{
  "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"
      }
    }
  ],
  "summary": {
    "total": 2,
    "fail_count": 0,
    "warn_count": 1,
    "info_count": 1
  },
  "derived": {
    "structure_summary": {
      "iv_7d": {
        "pct": 27.571162743460558,
        "pct_cal": 15.10541543609783,
        "actual_dte": 4,
        "expiry_date": "2026-06-09",
        "tau_eff": 0.0033727412807636557,
        "tau_cal": 0.01123641688899029,
        "tau_ratio": 3.3315383403633443
      },
      "iv_30d": {
        "pct": 26.540236936931706,
        "pct_cal": 14.790794217050191,
        "actual_dte": 32,
        "expiry_date": "2026-07-07",
        "tau_eff": 0.02729880839363638,
        "tau_cal": 0.08789623892868911,
        "tau_ratio": 3.2197829905710678
      },
      "iv_90d": {
        "pct": 25.093412109802703,
        "pct_cal": 14.094995093919016,
        "actual_dte": 81,
        "expiry_date": "2026-08-25",
        "tau_eff": 0.0700588511683953,
        "tau_cal": 0.22205092749816213,
        "tau_ratio": 3.1694914175003337
      },
      "front_slope_pct": -1.030925806528854,
      "back_slope_pct": -1.4468248271290007,
      "max_fwd_vol_pct": 27.200922932874626,
      "max_fwd_vol_interval": {
        "from": "2026-06-16",
        "to": "2026-06-23"
      },
      "max_fwd_vol_dte_range": {
        "start_dte": 11,
        "end_dte": 18
      },
      "neg_interval_count": 0,
      "clock_primary": "variance_time",
      "clock_secondary": "calendar",
      "vt_vintage": "202605",
      "beta_on": 0.1449158863564541,
      "beta_we": 0.18208533750086023,
      "quote_context_dt": "2026-06-05T13:00:05.650384+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": "2026-06-16",
          "to": "2026-06-23",
          "start_dte": 11,
          "end_dte": 18,
          "forward_vol": 0.27200922932874627,
          "forward_variance": 0.07398902084001849
        },
        {
          "from": "2026-06-09",
          "to": "2026-06-16",
          "start_dte": 4,
          "end_dte": 11,
          "forward_vol": 0.2713550942843738,
          "forward_variance": 0.0736335871940814
        },
        {
          "from": "2026-06-23",
          "to": "2026-06-30",
          "start_dte": 18,
          "end_dte": 25,
          "forward_vol": 0.266718449912061,
          "forward_variance": 0.07113873152349261
        },
        {
          "from": "2026-07-07",
          "to": "2026-07-28",
          "start_dte": 32,
          "end_dte": 53,
          "forward_vol": 0.2455714078567163,
          "forward_variance": 0.0603053163567297
        },
        {
          "from": "2026-06-30",
          "to": "2026-07-07",
          "start_dte": 25,
          "end_dte": 32,
          "forward_vol": 0.24488882932499897,
          "forward_variance": 0.05997053872816848
        }
      ],
      "lowest": [
        {
          "from": "2026-08-25",
          "to": "2026-09-29",
          "start_dte": 81,
          "end_dte": 116,
          "forward_vol": 0.2343359977952258,
          "forward_variance": 0.054913359862684065
        },
        {
          "from": "2026-07-28",
          "to": "2026-08-25",
          "start_dte": 53,
          "end_dte": 81,
          "forward_vol": 0.2379466887556975,
          "forward_variance": 0.05661862668980077
        },
        {
          "from": "2026-09-29",
          "to": "2026-12-29",
          "start_dte": 116,
          "end_dte": 207,
          "forward_vol": 0.24294197949875668,
          "forward_variance": 0.05902080540277431
        },
        {
          "from": "2026-06-30",
          "to": "2026-07-07",
          "start_dte": 25,
          "end_dte": 32,
          "forward_vol": 0.24488882932499897,
          "forward_variance": 0.05997053872816848
        },
        {
          "from": "2026-07-07",
          "to": "2026-07-28",
          "start_dte": 32,
          "end_dte": 53,
          "forward_vol": 0.2455714078567163,
          "forward_variance": 0.0603053163567297
        }
      ],
      "neg_intervals": []
    },
    "forward_volatility_matrix": {
      "schema_version": "fwdvol_matrix_v2",
      "status": "available",
      "expiry_filter_policy_version": "usable_expiries_v1",
      "expiry_dates": [
        "2026-06-09",
        "2026-06-16",
        "2026-06-23",
        "2026-06-30",
        "2026-07-07",
        "2026-07-28",
        "2026-08-25",
        "2026-09-29",
        "2026-12-29"
      ],
      "dte_days": [
        4,
        11,
        18,
        25,
        32,
        53,
        81,
        116,
        207
      ],
      "matrix_fwdvol_pct": [
        [
          null,
          27.13550942843738,
          27.168235867838376,
          27.013194897097247,
          26.391674054481296,
          25.612129937566518,
          24.961563191384627,
          24.497289908494004,
          24.40708802909728
        ],
        [
          null,
          null,
          27.200922932874626,
          26.949162647863073,
          26.13178290191671,
          25.345619564937916,
          24.731740576362245,
          24.30913605332887,
          24.302245702196892
        ],
        [
          null,
          null,
          null,
          26.6718449912061,
          25.556261262583586,
          24.95140343467791,
          24.439274406007772,
          24.086643374935313,
          24.186226268952645
        ],
        [
          null,
          null,
          null,
          null,
          24.488882932499898,
          24.54009412157773,
          24.170255339920406,
          23.892523775480925,
          24.09253126255251
        ],
        [
          null,
          null,
          null,
          null,
          null,
          24.55714078567163,
          24.124393577260346,
          23.841801818896226,
          24.07629524779827
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          23.794668875569748,
          23.596255649372324,
          24.00881513504527
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          23.43359977952258,
          24.05716131871818
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          24.294197949875667
        ],
        [
          null,
          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,
          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": 23.74506556902039,
        "vmax": 27.143691038287628
      },
      "usable_count": 9,
      "excluded": []
    },
    "expiry_quality_summary": {
      "schema_version": "expiry_quality_summary_v1",
      "filter_policy_version": "usable_expiries_v1",
      "total_count": 10,
      "usable_count": 9,
      "excluded": [
        {
          "expiry_date": "2027-03-30",
          "dte_days": 298,
          "reject_reason": "insufficient_strikes",
          "accept_tier": null,
          "why": "insufficient_strikes"
        }
      ]
    },
    "build_metadata": {
      "git_commit": "aefc52687",
      "build_timestamp": "2026-06-05T07:30:11.451912+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": "2026-06-05T07:30:11.452308+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": 9,
        "excluded_expiries": 1,
        "neg_cells": 0,
        "issues_fail": 0,
        "issues_warn": 1
      }
    },
    "ui_presets": {
      "schema_version": "ui_presets_v1",
      "generated_at_utc": "2026-06-05T07:30:11.454962+00:00",
      "asof_iso": "2026-06-05T13:00:05.650384+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": []
    }
  }
}