{
  "schema_version": "fwdvar_diagnostics_v4",
  "issues": [
    {
      "code": "low_tier",
      "scope": "expiry",
      "severity": "WARN",
      "expiry_dt": "2026-12-29",
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "2026-12-29",
      "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": "rejected",
      "scope": "expiry",
      "severity": "INFO",
      "expiry_dt": "2027-06-29",
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "2027-06-29",
      "message_short": "Rejected: insufficient_strikes",
      "message_long": "Expiry rejected: insufficient_strikes",
      "metrics": {
        "reject_reason": "insufficient_strikes"
      }
    },
    {
      "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": 4,
    "fail_count": 0,
    "warn_count": 3,
    "info_count": 1
  },
  "derived": {
    "structure_summary": {
      "iv_7d": {
        "pct": 18.560473773913305,
        "pct_cal": 10.857529486742623,
        "actual_dte": 8,
        "expiry_date": "2026-07-14",
        "tau_eff": 0.00759275465247788,
        "tau_cal": 0.022187861548153217,
        "tau_ratio": 2.9222413423976836
      },
      "iv_30d": {
        "pct": 19.197134814867,
        "pct_cal": 11.056773021475786,
        "actual_dte": 29,
        "expiry_date": "2026-08-04",
        "tau_eff": 0.02643310331816969,
        "tau_cal": 0.07968272807792734,
        "tau_ratio": 3.0145052254668374
      },
      "iv_90d": {
        "pct": 19.951655283617214,
        "pct_cal": 11.408198513379642,
        "actual_dte": 85,
        "expiry_date": "2026-09-29",
        "tau_eff": 0.07617923667378912,
        "tau_cal": 0.23300237215732503,
        "tau_ratio": 3.058607336209944
      },
      "front_slope_pct": 0.6366610409536927,
      "back_slope_pct": 0.7545204687502166,
      "max_fwd_vol_pct": 20.566709943334196,
      "max_fwd_vol_interval": {
        "from": "2026-08-25",
        "to": "2026-09-29"
      },
      "max_fwd_vol_dte_range": {
        "start_dte": 50,
        "end_dte": 85
      },
      "neg_interval_count": 0,
      "clock_primary": "variance_time",
      "clock_secondary": "calendar",
      "vt_vintage": "202606",
      "beta_on": 0.15477964854366905,
      "beta_we": 0.1942884133079315,
      "quote_context_dt": "2026-07-06T13:00:04.340408+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": "2026-08-25",
          "to": "2026-09-29",
          "start_dte": 50,
          "end_dte": 85,
          "forward_vol": 0.20566709943334197,
          "forward_variance": 0.04229895578932417
        },
        {
          "from": "2026-12-29",
          "to": "2027-03-30",
          "start_dte": 176,
          "end_dte": 267,
          "forward_vol": 0.20407224948328173,
          "forward_variance": 0.041645483009166775
        },
        {
          "from": "2026-09-29",
          "to": "2026-12-29",
          "start_dte": 85,
          "end_dte": 176,
          "forward_vol": 0.20125605979377748,
          "forward_variance": 0.04050400160371653
        },
        {
          "from": "2026-08-04",
          "to": "2026-08-25",
          "start_dte": 29,
          "end_dte": 50,
          "forward_vol": 0.19965740042866345,
          "forward_variance": 0.03986307754593166
        },
        {
          "from": "2026-07-28",
          "to": "2026-08-04",
          "start_dte": 22,
          "end_dte": 29,
          "forward_vol": 0.19847216959345126,
          "forward_variance": 0.039391202103131684
        }
      ],
      "lowest": [
        {
          "from": "2026-07-14",
          "to": "2026-07-21",
          "start_dte": 8,
          "end_dte": 15,
          "forward_vol": 0.19178942511176292,
          "forward_variance": 0.036783183584700514
        },
        {
          "from": "2026-07-21",
          "to": "2026-07-28",
          "start_dte": 15,
          "end_dte": 22,
          "forward_vol": 0.19310861348468908,
          "forward_variance": 0.03729093660197904
        },
        {
          "from": "2026-07-28",
          "to": "2026-08-04",
          "start_dte": 22,
          "end_dte": 29,
          "forward_vol": 0.19847216959345126,
          "forward_variance": 0.039391202103131684
        },
        {
          "from": "2026-08-04",
          "to": "2026-08-25",
          "start_dte": 29,
          "end_dte": 50,
          "forward_vol": 0.19965740042866345,
          "forward_variance": 0.03986307754593166
        },
        {
          "from": "2026-09-29",
          "to": "2026-12-29",
          "start_dte": 85,
          "end_dte": 176,
          "forward_vol": 0.20125605979377748,
          "forward_variance": 0.04050400160371653
        }
      ],
      "neg_intervals": []
    },
    "forward_volatility_matrix": {
      "schema_version": "fwdvol_matrix_v2",
      "status": "available",
      "expiry_filter_policy_version": "usable_expiries_v1",
      "expiry_dates": [
        "2026-07-14",
        "2026-07-21",
        "2026-07-28",
        "2026-08-04",
        "2026-08-25",
        "2026-09-29",
        "2026-12-29",
        "2027-03-30"
      ],
      "dte_days": [
        8,
        15,
        22,
        29,
        50,
        85,
        176,
        267
      ],
      "matrix_fwdvol_pct": [
        [
          null,
          19.17894251117629,
          19.24501496318976,
          19.44782098246581,
          19.708481885033077,
          20.09974484997241,
          20.113664955916995,
          20.21829668006673
        ],
        [
          null,
          null,
          19.310861348468908,
          19.580875708853107,
          19.812691454868304,
          20.1902267431503,
          20.153943959467167,
          20.246686318436172
        ],
        [
          null,
          null,
          null,
          19.847216959345126,
          19.93617533160051,
          20.286421194045666,
          20.192044937458448,
          20.27305724992461
        ],
        [
          null,
          null,
          null,
          null,
          19.965740042866344,
          20.341193632291755,
          20.208598826695535,
          20.285577579926354
        ],
        [
          null,
          null,
          null,
          null,
          null,
          20.566709943334196,
          20.249601553238968,
          20.316618280652424
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          20.12560597937775,
          20.268420345365364
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          20.407224948328174
        ],
        [
          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": 19.26806119803746,
        "vmax": 20.384113987715427
      },
      "usable_count": 8,
      "excluded": []
    },
    "expiry_quality_summary": {
      "schema_version": "expiry_quality_summary_v1",
      "filter_policy_version": "usable_expiries_v1",
      "total_count": 9,
      "usable_count": 8,
      "excluded": [
        {
          "expiry_date": "2027-06-29",
          "dte_days": 358,
          "reject_reason": "insufficient_strikes",
          "accept_tier": null,
          "why": "insufficient_strikes"
        }
      ]
    },
    "build_metadata": {
      "git_commit": "c4f384ac2",
      "build_timestamp": "2026-07-06T07:30:09.033790+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": "2026-07-06T07:30:09.034178+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": 1,
        "neg_cells": 0,
        "issues_fail": 0,
        "issues_warn": 3
      }
    },
    "ui_presets": {
      "schema_version": "ui_presets_v1",
      "generated_at_utc": "2026-07-06T07:30:09.037468+00:00",
      "asof_iso": "2026-07-06T13:00:04.340408+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": []
    }
  }
}