{
  "schema_version": "fwdvar_diagnostics_v4",
  "issues": [
    {
      "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": "rejected",
      "scope": "expiry",
      "severity": "INFO",
      "expiry_dt": "2027-09-28",
      "interval_from": null,
      "interval_to": null,
      "strike": null,
      "target_key": "2027-09-28",
      "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": "2026-10-19",
      "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": "baseline_fallback",
      "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": "Baseline fallback",
      "message_long": "Baseline quality: FALLBACK (edge case)",
      "metrics": {
        "baseline_n": 1
      }
    },
    {
      "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": "baseline_fallback",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-11-03",
      "interval_to": "2026-11-23",
      "strike": null,
      "target_key": "11-03\u219211-23",
      "message_short": "Baseline fallback",
      "message_long": "Baseline quality: FALLBACK (edge case)",
      "metrics": {
        "baseline_n": 1
      }
    },
    {
      "code": "low_source",
      "scope": "interval",
      "severity": "WARN",
      "expiry_dt": null,
      "interval_from": "2026-11-03",
      "interval_to": "2026-11-23",
      "strike": null,
      "target_key": "11-03\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": 1
      }
    },
    {
      "code": "low_source",
      "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": "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 (46%)",
      "message_long": "Weighted-mid coverage: 45.7% (threshold: 50%)",
      "metrics": {
        "avg_coverage": 45.652173913043484,
        "threshold": 50.0
      }
    }
  ],
  "summary": {
    "total": 12,
    "fail_count": 0,
    "warn_count": 11,
    "info_count": 1
  },
  "derived": {
    "structure_summary": {
      "iv_7d": {
        "pct": 22.12904337877871,
        "pct_cal": 12.6359676231273,
        "actual_dte": 6,
        "expiry_date": "2026-10-06",
        "tau_eff": 0.005579260105447017,
        "tau_cal": 0.01711137385707405,
        "tau_ratio": 3.0669611263271737
      },
      "iv_30d": {
        "pct": 21.744455534355808,
        "pct_cal": 12.4694003781112,
        "actual_dte": 27,
        "expiry_date": "2026-10-27",
        "tau_eff": 0.024534048503903918,
        "tau_cal": 0.07460624038684817,
        "tau_ratio": 3.0409265871866458
      },
      "iv_90d": {
        "pct": 19.93153896830991,
        "pct_cal": 11.47187063787206,
        "actual_dte": 90,
        "expiry_date": "2026-12-29",
        "tau_eff": 0.08185466995794603,
        "tau_cal": 0.24709083997617054,
        "tau_ratio": 3.0186529382271883
      },
      "front_slope_pct": -0.38458784442290117,
      "back_slope_pct": -1.8129165660458995,
      "max_fwd_vol_pct": 21.841219751422823,
      "max_fwd_vol_interval": {
        "from": "2026-10-06",
        "to": "2026-10-13"
      },
      "max_fwd_vol_dte_range": {
        "start_dte": 6,
        "end_dte": 13
      },
      "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": "2026-09-30T09:30:06.108368+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": "2026-10-06",
          "to": "2026-10-13",
          "start_dte": 6,
          "end_dte": 13,
          "forward_vol": 0.21841219751422822,
          "forward_variance": 0.04770388802299424,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-13",
          "to": "2026-10-19",
          "start_dte": 13,
          "end_dte": 19,
          "forward_vol": 0.2156135665039085,
          "forward_variance": 0.04648921006053537,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-19",
          "to": "2026-10-27",
          "start_dte": 19,
          "end_dte": 27,
          "forward_vol": 0.2148770974030078,
          "forward_variance": 0.04617216698834171,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-27",
          "to": "2026-11-03",
          "start_dte": 27,
          "end_dte": 34,
          "forward_vol": 0.2129192797390829,
          "forward_variance": 0.045334619684609834,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-11-03",
          "to": "2026-11-23",
          "start_dte": 34,
          "end_dte": 54,
          "forward_vol": 0.20218854911726108,
          "forward_variance": 0.0408802093941431,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        }
      ],
      "lowest": [
        {
          "from": "2026-11-23",
          "to": "2026-12-29",
          "start_dte": 54,
          "end_dte": 90,
          "forward_vol": 0.17955657372212563,
          "forward_variance": 0.032240563166829134,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-12-29",
          "to": "2027-03-30",
          "start_dte": 90,
          "end_dte": 181,
          "forward_vol": 0.18000788218485927,
          "forward_variance": 0.03240283764867818,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        },
        {
          "from": "2027-03-30",
          "to": "2027-06-29",
          "start_dte": 181,
          "end_dte": 272,
          "forward_vol": 0.194204215909903,
          "forward_variance": 0.037715277477180224,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        },
        {
          "from": "2026-11-03",
          "to": "2026-11-23",
          "start_dte": 34,
          "end_dte": 54,
          "forward_vol": 0.20218854911726108,
          "forward_variance": 0.0408802093941431,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-27",
          "to": "2026-11-03",
          "start_dte": 27,
          "end_dte": 34,
          "forward_vol": 0.2129192797390829,
          "forward_variance": 0.045334619684609834,
          "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": [
        "2026-10-06",
        "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": [
        6,
        13,
        19,
        27,
        34,
        54,
        90,
        181,
        272
      ],
      "matrix_fwdvol_pct": [
        [
          null,
          21.841219751422823,
          21.714256031060426,
          21.62995119514821,
          21.544432024501738,
          20.997989290925055,
          19.76121102325335,
          18.85848278221973,
          19.05367130579004
        ],
        [
          null,
          null,
          21.56135665039085,
          21.519640379690596,
          21.442181028009564,
          20.84848676720971,
          19.557211799713635,
          18.72269221635491,
          18.972181935724784
        ],
        [
          null,
          null,
          null,
          21.48770974030078,
          21.39442511937798,
          20.725416858235636,
          19.379490289706823,
          18.611164250077486,
          18.907778628835594
        ],
        [
          null,
          null,
          null,
          null,
          21.29192797390829,
          20.503374263189457,
          19.103077718225954,
          18.455458344320302,
          18.821109028650774
        ],
        [
          null,
          null,
          null,
          null,
          null,
          20.21885491172611,
          18.806299902669227,
          18.30843973898786,
          18.743183904252422
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          17.955657372212563,
          17.988237175175737,
          18.60197933334718
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          18.000788218485926,
          18.724064078860977
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          19.4204215909903
        ],
        [
          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": 17.99765045765838,
        "vmax": 21.651027404126264
      },
      "usable_count": 9,
      "excluded": []
    },
    "expiry_quality_summary": {
      "schema_version": "expiry_quality_summary_v1",
      "filter_policy_version": "usable_expiries_v1",
      "total_count": 10,
      "usable_count": 9,
      "excluded": [
        {
          "expiry_date": "2027-09-28",
          "dte_days": 363,
          "reject_reason": "insufficient_strikes",
          "accept_tier": null,
          "why": "insufficient_strikes"
        }
      ]
    },
    "build_metadata": {
      "git_commit": "92a142184",
      "build_timestamp": "2026-09-30T04:00:10.159735+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": "2026-09-30T04:00:10.160406+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": 1,
        "neg_cells": 0,
        "issues_fail": 0,
        "issues_warn": 11
      }
    },
    "ui_presets": {
      "schema_version": "ui_presets_v1",
      "generated_at_utc": "2026-09-30T04:00:10.164471+00:00",
      "asof_iso": "2026-09-30T09:30:06.108368+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": []
    }
  }
}