{
  "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"
      }
    }
  ],
  "summary": {
    "total": 2,
    "fail_count": 0,
    "warn_count": 0,
    "info_count": 2
  },
  "derived": {
    "structure_summary": {
      "iv_7d": {
        "pct": 27.621644523975025,
        "pct_cal": 14.955208385515947,
        "actual_dte": 6,
        "expiry_date": "2026-05-05",
        "tau_eff": 0.004899123497060726,
        "tau_cal": 0.01671215724278779,
        "tau_ratio": 3.4112545341660407
      },
      "iv_30d": {
        "pct": 28.341797804243008,
        "pct_cal": 15.78865242308924,
        "actual_dte": 27,
        "expiry_date": "2026-05-26",
        "tau_eff": 0.023029279523627,
        "tau_cal": 0.07420702377256191,
        "tau_ratio": 3.2222902890396057
      },
      "iv_90d": {
        "pct": 26.35430729618895,
        "pct_cal": 14.688826692836852,
        "actual_dte": 90,
        "expiry_date": "2026-07-28",
        "tau_eff": 0.07663469006491144,
        "tau_cal": 0.2466916233618843,
        "tau_ratio": 3.219059451443341
      },
      "front_slope_pct": 0.7201532802679822,
      "back_slope_pct": -1.9874905080540572,
      "max_fwd_vol_pct": 29.038626229300384,
      "max_fwd_vol_interval": {
        "from": "2026-05-05",
        "to": "2026-05-12"
      },
      "max_fwd_vol_dte_range": {
        "start_dte": 6,
        "end_dte": 13
      },
      "neg_interval_count": 0,
      "clock_primary": "variance_time",
      "clock_secondary": "calendar",
      "vt_vintage": "202603",
      "beta_on": 0.12931315994459922,
      "beta_we": 0.19024823173932068,
      "quote_context_dt": "2026-04-29T13:00:04.426595+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": "2026-05-05",
          "to": "2026-05-12",
          "start_dte": 6,
          "end_dte": 13,
          "forward_vol": 0.29038626229300385,
          "forward_variance": 0.08432418132850122
        },
        {
          "from": "2026-05-12",
          "to": "2026-05-19",
          "start_dte": 13,
          "end_dte": 20,
          "forward_vol": 0.2831395099231244,
          "forward_variance": 0.08016798207950707
        },
        {
          "from": "2026-05-19",
          "to": "2026-05-26",
          "start_dte": 20,
          "end_dte": 27,
          "forward_vol": 0.2824043648943258,
          "forward_variance": 0.07975222531136753
        },
        {
          "from": "2026-06-02",
          "to": "2026-06-30",
          "start_dte": 34,
          "end_dte": 62,
          "forward_vol": 0.2646047109704134,
          "forward_variance": 0.070015653067736
        },
        {
          "from": "2026-05-26",
          "to": "2026-06-02",
          "start_dte": 27,
          "end_dte": 34,
          "forward_vol": 0.25711264311791127,
          "forward_variance": 0.0661069112510784
        }
      ],
      "lowest": [
        {
          "from": "2026-07-28",
          "to": "2026-12-29",
          "start_dte": 90,
          "end_dte": 244,
          "forward_vol": 0.21847970115146642,
          "forward_variance": 0.04773337981523408
        },
        {
          "from": "2026-06-30",
          "to": "2026-07-28",
          "start_dte": 62,
          "end_dte": 90,
          "forward_vol": 0.24359752607440724,
          "forward_variance": 0.05933975470957152
        },
        {
          "from": "2026-05-26",
          "to": "2026-06-02",
          "start_dte": 27,
          "end_dte": 34,
          "forward_vol": 0.25711264311791127,
          "forward_variance": 0.0661069112510784
        },
        {
          "from": "2026-06-02",
          "to": "2026-06-30",
          "start_dte": 34,
          "end_dte": 62,
          "forward_vol": 0.2646047109704134,
          "forward_variance": 0.070015653067736
        },
        {
          "from": "2026-05-19",
          "to": "2026-05-26",
          "start_dte": 20,
          "end_dte": 27,
          "forward_vol": 0.2824043648943258,
          "forward_variance": 0.07975222531136753
        }
      ],
      "neg_intervals": []
    },
    "forward_volatility_matrix": {
      "schema_version": "fwdvol_matrix_v2",
      "status": "available",
      "expiry_filter_policy_version": "usable_expiries_v1",
      "expiry_dates": [
        "2026-05-05",
        "2026-05-12",
        "2026-05-19",
        "2026-05-26",
        "2026-06-02",
        "2026-06-30",
        "2026-07-28",
        "2026-12-29"
      ],
      "dte_days": [
        6,
        13,
        20,
        27,
        34,
        62,
        90,
        244
      ],
      "matrix_fwdvol_pct": [
        [
          null,
          29.038626229300384,
          28.678577667660605,
          28.533278157231067,
          27.883168925121588,
          27.18297580346814,
          26.265524892747532,
          23.505746012181806
        ],
        [
          null,
          null,
          28.313950992312442,
          28.277217631060754,
          27.479812607160824,
          26.902200892233445,
          25.99555727330768,
          23.31501825371213
        ],
        [
          null,
          null,
          null,
          28.24043648943258,
          27.040996017677077,
          26.654249273803384,
          25.74902328760025,
          23.138953629549523
        ],
        [
          null,
          null,
          null,
          null,
          25.711264311791126,
          26.316721700206912,
          25.452853657967538,
          22.952842820227175
        ],
        [
          null,
          null,
          null,
          null,
          null,
          26.46047109704134,
          25.421855438808656,
          22.859302468382488
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          24.359752607440726,
          22.257772201155525
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          21.84797011514664
        ],
        [
          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
        ]
      ],
      "clip": {
        "method": "percentile",
        "p_lo": 5,
        "p_hi": 95,
        "vmin": 22.46830779468496,
        "vmax": 28.627722839010268
      },
      "usable_count": 8,
      "excluded": []
    },
    "expiry_quality_summary": {
      "schema_version": "expiry_quality_summary_v1",
      "filter_policy_version": "usable_expiries_v1",
      "total_count": 10,
      "usable_count": 8,
      "excluded": [
        {
          "expiry_date": "2026-09-29",
          "dte_days": 153,
          "reject_reason": "missing_quotes",
          "accept_tier": null,
          "why": "missing_quotes"
        },
        {
          "expiry_date": "2027-03-30",
          "dte_days": 335,
          "reject_reason": "insufficient_strikes",
          "accept_tier": null,
          "why": "insufficient_strikes"
        }
      ]
    },
    "build_metadata": {
      "git_commit": "e3047729",
      "build_timestamp": "2026-04-29T07:30:13.181016+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": 0,
      "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": "2026-04-29T07:30:13.181515+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": 8,
        "excluded_expiries": 2,
        "neg_cells": 0,
        "issues_fail": 0,
        "issues_warn": 0
      }
    },
    "ui_presets": {
      "schema_version": "ui_presets_v1",
      "generated_at_utc": "2026-04-29T07:30:13.185737+00:00",
      "asof_iso": "2026-04-29T13:00:04.426595+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": []
    }
  }
}