{
  "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": "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": "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": "2026-11-03",
      "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"
      }
    }
  ],
  "summary": {
    "total": 4,
    "fail_count": 0,
    "warn_count": 2,
    "info_count": 2
  },
  "derived": {
    "structure_summary": {
      "iv_7d": {
        "pct": 22.653779822020066,
        "pct_cal": 12.079323530030557,
        "actual_dte": 4,
        "expiry_date": "2026-10-06",
        "tau_eff": 0.0038892712932668996,
        "tau_cal": 0.013679315350533627,
        "tau_ratio": 3.51719237848366
      },
      "iv_30d": {
        "pct": 23.79803627610021,
        "pct_cal": 13.647275366071618,
        "actual_dte": 32,
        "expiry_date": "2026-11-03",
        "tau_eff": 0.029708833790862435,
        "tau_cal": 0.09033913739023247,
        "tau_ratio": 3.0408173550729596
      },
      "iv_90d": {
        "pct": 21.78326707594286,
        "pct_cal": 12.586509623158145,
        "actual_dte": 88,
        "expiry_date": "2026-12-29",
        "tau_eff": 0.08134795878605351,
        "tau_cal": 0.24365878146963016,
        "tau_ratio": 2.9952660780396076
      },
      "front_slope_pct": 1.1442564540801419,
      "back_slope_pct": -2.0147692001573514,
      "max_fwd_vol_pct": 25.2214085263457,
      "max_fwd_vol_interval": {
        "from": "2026-10-06",
        "to": "2026-10-13"
      },
      "max_fwd_vol_dte_range": {
        "start_dte": 5,
        "end_dte": 12
      },
      "neg_interval_count": 0,
      "clock_primary": "variance_time",
      "clock_secondary": "calendar",
      "vt_vintage": "202609",
      "beta_on": 0.18135968758493362,
      "beta_we": 0.20463161473308433,
      "quote_context_dt": "2026-10-01T15:35:13.637894+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": 5,
          "end_dte": 12,
          "forward_vol": 0.252214085263457,
          "forward_variance": 0.06361194480528237,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-13",
          "to": "2026-10-19",
          "start_dte": 12,
          "end_dte": 18,
          "forward_vol": 0.2410501571387971,
          "forward_variance": 0.05810517825663877,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-27",
          "to": "2026-11-03",
          "start_dte": 26,
          "end_dte": 33,
          "forward_vol": 0.23742315422328977,
          "forward_variance": 0.056369754161336036,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-19",
          "to": "2026-10-27",
          "start_dte": 18,
          "end_dte": 26,
          "forward_vol": 0.22857044419992922,
          "forward_variance": 0.05224444796175296,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-12-29",
          "to": "2027-03-30",
          "start_dte": 89,
          "end_dte": 180,
          "forward_vol": 0.2218725471222406,
          "forward_variance": 0.04922742716651088,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        }
      ],
      "lowest": [
        {
          "from": "2026-11-23",
          "to": "2026-12-29",
          "start_dte": 53,
          "end_dte": 89,
          "forward_vol": 0.20144716667815024,
          "forward_variance": 0.04058096096265445,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-11-03",
          "to": "2026-11-23",
          "start_dte": 33,
          "end_dte": 53,
          "forward_vol": 0.21205126875176494,
          "forward_variance": 0.04496574057923324,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-12-29",
          "to": "2027-03-30",
          "start_dte": 89,
          "end_dte": 180,
          "forward_vol": 0.2218725471222406,
          "forward_variance": 0.04922742716651088,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        },
        {
          "from": "2026-10-19",
          "to": "2026-10-27",
          "start_dte": 18,
          "end_dte": 26,
          "forward_vol": 0.22857044419992922,
          "forward_variance": 0.05224444796175296,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-27",
          "to": "2026-11-03",
          "start_dte": 26,
          "end_dte": 33,
          "forward_vol": 0.23742315422328977,
          "forward_variance": 0.056369754161336036,
          "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"
      ],
      "dte_days": [
        4,
        11,
        17,
        25,
        32,
        52,
        88,
        179
      ],
      "matrix_fwdvol_pct": [
        [
          null,
          25.2214085263457,
          24.719471819339013,
          24.04146932623765,
          23.965664621280556,
          22.84729720849174,
          21.738638757463963,
          21.9750937696753
        ],
        [
          null,
          null,
          24.10501571387971,
          23.406057740294933,
          23.521439735552306,
          22.410339384809696,
          21.386968024433177,
          21.82802868321024
        ],
        [
          null,
          null,
          null,
          22.857044419992924,
          23.284320851234476,
          22.110566867633807,
          21.142783299853377,
          21.74062411746736
        ],
        [
          null,
          null,
          null,
          null,
          23.74231542232898,
          21.893703329111688,
          20.92158630147824,
          21.68331229360443
        ],
        [
          null,
          null,
          null,
          null,
          null,
          21.205126875176493,
          20.534753034098614,
          21.579652588589536
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          20.144716667815025,
          21.638165363026204
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          22.18725471222406
        ],
        [
          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": 20.67014467768148,
        "vmax": 24.504412182428254
      },
      "usable_count": 8,
      "excluded": []
    },
    "expiry_quality_summary": {
      "schema_version": "expiry_quality_summary_v1",
      "filter_policy_version": "usable_expiries_v1",
      "total_count": 10,
      "usable_count": 8,
      "excluded": [
        {
          "expiry_date": "2027-06-29",
          "dte_days": 270,
          "reject_reason": "insufficient_strikes",
          "accept_tier": null,
          "why": "insufficient_strikes"
        },
        {
          "expiry_date": "2027-09-28",
          "dte_days": 361,
          "reject_reason": "insufficient_strikes",
          "accept_tier": null,
          "why": "insufficient_strikes"
        }
      ]
    },
    "build_metadata": {
      "git_commit": "6a6270b20",
      "build_timestamp": "2026-10-01T10:05:21.902861+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": "2026-10-01T10:05:21.904069+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": 2,
        "neg_cells": 0,
        "issues_fail": 0,
        "issues_warn": 2
      }
    },
    "ui_presets": {
      "schema_version": "ui_presets_v1",
      "generated_at_utc": "2026-10-01T10:05:21.914147+00:00",
      "asof_iso": "2026-10-01T15:35:13.637894+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": []
    }
  }
}