{
  "schema_version": "fwdvar_diagnostics_v4",
  "issues": [
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      "code": "sparse_chain",
      "scope": "expiry",
      "severity": "INFO",
      "expiry_dt": "2026-08-11",
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "2026-08-11",
      "message_short": "Sparse chain",
      "message_long": "Option chain is sparse (fewer strikes than normal)",
      "metrics": {
        "n_pairs_atm": 4,
        "min_pairs_required": 5
      }
    },
    {
      "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"
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    },
    {
      "code": "low_source",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-07-28",
      "interval_to": "2026-08-04",
      "strike": null,
      "target_key": "07-28\u219208-04",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
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    },
    {
      "code": "baseline_fallback",
      "scope": "interval",
      "severity": "WARN",
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      "interval_from": "2026-08-04",
      "interval_to": "2026-08-11",
      "strike": null,
      "target_key": "08-04\u219208-11",
      "message_short": "Baseline fallback",
      "message_long": "Baseline quality: FALLBACK (edge case)",
      "metrics": {
        "baseline_n": 0
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    },
    {
      "code": "low_source",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-08-11",
      "interval_to": "2026-08-25",
      "strike": null,
      "target_key": "08-11\u219208-25",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
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    },
    {
      "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"
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    },
    {
      "code": "baseline_thin",
      "scope": "interval",
      "severity": "INFO",
      "expiry_dt": null,
      "interval_from": "2026-12-29",
      "interval_to": "2027-03-30",
      "strike": null,
      "target_key": "12-29\u219203-30",
      "message_short": "Thin baseline",
      "message_long": "Baseline quality: THIN (few neighbors: 1)",
      "metrics": {
        "baseline_n": 1
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    },
    {
      "code": "low_source",
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      "severity": "WARN",
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      "interval_from": "2026-12-29",
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      "strike": null,
      "target_key": "12-29\u219203-30",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
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    },
    {
      "code": "low_coverage",
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    "build_metadata": {
      "git_commit": "1f3946528",
      "build_timestamp": "2026-07-09T04:00:08.702643+00:00",
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      "ui_presets_events_count": 0,
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    "ui_limits": {
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      "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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      "asof_iso": "2026-07-09T09:30:03.756023+05:30",
      "asof_source": "structure_summary.quote_context_dt",
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      "source": "market_calendar.list_upcoming_events",
      "id_namespace": "market_calendar",
      "id_format": "CATEGORY_YYYYMM",
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  }
}