{
  "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": "2026-11-03",
      "strike": null,
      "target_key": "10-27\u219211-03",
      "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": "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"
      }
    },
    {
      "code": "low_coverage",
      "scope": "run",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "run",
      "message_short": "Low coverage (48%)",
      "message_long": "Weighted-mid coverage: 47.6% (threshold: 50%)",
      "metrics": {
        "avg_coverage": 47.61904761904761,
        "threshold": 50.0
      }
    }
  ],
  "summary": {
    "total": 7,
    "fail_count": 0,
    "warn_count": 7,
    "info_count": 0
  },
  "derived": {
    "structure_summary": {
      "iv_7d": {
        "pct": null,
        "pct_cal": null,
        "actual_dte": null,
        "expiry_date": null,
        "tau_eff": null,
        "tau_cal": null,
        "tau_ratio": null
      },
      "iv_30d": {
        "pct": 19.566646322334744,
        "pct_cal": 11.100016696713814,
        "actual_dte": 31,
        "expiry_date": "2026-10-27",
        "tau_eff": 0.028192031919490258,
        "tau_cal": 0.08760157294391842,
        "tau_ratio": 3.1073167480119097
      },
      "iv_90d": {
        "pct": 18.297940767901196,
        "pct_cal": 10.492011956038386,
        "actual_dte": 94,
        "expiry_date": "2026-12-29",
        "tau_eff": 0.08551265337353237,
        "tau_cal": 0.2600861725332408,
        "tau_ratio": 3.0414934196597145
      },
      "front_slope_pct": null,
      "back_slope_pct": -1.2687055544335495,
      "max_fwd_vol_pct": 20.20402723185544,
      "max_fwd_vol_interval": {
        "from": "2026-10-19",
        "to": "2026-10-27"
      },
      "max_fwd_vol_dte_range": {
        "start_dte": 24,
        "end_dte": 32
      },
      "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": "2026-09-25T15:35:04.601665+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": "2026-10-19",
          "to": "2026-10-27",
          "start_dte": 24,
          "end_dte": 32,
          "forward_vol": 0.2020402723185544,
          "forward_variance": 0.04082027163855562,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-13",
          "to": "2026-10-19",
          "start_dte": 18,
          "end_dte": 24,
          "forward_vol": 0.19883266886460882,
          "forward_variance": 0.039534430207823185,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-06",
          "to": "2026-10-13",
          "start_dte": 11,
          "end_dte": 18,
          "forward_vol": 0.19834064525223744,
          "forward_variance": 0.0393390115590739,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-12-29",
          "to": "2027-03-30",
          "start_dte": 95,
          "end_dte": 186,
          "forward_vol": 0.1953180615988047,
          "forward_variance": 0.038149145186714466,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        },
        {
          "from": "2027-03-30",
          "to": "2027-06-29",
          "start_dte": 186,
          "end_dte": 277,
          "forward_vol": 0.19490328073992588,
          "forward_variance": 0.03798728884318636,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        }
      ],
      "lowest": [
        {
          "from": "2026-11-23",
          "to": "2026-12-29",
          "start_dte": 59,
          "end_dte": 95,
          "forward_vol": 0.161796554792981,
          "forward_variance": 0.026178125142878098,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        },
        {
          "from": "2026-09-29",
          "to": "2026-10-06",
          "start_dte": 4,
          "end_dte": 11,
          "forward_vol": 0.19132148744974548,
          "forward_variance": 0.03660391155998311,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-27",
          "to": "2026-11-03",
          "start_dte": 32,
          "end_dte": 39,
          "forward_vol": 0.19213385685110165,
          "forward_variance": 0.03691541894847963,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-11-03",
          "to": "2026-11-23",
          "start_dte": 39,
          "end_dte": 59,
          "forward_vol": 0.1943973435023198,
          "forward_variance": 0.03779032716075891,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2027-03-30",
          "to": "2027-06-29",
          "start_dte": 186,
          "end_dte": 277,
          "forward_vol": 0.19490328073992588,
          "forward_variance": 0.03798728884318636,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        }
      ],
      "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",
        "2026-11-03",
        "2026-11-23",
        "2026-12-29",
        "2027-03-30",
        "2027-06-29"
      ],
      "dte_days": [
        3,
        10,
        17,
        23,
        31,
        38,
        58,
        94,
        185,
        276
      ],
      "matrix_fwdvol_pct": [
        [
          null,
          19.132148744974547,
          19.500755822617055,
          19.617521097530805,
          19.785902137689423,
          19.669224989439627,
          19.584700797782215,
          18.31699408659565,
          18.94101291489154,
          19.12725338049654
        ],
        [
          null,
          null,
          19.834064525223745,
          19.856479600564356,
          19.98694555445619,
          19.79295331693738,
          19.645402892955268,
          18.251798654145993,
          18.93387678076589,
          19.127134095557228
        ],
        [
          null,
          null,
          null,
          19.88326688646088,
          20.065721388823643,
          19.778900158170785,
          19.612544450749624,
          18.098131722599938,
          18.895096134187686,
          19.107552868857226
        ],
        [
          null,
          null,
          null,
          null,
          20.20402723185544,
          19.737086686109226,
          19.566357554811713,
          17.940148829968088,
          18.858138278219215,
          19.089145997215457
        ],
        [
          null,
          null,
          null,
          null,
          null,
          19.213385685110165,
          19.38111370269145,
          17.64050972593736,
          18.788262483415043,
          19.05310978332212
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          19.43973435023198,
          17.430195944509546,
          18.76763975231327,
          19.048355648474832
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          16.1796554792981,
          18.65929979069893,
          19.012056038043298
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          19.531806159880468,
          19.511078139085605
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          19.49032807399259
        ],
        [
          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": 17.700437546743505,
        "vmax": 19.96620982085713
      },
      "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": "e43a862fa",
      "build_timestamp": "2026-09-25T10:05:09.912322+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": "2026-09-25T10:05:09.913206+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": 7
      }
    },
    "ui_presets": {
      "schema_version": "ui_presets_v1",
      "generated_at_utc": "2026-09-25T10:05:09.922344+00:00",
      "asof_iso": "2026-09-25T15:35:04.601665+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": []
    }
  }
}