{
  "schema_version": "fwdvar_diagnostics_v4",
  "issues": [
    {
      "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": {
        "reject_reason": "insufficient_strikes"
      }
    },
    {
      "code": "baseline_fallback",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-06-02",
      "interval_to": "2026-06-09",
      "strike": null,
      "target_key": "06-02\u219206-09",
      "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": "2026-06-09",
      "interval_to": "2026-06-30",
      "strike": null,
      "target_key": "06-09\u219206-30",
      "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": "2026-07-28",
      "strike": null,
      "target_key": "06-30\u219207-28",
      "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": "2026-09-29",
      "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"
      }
    },
    {
      "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 (31.6%)",
      "message_long": "Forward volatility: 31.6% (threshold: 30%)",
      "metrics": {
        "fwd_vol": 0.316123790827688,
        "threshold": 0.3
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    {
      "code": "low_coverage",
      "scope": "run",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "run",
      "message_short": "Low coverage (40%)",
      "message_long": "Weighted-mid coverage: 40.0% (threshold: 50%)",
      "metrics": {
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        "threshold": 50.0
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  "summary": {
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    "fail_count": 0,
    "warn_count": 7,
    "info_count": 1
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    "build_metadata": {
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      "sliding_windows_requested": false,
      "diagnostics_level": "lite",
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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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      "counts": {
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      "asof_iso": "2026-05-11T15:20:04.125406+05:30",
      "asof_source": "structure_summary.quote_context_dt",
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      "tz": "Asia/Kolkata",
      "source": "market_calendar.list_upcoming_events",
      "id_namespace": "market_calendar",
      "id_format": "CATEGORY_YYYYMM",
      "events": []
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  }
}