{
  "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": "2026-11-03",
      "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": "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"
      }
    }
  ],
  "summary": {
    "total": 6,
    "fail_count": 0,
    "warn_count": 5,
    "info_count": 1
  },
  "derived": {
    "structure_summary": {
      "iv_7d": {
        "pct": 20.968217026815875,
        "pct_cal": 12.2817092575988,
        "actual_dte": 6,
        "expiry_date": "2026-10-13",
        "tau_eff": 0.006571757453593476,
        "tau_cal": 0.019155209580449716,
        "tau_ratio": 2.9147773203308853
      },
      "iv_30d": {
        "pct": 21.658639108229455,
        "pct_cal": 12.570059558359095,
        "actual_dte": 27,
        "expiry_date": "2026-11-03",
        "tau_eff": 0.025818138820873807,
        "tau_cal": 0.07665007611022384,
        "tau_ratio": 2.968845920382639
      },
      "iv_90d": {
        "pct": 20.339211708122296,
        "pct_cal": 11.804018029502148,
        "actual_dte": 83,
        "expiry_date": "2026-12-29",
        "tau_eff": 0.07745726381606488,
        "tau_cal": 0.22996972018962147,
        "tau_ratio": 2.968988431294484
      },
      "front_slope_pct": 0.6904220814135803,
      "back_slope_pct": -1.3194274001071593,
      "max_fwd_vol_pct": 22.146441549426505,
      "max_fwd_vol_interval": {
        "from": "2026-10-13",
        "to": "2026-10-19"
      },
      "max_fwd_vol_dte_range": {
        "start_dte": 7,
        "end_dte": 13
      },
      "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": "2026-10-06T15:35:07.558144+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": "2026-10-13",
          "to": "2026-10-19",
          "start_dte": 7,
          "end_dte": 13,
          "forward_vol": 0.22146441549426504,
          "forward_variance": 0.04904648733021646,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-19",
          "to": "2026-10-27",
          "start_dte": 13,
          "end_dte": 21,
          "forward_vol": 0.2192813313495403,
          "forward_variance": 0.048084302278426895,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-27",
          "to": "2026-11-03",
          "start_dte": 21,
          "end_dte": 28,
          "forward_vol": 0.2162947018840657,
          "forward_variance": 0.04678339806311685,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-11-03",
          "to": "2026-11-23",
          "start_dte": 28,
          "end_dte": 48,
          "forward_vol": 0.20591693731577668,
          "forward_variance": 0.0424017850735095,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-11-23",
          "to": "2026-12-29",
          "start_dte": 48,
          "end_dte": 84,
          "forward_vol": 0.19089493160947238,
          "forward_variance": 0.036440874914185135,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        }
      ],
      "lowest": [
        {
          "from": "2026-12-29",
          "to": "2027-03-30",
          "start_dte": 84,
          "end_dte": 175,
          "forward_vol": 0.17456546100732043,
          "forward_variance": 0.03047310017669831,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        },
        {
          "from": "2027-03-30",
          "to": "2027-06-29",
          "start_dte": 175,
          "end_dte": 266,
          "forward_vol": 0.18244093350764226,
          "forward_variance": 0.033284694219139946,
          "leg_accept_tier_worst": "LOW",
          "leg_atm_gate_passed_both": false
        },
        {
          "from": "2026-11-23",
          "to": "2026-12-29",
          "start_dte": 48,
          "end_dte": 84,
          "forward_vol": 0.19089493160947238,
          "forward_variance": 0.036440874914185135,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-11-03",
          "to": "2026-11-23",
          "start_dte": 28,
          "end_dte": 48,
          "forward_vol": 0.20591693731577668,
          "forward_variance": 0.0424017850735095,
          "leg_accept_tier_worst": "HIGH",
          "leg_atm_gate_passed_both": true
        },
        {
          "from": "2026-10-27",
          "to": "2026-11-03",
          "start_dte": 21,
          "end_dte": 28,
          "forward_vol": 0.2162947018840657,
          "forward_variance": 0.04678339806311685,
          "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": [
        "2026-10-13",
        "2026-10-19",
        "2026-10-27",
        "2026-11-03",
        "2026-11-23",
        "2026-12-29",
        "2027-03-30",
        "2027-06-29"
      ],
      "dte_days": [
        6,
        12,
        20,
        27,
        47,
        83,
        174,
        265
      ],
      "matrix_fwdvol_pct": [
        [
          null,
          22.146441549426505,
          22.023008692193542,
          21.889399789850618,
          21.260037590301067,
          20.27990879267242,
          18.789346247762253,
          18.59847271011488
        ],
        [
          null,
          null,
          21.92813313495403,
          21.7859108917087,
          21.106279405765488,
          20.115258972057468,
          18.655719101807904,
          18.50792022026846
        ],
        [
          null,
          null,
          null,
          21.629470188406568,
          20.866724455561712,
          19.88017628681635,
          18.476947341545202,
          18.39044624146299
        ],
        [
          null,
          null,
          null,
          null,
          20.591693731577667,
          19.64633561446192,
          18.312161021628643,
          18.28605444298322
        ],
        [
          null,
          null,
          null,
          null,
          null,
          19.08949316094724,
          17.92595823522017,
          18.05999473880885
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          17.456546100732044,
          17.854662471724055
        ],
        [
          null,
          null,
          null,
          null,
          null,
          null,
          null,
          18.244093350764228
        ],
        [
          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": 17.879615988947695,
        "vmax": 21.989802247159712
      },
      "usable_count": 8,
      "excluded": []
    },
    "expiry_quality_summary": {
      "schema_version": "expiry_quality_summary_v1",
      "filter_policy_version": "usable_expiries_v1",
      "total_count": 9,
      "usable_count": 8,
      "excluded": [
        {
          "expiry_date": "2027-09-28",
          "dte_days": 356,
          "reject_reason": "insufficient_strikes",
          "accept_tier": null,
          "why": "insufficient_strikes"
        }
      ]
    },
    "build_metadata": {
      "git_commit": "9fbd8b0b3",
      "build_timestamp": "2026-10-06T10:05:12.512252+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": "2026-10-06T10:05:12.513250+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": 1,
        "neg_cells": 0,
        "issues_fail": 0,
        "issues_warn": 5
      }
    },
    "ui_presets": {
      "schema_version": "ui_presets_v1",
      "generated_at_utc": "2026-10-06T10:05:12.523370+00:00",
      "asof_iso": "2026-10-06T15:35:07.558144+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": []
    }
  }
}