      "message_long": "Baseline quality: FALLBACK (edge case)",
      "metrics": {
        "baseline_n": 0
      }
    },
    {
      "code": "low_source",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-05-19",
      "interval_to": "2026-05-26",
      "strike": null,
      "target_key": "05-19\u219205-26",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
      }
    },
    {
      "code": "low_source",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-05-26",
      "interval_to": "2026-06-02",
      "strike": null,
      "target_key": "05-26\u219206-02",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
      }
    },
    {
      "code": "low_source",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-06-30",
      "interval_to": "2026-12-29",
      "strike": null,
      "target_key": "06-30\u219212-29",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
      }
    },
    {
      "code": "elevated_fwdvol",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-04-28",
      "interval_to": "2026-05-05",
      "strike": null,
      "target_key": "04-28\u219205-05",
      "message_short": "Elevated fwd vol (36.9%)",
      "message_long": "Forward volatility: 36.9% (threshold: 30%)",
      "metrics": {
        "fwd_vol": 0.3688892546388735,
        "threshold": 0.3
      }
    },
    {
      "code": "elevated_fwdvol",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-05-05",
      "interval_to": "2026-05-12",
      "strike": null,
      "target_key": "05-05\u219205-12",
      "message_short": "Elevated fwd vol (35.3%)",
      "message_long": "Forward volatility: 35.3% (threshold: 30%)",
      "metrics": {
        "fwd_vol": 0.3529152659103248,
        "threshold": 0.3
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    },
    {
      "code": "elevated_fwdvol",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-05-12",
      "interval_to": "2026-05-19",
      "strike": null,
      "target_key": "05-12\u219205-19",
      "message_short": "Elevated fwd vol (31.6%)",
      "message_long": "Forward volatility: 31.6% (threshold: 30%)",
      "metrics": {
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        "threshold": 0.3
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    },
    {
      "code": "elevated_fwdvol",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-05-19",
      "interval_to": "2026-05-26",
      "strike": null,
      "target_key": "05-19\u219205-26",
      "message_short": "Elevated fwd vol (30.4%)",
      "message_long": "Forward volatility: 30.4% (threshold: 30%)",
      "metrics": {
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        "threshold": 0.3
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    },
    {
      "code": "elevated_fwdvol",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-06-02",
      "interval_to": "2026-06-30",
      "strike": null,
      "target_key": "06-02\u219206-30",
      "message_short": "Elevated fwd vol (30.6%)",
      "message_long": "Forward volatility: 30.6% (threshold: 30%)",
      "metrics": {
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    {
      "code": "low_coverage",
      "scope": "run",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": null,
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      "strike": null,
      "target_key": "run",
      "message_short": "Low coverage (41%)",
      "message_long": "Weighted-mid coverage: 41.4% (threshold: 50%)",
      "metrics": {
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  "summary": {
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    "fail_count": 0,
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    "info_count": 2
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    "build_metadata": {
      "git_commit": "6bd9087f",
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      "diagnostics_level": "lite",
      "tau_mode": "variance_time",
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      "ui_presets_events_count": 0,
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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"
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    "ui_capabilities": {
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      "generated_at_utc": "2026-04-24T09:50:22.617922+00:00",
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      "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",
      "events": []
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}