{
  "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": "low_tier",
      "scope": "expiry",
      "severity": "WARN",
      "expiry_dt": "2027-06-29",
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "2027-06-29",
      "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": "2026-10-19",
      "interval_to": "2026-10-27",
      "strike": null,
      "target_key": "10-19\u219210-27",
      "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": "2026-10-27",
      "interval_to": "2026-11-23",
      "strike": null,
      "target_key": "10-27\u219211-23",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
      }
    },
    {
      "code": "baseline_fallback",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-11-23",
      "interval_to": "2026-12-29",
      "strike": null,
      "target_key": "11-23\u219212-29",
      "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": "2026-12-29",
      "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"
      }
    },
    {
      "code": "baseline_thin",
      "scope": "interval",
      "severity": "INFO",
      "expiry_dt": null,
      "interval_from": "2027-03-30",
      "interval_to": "2027-06-29",
      "strike": null,
      "target_key": "03-30\u219206-29",
      "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": "2027-03-30",
      "interval_to": "2027-06-29",
      "strike": null,
      "target_key": "03-30\u219206-29",
      "message_short": "LOW confidence",
      "message_long": "Event confidence: LOW (baseline not robust)",
      "metrics": {
        "confidence": "LOW"
      }
    }
  ],
  "summary": {
    "total": 9,
    "fail_count": 0,
    "warn_count": 8,
    "info_count": 1
  },
  "derived": {
    "structure_summary": {
      "iv_7d": {
        "pct": 16.90768262172252,
        "pct_cal": 9.825587377048938,
        "actual_dte": 6,
        "expiry_date": "2026-09-29",
        "tau_eff": 0.006469010505225367,
        "tau_cal": 0.019155301240145004,
        "tau_ratio": 2.9610867418861417
      },
      "iv_30d": {
        "pct": 17.443592074164734,
        "pct_cal": 10.002671071408441,
        "actual_dte": 26,
        "expiry_date": "2026-10-19",
        "tau_eff": 0.024303954756634136,
        "tau_cal": 0.07391231698278704,
        "tau_ratio": 3.041164194177556
      },
      "iv_90d": {
        "pct": 17.84634188930876,
        "pct_cal": 10.261349486867143,
        "actual_dte": 97,
        "expiry_date": "2026-12-29",
        "tau_eff": 0.08870145940701936,
        "tau_cal": 0.2682997228691662,
        "tau_ratio": 3.0247498142960025
      },
      "front_slope_pct": 0.5359094524422181,
      "back_slope_pct": 0.40274981514402675,
      "max_fwd_vol_pct": 20.078910180346057,
      "max_fwd_vol_interval": {
        "from": "2027-03-30",
        "to": "2027-06-29"
      },
      "max_fwd_vol_dte_range": {
        "start_dte": 189,
        "end_dte": 280
      },
      "neg_interval_count": 0,
      "clock_primary": "variance_time",
      "clock_secondary": "calendar",
      "vt_vintage": "202608",
      "beta_on": 0.17242368948004796,
      "beta_we": 0.20058050546898457,
      "quote_context_dt": "2026-09-22T15:35:04.665584+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": "2027-03-30",
          "to": "2027-06-29",
          "start_dte": 189,
          "end_dte": 280,
          "forward_vol": 0.20078910180346057,
          "forward_variance": 0.04031626340304045,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        },
        {
          "from": "2026-12-29",
          "to": "2027-03-30",
          "start_dte": 98,
          "end_dte": 189,
          "forward_vol": 0.19097439722610848,
          "forward_variance": 0.03647122039587547,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        },
        {
          "from": "2026-10-13",
          "to": "2026-10-19",
          "start_dte": 21,
          "end_dte": 27,
          "forward_vol": 0.18853795347208327,
          "forward_variance": 0.035546559899441436,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-27",
          "to": "2026-11-23",
          "start_dte": 35,
          "end_dte": 62,
          "forward_vol": 0.18484707525633579,
          "forward_variance": 0.03416844123082147,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-19",
          "to": "2026-10-27",
          "start_dte": 27,
          "end_dte": 35,
          "forward_vol": 0.1830173396831729,
          "forward_variance": 0.0334953466247059,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        }
      ],
      "lowest": [
        {
          "from": "2026-09-29",
          "to": "2026-10-06",
          "start_dte": 7,
          "end_dte": 14,
          "forward_vol": 0.16717550349682997,
          "forward_variance": 0.027947648969418606,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-06",
          "to": "2026-10-13",
          "start_dte": 14,
          "end_dte": 21,
          "forward_vol": 0.17399426901939083,
          "forward_variance": 0.030274005651592144,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-11-23",
          "to": "2026-12-29",
          "start_dte": 62,
          "end_dte": 98,
          "forward_vol": 0.17543269278685708,
          "forward_variance": 0.030776629698447775,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        },
        {
          "from": "2026-10-19",
          "to": "2026-10-27",
          "start_dte": 27,
          "end_dte": 35,
          "forward_vol": 0.1830173396831729,
          "forward_variance": 0.0334953466247059,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-27",
          "to": "2026-11-23",
          "start_dte": 35,
          "end_dte": 62,
          "forward_vol": 0.18484707525633579,
          "forward_variance": 0.03416844123082147,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        }
      ],
      "neg_intervals": []
    },
    "forward_volatility_matrix": {
      "schema_version": "fwdvol_matrix_v2",
      "status": "available",
      "expiry_filter_policy_version": "usable_expiries_v1",
      "expiry_dates": [
        "2026-09-29",
        "2026-10-06",
        "2026-10-13",
        "2026-10-19",
        "2026-10-27",
        "2026-11-23",
        "2026-12-29",
        "2027-03-30",
        "2027-06-29"
      ],
      "dte_days": [
        6,
        13,
        20,
        26,
        34,
        61,
        97,
        188,
        279
      ],
      "matrix_fwdvol_pct": [
        [
          null,
          16.717550349683,
          17.075969082821583,
          17.63395011187057,
          17.826196304955356,
          18.158198072349546,
          17.918097569461647,
          18.5238269946171,
          19.060238389839775
        ],
        [
          null,
          null,
          17.399426901939083,
          18.076061076011502,
          18.160645449169653,
          18.345267073825923,
          18.00849008867257,
          18.587533472600896,
          19.113732291536834
        ],
        [
          null,
          null,
          null,
          18.853795347208326,
          18.542873777552447,
          18.50416499854497,
          18.06390523523584,
          18.635819206501807,
          19.158189867106913
        ],
        [
          null,
          null,
          null,
          null,
          18.30173396831729,
          18.44433883263461,
          17.995999131074388,
          18.627834224013473,
          19.165208219650935
        ],
        [
          null,
          null,
          null,
          null,
          null,
          18.484707525633578,
          17.957891700021978,
          18.644001217614193,
          19.191672140290684
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          17.54326927868571,
          18.677821127581712,
          19.277501791163974
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          19.097439722610847,
          19.59432109042259
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          20.078910180346057
        ],
        [
          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": 17.318562447159707,
        "vmax": 19.356706615978627
      },
      "usable_count": 9,
      "excluded": []
    },
    "expiry_quality_summary": {
      "schema_version": "expiry_quality_summary_v1",
      "filter_policy_version": "usable_expiries_v1",
      "total_count": 9,
      "usable_count": 9,
      "excluded": []
    },
    "build_metadata": {
      "git_commit": "b344661ef",
      "build_timestamp": "2026-09-22T10:05:09.278498+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": "2026-09-22T10:05:09.279112+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": 0,
        "neg_cells": 0,
        "issues_fail": 0,
        "issues_warn": 8
      }
    },
    "ui_presets": {
      "schema_version": "ui_presets_v1",
      "generated_at_utc": "2026-09-22T10:05:09.284740+00:00",
      "asof_iso": "2026-09-22T15:35:04.665584+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": []
    }
  }
}