{
  "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": "low_tier",
      "scope": "expiry",
      "severity": "WARN",
      "expiry_dt": "2027-03-30",
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "2027-03-30",
      "message_short": "LOW tier (direct straddle)",
      "message_long": "Accept tier: LOW (DIRECT_STRADDLE_ONLY path)",
      "metrics": {}
    },
    {
      "code": "low_source",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-06-30",
      "interval_to": "2026-07-07",
      "strike": null,
      "target_key": "06-30\u219207-07",
      "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": "2026-08-25",
      "interval_to": "2026-09-29",
      "strike": null,
      "target_key": "08-25\u219209-29",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
      }
    },
    {
      "code": "baseline_thin",
      "scope": "interval",
      "severity": "INFO",
      "expiry_dt": null,
      "interval_from": "2026-09-29",
      "interval_to": "2026-12-29",
      "strike": null,
      "target_key": "09-29\u219212-29",
      "message_short": "Thin baseline",
      "message_long": "Baseline quality: THIN (few neighbors: 1)",
      "metrics": {
        "baseline_n": 1
      }
    },
    {
      "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": "low_source",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-12-29",
      "interval_to": "2027-03-30",
      "strike": null,
      "target_key": "12-29\u219203-30",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
      }
    }
  ],
  "summary": {
    "total": 7,
    "fail_count": 0,
    "warn_count": 6,
    "info_count": 1
  },
  "derived": {
    "structure_summary": {
      "iv_7d": {
        "pct": 25.717443114666196,
        "pct_cal": 14.601088074487773,
        "actual_dte": 6,
        "expiry_date": "2026-06-16",
        "tau_eff": 0.00538701021082847,
        "tau_cal": 0.016712173403015437,
        "tau_ratio": 3.1023095834164507
      },
      "iv_30d": {
        "pct": 25.82893893922006,
        "pct_cal": 14.443422548179408,
        "actual_dte": 27,
        "expiry_date": "2026-07-07",
        "tau_eff": 0.02320449978444992,
        "tau_cal": 0.07420703993278957,
        "tau_ratio": 3.197959043379943
      },
      "iv_90d": {
        "pct": 25.05584064352161,
        "pct_cal": 14.097927733619734,
        "actual_dte": 76,
        "expiry_date": "2026-08-25",
        "tau_eff": 0.06596454255920885,
        "tau_cal": 0.20836172850226256,
        "tau_ratio": 3.1586928434353956
      },
      "front_slope_pct": 0.11149582455386442,
      "back_slope_pct": -0.7730982956984489,
      "max_fwd_vol_pct": 29.78327888586554,
      "max_fwd_vol_interval": {
        "from": "2026-12-29",
        "to": "2027-03-30"
      },
      "max_fwd_vol_dte_range": {
        "start_dte": 202,
        "end_dte": 293
      },
      "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": "2026-06-10T13:00:03.916617+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": "2026-12-29",
          "to": "2027-03-30",
          "start_dte": 202,
          "end_dte": 293,
          "forward_vol": 0.2978327888586554,
          "forward_variance": 0.0887043701193244
        },
        {
          "from": "2026-06-23",
          "to": "2026-06-30",
          "start_dte": 13,
          "end_dte": 20,
          "forward_vol": 0.2691298066832698,
          "forward_variance": 0.07243085284537416
        },
        {
          "from": "2026-06-16",
          "to": "2026-06-23",
          "start_dte": 6,
          "end_dte": 13,
          "forward_vol": 0.26062268495489455,
          "forward_variance": 0.06792418391309821
        },
        {
          "from": "2026-07-14",
          "to": "2026-07-28",
          "start_dte": 34,
          "end_dte": 48,
          "forward_vol": 0.25455876499433444,
          "forward_variance": 0.06480016483544078
        },
        {
          "from": "2026-06-30",
          "to": "2026-07-07",
          "start_dte": 20,
          "end_dte": 27,
          "forward_vol": 0.24651109905511143,
          "forward_variance": 0.06076772195735896
        }
      ],
      "lowest": [
        {
          "from": "2026-08-25",
          "to": "2026-09-29",
          "start_dte": 76,
          "end_dte": 111,
          "forward_vol": 0.22071834667475743,
          "forward_variance": 0.0487165885588384
        },
        {
          "from": "2026-09-29",
          "to": "2026-12-29",
          "start_dte": 111,
          "end_dte": 202,
          "forward_vol": 0.22833989814178846,
          "forward_variance": 0.05213910908340232
        },
        {
          "from": "2026-07-07",
          "to": "2026-07-14",
          "start_dte": 27,
          "end_dte": 34,
          "forward_vol": 0.24037350992607012,
          "forward_variance": 0.05777942427417853
        },
        {
          "from": "2026-07-28",
          "to": "2026-08-25",
          "start_dte": 48,
          "end_dte": 76,
          "forward_vol": 0.24348165666720634,
          "forward_variance": 0.05928331713340735
        },
        {
          "from": "2026-06-30",
          "to": "2026-07-07",
          "start_dte": 20,
          "end_dte": 27,
          "forward_vol": 0.24651109905511143,
          "forward_variance": 0.06076772195735896
        }
      ],
      "neg_intervals": []
    },
    "forward_volatility_matrix": {
      "schema_version": "fwdvol_matrix_v2",
      "status": "available",
      "expiry_filter_policy_version": "usable_expiries_v1",
      "expiry_dates": [
        "2026-06-16",
        "2026-06-23",
        "2026-06-30",
        "2026-07-07",
        "2026-07-14",
        "2026-07-28",
        "2026-08-25",
        "2026-09-29",
        "2026-12-29",
        "2027-03-30"
      ],
      "dte_days": [
        6,
        13,
        20,
        27,
        34,
        48,
        76,
        111,
        202,
        293
      ],
      "matrix_fwdvol_pct": [
        [
          null,
          26.062268495489455,
          26.4725724075149,
          25.862554394573518,
          25.40902749700047,
          25.42487308503952,
          24.996158121588177,
          24.066254108505664,
          23.505793730833194,
          25.686562577620954
        ],
        [
          null,
          null,
          26.91298066832698,
          25.75774824771488,
          25.181168725704833,
          25.29327124809312,
          24.87374665327249,
          23.915511080732703,
          23.404001332823388,
          25.676988845578386
        ],
        [
          null,
          null,
          null,
          24.65110990551114,
          24.346164608777446,
          24.90720156412694,
          24.629269793176178,
          23.6883474269235,
          23.26863483402558,
          25.646924667548852
        ],
        [
          null,
          null,
          null,
          null,
          24.037350992607013,
          24.991982310670497,
          24.626148195963506,
          23.605771359842766,
          23.21074448829932,
          25.672867332031597
        ],
        [
          null,
          null,
          null,
          null,
          null,
          25.455876499433444,
          24.722917782377245,
          23.56584266377863,
          23.17509939588777,
          25.716069044530098
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          24.348165666720632,
          23.120712182640858,
          22.95267215820353,
          25.731019575230828
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          22.07183466747574,
          22.623907711362484,
          25.90621046523209
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          22.833989814178846,
          26.576709039524726
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          29.78327888586554
        ],
        [
          null,
          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,
          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": 22.857726282983784,
        "vmax": 26.555881713122762
      },
      "usable_count": 10,
      "excluded": []
    },
    "expiry_quality_summary": {
      "schema_version": "expiry_quality_summary_v1",
      "filter_policy_version": "usable_expiries_v1",
      "total_count": 10,
      "usable_count": 10,
      "excluded": []
    },
    "build_metadata": {
      "git_commit": "f32ffcbd5",
      "build_timestamp": "2026-06-10T07:30:08.821587+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": "2026-06-10T07:30:08.822024+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": 10,
        "excluded_expiries": 0,
        "neg_cells": 0,
        "issues_fail": 0,
        "issues_warn": 6
      }
    },
    "ui_presets": {
      "schema_version": "ui_presets_v1",
      "generated_at_utc": "2026-06-10T07:30:08.824803+00:00",
      "asof_iso": "2026-06-10T13:00:03.916617+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": []
    }
  }
}