2025-06-18 Derivatives Futures and Options with Kiwoom API


📊 KOSPI200 Opening Strategy Overview (Automated Trading System using Kiwoom Open API+ and Python)

This report provides a detailed overview of the opening strategy implemented in the KOSPI200 futures and options automated trading system.
Built on the Kiwoom Open API+ and Python, the system is designed to analyze market conditions in real time and manage risks effectively before market entry.

⏱️ Opening Time: 06-18 09:00

✅ System Flow: Strategy Initialization → Live Price Monitoring → Auto Order Execution on Entry Condition → Auto Exit on Target Margin or Risk Trigger

📋 Strategy Components

📌 Strategy Summary Pair trading strategy using KOSPI200 futures involving short or long positions in both call and put options. Designed to adapt to both neutral and volatile market phases.
📈 Price Movement Detection When the real-time price fluctuation exceeds 0.1% compared to the futures reference price, the system detects and evaluates entry conditions.
⚙️ Option Price Collection The system collects real-time option quotes for ±9 strike prices around the at-the-money strike. If futures prices move beyond 0.1%, the data is saved in the database and used for strategy analysis and backtesting.
🔍 Market Speed Analysis Market speed is categorized as fast or slow based on the frequency and volume of trades. Different trading scenarios are applied accordingly.
🧭 Basis Analysis By analyzing the basis (price difference) between the near-month and next-month futures, the system identifies arbitrage and market inefficiency opportunities.
📅 Conditional Strategy Branching Right after the market opens, the strategy branches into defensive or trending models depending on volatility and trade density.
🧠 System Architecture Refined through real-trade-based backtesting, the entire process—monitoring, order placement, and exit—is fully automated.
🛡️ Risk Management Logic The system proactively exits positions or switches strategy modes when significant market direction shifts or option mispricings occur.

📊 This strategy utilizes a high-frequency trading algorithm capable of responding instantly to rapid price fluctuations,
and is designed to achieve fully automated trading through live price analysis and rule-based execution.

📈 Note: This system also generates an automated end-of-day summary report, allowing you to quantitatively evaluate daily trade performance and strategy results.



🧮 (⏱️ 06-18 09:05) Delta-Based Center Strike Identification Algorithm

📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.

📐 Definition of Center Strike The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market.
🔍 Scanning Methodology The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta.
📊 Delta Comparison Logic Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment.
📏 Adjustment Mechanism The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries.
✅ ATM Identification Condition If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point.
⚙️ Strategic Benefit By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models.
⚠️ Filtering Criteria Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis.
💡 Practical Applications The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers.

🧠 Unlike simple price averaging, this delta-based ATM detection relies on the balance of market sensitivity (delta), enabling more precise and data-driven decision-making.

📌 Note: The same center strike identification logic is applied not only in real-time strategy execution but also in backtesting evaluations and automated report generation for the previous trading day.

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
1,455 2 2.50 4 2.53 17.13 2.52 415.00 25.50 80.42 54.20 10 22.60 2 1
1,481 2 2.96 2 2.99 19.98 2.97 412.50 19.45 77.35 52 10 1.33 7 0
1,011 5 3.49 3 3.54 22.77 3.49 410.00 18.85 73.99 50 10 19.20 2 0
607 3 4.10 4 4.16 26.16 4.09 407.50 19.05 73.84 19.40 2 18.90 2 16
2,014 1 4.83 1 4.89 30.20 4.84 405.00 16.95 69.18 17.35 1 17.10 2 12
833 1 5.61 1 5.67 34.12 5.65 402.50 15.30 65.50 16.05 4 15.40 2 7
917 3 6.51 3 6.55 38.23 6.55 400.00 13.70 61.37 13.95 3 13.55 3 75
355 1 7.50 1 7.56 42.09 7.50 397.50 12.35 57.49 12.45 3 12.35 1 107
488 2 8.60 1 8.66 46.46 8.56 395.00 11.05 53.54 11.05 1 10.90 2 158
295 2 9.79 2 9.92 51.18 9.97 392.50 9.71 48.62 9.78 1 9.66 3 392
61 2 11.15 1 11.30 55.85 11.20 390.00 8.52 44.16 8.61 3 8.54 5 411
88 1 12.55 1 12.70 60.13 12.65 387.50 7.48 39.94 7.56 1 7.50 2 281
28 2 13.75 2 14.30 64.46 14.20 385.00 6.58 35.39 6.62 2 6.58 3 496
5 2 15.55 2 16.30 71.97 15.65 382.50 5.70 31.40 5.79 2 5.75 3 800
7 2 17.50 2 17.95 72.67 17.55 380.00 5.06 27.60 5.07 1 5.03 2 1,022
5 1 19.35 1 19.60 76.55 19.50 377.50 4.40 23.51 4.42 1 4.40 3 718
0 2 11.80 10 56.80 82.41 23.55 375.00 3.83 20.07 3.85 1 3.83 3 928
0 3 2.05 10 58.75 85.30 24.85 372.50 3.35 16.92 3.36 1 3.34 2 845
0 0 0 0 0 87.86 26.25 370.00 2.92 14.10 2.94 11 2.91 4 2,030

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.



🧮 (⏱️ 06-18 09:10) Delta-Based Center Strike Identification Algorithm

📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.

📐 Definition of Center Strike The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market.
🔍 Scanning Methodology The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta.
📊 Delta Comparison Logic Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment.
📏 Adjustment Mechanism The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries.
✅ ATM Identification Condition If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point.
⚙️ Strategic Benefit By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models.
⚠️ Filtering Criteria Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis.
💡 Practical Applications The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers.

🧠 Unlike simple price averaging, this delta-based ATM detection relies on the balance of market sensitivity (delta), enabling more precise and data-driven decision-making.

📌 Note: The same center strike identification logic is applied not only in real-time strategy execution but also in backtesting evaluations and automated report generation for the previous trading day.

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
2,016 27 2.47 1 2.50 15.97 2.49 417.50 23.05 83.22 56.40 10 1.78 7 0
2,010 3 2.89 2 2.93 18.71 2.91 415.00 25.50 80.42 54.20 10 22.60 2 1
1,733 4 3.43 1 3.46 21.68 3.45 412.50 19.45 77.35 52 10 1.33 7 0
1,220 4 4 5 4.06 24.96 4.05 410.00 18.85 73.99 50 10 19.45 2 0
924 1 4.67 2 4.72 28.28 4.70 407.50 18.80 73.37 18.15 3 17.70 3 18
2,642 2 5.48 4 5.49 32.30 5.49 405.00 16.10 67.94 16.55 2 15.80 2 15
867 1 6.28 1 6.36 36.06 6.34 402.50 14.70 64.91 14.95 3 14.20 2 9
1,124 1 7.25 1 7.31 40.25 7.28 400.00 13.70 61.37 13.40 2 12.70 2 75
485 1 8.33 2 8.42 44.85 8.39 397.50 11.55 55.42 11.60 2 11.45 1 123
602 1 9.47 1 9.57 49.28 9.57 395.00 10.25 50.99 10.25 2 10.15 1 222
321 1 10.55 1 10.90 52.72 10.35 392.50 9.01 46.53 9.03 2 8.95 1 456
69 3 12 1 12.30 57.92 12.25 390.00 7.94 42.08 7.93 3 7.88 1 537
127 3 13.35 1 13.85 62.04 13.45 387.50 6.98 37.36 6.97 1 6.90 3 323
31 3 14.85 3 15.60 66.14 15.20 385.00 6.08 33.45 6.06 2 6.03 2 681
5 2 16.65 2 17.25 71.97 15.65 382.50 5.29 29.13 5.30 2 5.26 2 957
9 2 18.60 2 19.10 73.55 18.50 380.00 4.58 25.31 4.62 1 4.57 3 1,219
6 2 19.50 10 53.20 76.58 19.70 377.50 4.02 21.72 4.03 2 3.99 2 859
0 2 11.80 10 56.80 82.41 23.55 375.00 3.47 18.42 3.51 2 3.47 2 1,414
0 5 2.05 10 58.75 85.30 24.85 372.50 3.02 15.46 3.03 2 3.02 1 1,170

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.



📊 (⏱️ 06-18 09:12) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 395.3 395.8 392.15 34,952 396.54 0.06 1.18 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 396.5 396.5 392.9 89 397.9 1.18 2.58 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 395.3 396.54 0.06 1.18 -1.24 +1.12
📙 Next Month 396.5 397.9 1.18 2.58 -1.4 +1.40

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 17 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:12, total 17 points)
As of 06-18 09:12, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:12

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 395.3, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
2,361 2 2.61 1 2.63 17.06 2.61 417.50 23.05 83.22 56.40 10 1.78 7 0
2,218 1 3.08 1 3.10 19.89 3.09 415.00 25.50 80.42 54.20 10 22.60 2 1
1,880 3 3.59 3 3.64 22.71 3.61 412.50 19.45 77.35 52 10 1.33 7 0
1,284 2 4.22 1 4.26 25.87 4.24 410.00 18.85 73.99 19.55 2 18.90 2 0
1,208 1 4.91 2 4.95 29.91 4.94 407.50 17.40 70.20 17.65 2 17.20 2 22
2,872 3 5.70 1 5.74 33.57 5.70 405.00 15.75 67.05 15.95 2 15.50 2 16
944 3 6.57 1 6.64 37.64 6.56 402.50 14.15 62.14 14.30 5 13.80 3 15
1,300 1 7.56 2 7.63 42.10 7.58 400.00 12.55 57.99 12.90 4 12.40 5 79
533 3 8.64 2 8.71 46.47 8.70 397.50 11.25 53.80 11.35 1 11.20 1 130
670 4 9.80 2 9.91 50.67 9.83 395.00 10.05 49.33 10.05 2 9.94 1 256
339 1 10.95 1 11.25 55.57 11.25 392.50 8.74 44.47 8.88 3 8.79 1 476
72 2 12.55 4 12.90 59.82 12.70 390.00 7.72 40.46 7.78 2 7.73 1 582
127 4 13.95 1 14.25 62.04 13.45 387.50 6.77 36.16 6.83 3 6.78 1 345
32 2 15.65 2 16.15 67.99 15.90 385.00 5.94 32.19 5.95 2 5.92 2 763
5 2 17.30 2 17.95 71.97 15.65 382.50 5.17 27.99 5.20 3 5.17 1 1,015
9 2 19.20 10 52.05 73.55 18.50 380.00 4.51 24.20 4.53 3 4.49 2 1,262
6 2 19.50 10 53.20 76.58 19.70 377.50 3.91 20.74 3.96 2 3.91 3 892
0 2 11.80 10 56.80 82.41 23.55 375.00 3.43 17.53 3.44 1 3.40 4 1,519
0 5 2.05 10 58.75 85.30 24.85 372.50 2.98 14.52 2.99 3 2.97 1 1,304

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

📬 Completed Option Positions (State: 9)

This table shows option orders that were fully executed, where the State value is 9.
It includes details such as order ID, position type (Buy/Sell), and timestamps for transmission, acceptance, and execution,
making it useful for order flow analysis and backtesting.

📬 List of Completed Option Orders
Code Position Sent Time Accepted Time Filled Time Order ID
301W7395 📈 Long 09:11:54.798 09:11:55.016 09:11:55.141 8249_0910_0911_4989
201W7395 📈 Long 09:11:55.796 09:11:56.015 09:11:56.932 8249_0910_0911_4989
ℹ️ Explanation
  • Position is marked as 📈 Long or 📉 Short for easy understanding.
  • Time columns follow the flow of Sent → Accepted → Filled to track the full order process.
  • Order ID is a unique identifier for each transaction, used in strategy validation and audit trails.

📦 Current Option Holdings

This table shows your currently held call and put option positions.
Each row includes the option code, holding quantity, and whether the position is a 📈 Long (Buy) or 📉 Short (Sell).

💼 My Option Positions
Option Code Quantity Position
301W7395 2 📈 Long
201W7395 2 📈 Long

📌 Unclosed Call-Put 1:1 Long Pairs

This table shows Call and Put options that were bought together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.

📈 Unclosed Long Positions
Call Option Entry Price Put Option Entry Price Order ID
201W7395 9.9 301W7395 9.87 8249_0910_0911_4989
201W7395 9.86 301W7395 9.98 8249_0910_0911_4989

🧮 Real-Time Margin Analysis Results

This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.

💰 Margin Analysis Table
Call Option Put Option Call Margin Put Margin Total Margin
201W7395 301W7395 -0.04 0.06 0.02
201W7395 301W7395 -0.0 0.07 0.07
📘 Margin Guide
  • 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
  • Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
  • Margin Responsiveness: These values are updated in real time according to futures price movement (0.1%).
    A significant change may trigger an automatic exit condition based on your strategy’s thresholds.



📊 (⏱️ 06-18 09:17) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 395.35 395.8 392.15 41,652 396.22 0.31 1.18 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 396.5 396.5 392.9 89 397.9 1.18 2.58 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 395.35 396.22 0.31 1.18 -0.87 +0.87
📙 Next Month 396.5 397.9 1.18 2.58 -1.4 +1.40

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 21 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:17, total 21 points)
As of 06-18 09:17, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:17

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 395.35, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
2,696 5 2.60 28 2.62 16.37 2.60 417.50 23.05 83.22 56.40 10 1.78 7 0
2,731 4 3.07 1 3.09 19.40 3.09 415.00 25.50 80.42 54.20 10 22.60 2 1
2,092 4 3.59 1 3.62 22.16 3.60 412.50 19.45 77.35 52 10 1.33 7 0
1,392 2 4.20 5 4.25 25.48 4.21 410.00 19.50 74.65 50 10 19.10 2 1
1,542 2 4.89 1 4.93 29.06 4.90 407.50 17.40 70.20 17.95 2 17.35 2 22
3,067 2 5.68 2 5.74 33.26 5.68 405.00 15.75 67.05 16.25 2 15.60 2 16
996 4 6.54 2 6.62 36.92 6.57 402.50 14.60 63.63 14.25 1 14 4 36
1,374 3 7.54 1 7.61 41.14 7.55 400.00 12.70 58.86 12.80 3 12.60 2 93
635 1 8.62 1 8.70 45.63 8.70 397.50 11.30 54.51 11.30 1 11.20 3 162
725 2 9.81 1 9.93 49.92 9.86 395.00 9.98 50.08 9.98 1 9.90 3 292
356 1 10.95 1 11.30 54.52 11.20 392.50 8.80 45.62 8.83 3 8.76 1 561
78 2 12.10 3 12.75 58.71 12.30 390.00 7.73 41.05 7.76 4 7.71 1 680
128 2 13.75 2 14.70 62.84 13.95 387.50 6.97 37.14 6.84 3 6.77 1 384
39 2 15.35 5 15.95 66.84 15.30 385.00 5.93 32.49 5.95 2 5.92 2 993
5 2 17.05 2 18.05 71.97 15.65 382.50 5.18 28.47 5.20 4 5.17 1 1,193
9 2 18.90 2 19.65 73.55 18.50 380.00 4.54 24.79 4.54 1 4.50 3 1,354
6 2 19.50 2 52.90 76.58 19.70 377.50 3.93 21.16 3.96 2 3.92 2 946
0 2 11.80 10 56.80 82.41 23.55 375.00 3.44 18.02 3.44 3 3.41 2 1,644
0 5 2.05 10 58.75 85.30 24.85 372.50 2.98 15.00 3 1 2.98 1 1,451

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

📦 Current Option Holdings

This table shows your currently held call and put option positions.
Each row includes the option code, holding quantity, and whether the position is a 📈 Long (Buy) or 📉 Short (Sell).

💼 My Option Positions
Option Code Quantity Position
301W7395 2 📈 Long
201W7395 2 📈 Long

📌 Unclosed Call-Put 1:1 Long Pairs

This table shows Call and Put options that were bought together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.

📈 Unclosed Long Positions
Call Option Entry Price Put Option Entry Price Order ID
201W7395 9.9 301W7395 9.87 8249_0910_0911_4989
201W7395 9.86 301W7395 9.98 8249_0910_0911_4989

🧮 Real-Time Margin Analysis Results

This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.

💰 Margin Analysis Table
Call Option Put Option Call Margin Put Margin Total Margin
201W7395 301W7395 -0.04 0.01 -0.03
201W7395 301W7395 0.0 0.03 0.03
📘 Margin Guide
  • 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
  • Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
  • Margin Responsiveness: These values are updated in real time according to futures price movement (0.1%).
    A significant change may trigger an automatic exit condition based on your strategy’s thresholds.



🧮 (⏱️ 06-18 09:30) Delta-Based Center Strike Identification Algorithm

📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.

📐 Definition of Center Strike The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market.
🔍 Scanning Methodology The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta.
📊 Delta Comparison Logic Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment.
📏 Adjustment Mechanism The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries.
✅ ATM Identification Condition If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point.
⚙️ Strategic Benefit By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models.
⚠️ Filtering Criteria Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis.
💡 Practical Applications The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers.

🧠 Unlike simple price averaging, this delta-based ATM detection relies on the balance of market sensitivity (delta), enabling more precise and data-driven decision-making.

📌 Note: The same center strike identification logic is applied not only in real-time strategy execution but also in backtesting evaluations and automated report generation for the previous trading day.

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
6,538 5 2.56 2 2.58 15.96 2.57 420.00 25.35 85.73 0 0 0 0 0
3,660 1 3.01 22 3.05 18.76 3.03 417.50 23.05 83.22 56.40 10 1.78 7 0
3,650 6 3.51 2 3.58 21.68 3.53 415.00 25.50 80.42 54.20 10 20 2 1
2,916 2 4.16 10 4.19 24.88 4.17 412.50 19.45 77.35 52 10 19.35 2 0
2,132 2 4.85 2 4.88 28.56 4.86 410.00 18.35 72.35 18.55 2 17.80 2 4
2,253 1 5.63 2 5.65 32.16 5.64 407.50 17.40 70.20 16.85 2 16.05 2 22
3,608 3 6.48 1 6.52 36.46 6.50 405.00 14.65 63.54 15.10 2 13.85 3 25
1,184 3 7.44 1 7.49 40.33 7.41 402.50 13.40 60.45 13.20 3 13 1 81
1,792 2 8.53 2 8.58 44.95 8.51 400.00 11.65 55.23 11.70 3 11.60 2 266
804 2 9.67 1 9.76 49.03 9.66 397.50 10.35 50.79 10.35 1 10.30 2 255
901 6 10.95 8 11.10 53.45 11 395.00 9.25 46.75 9.19 1 9.12 2 470
417 4 12.35 3 12.50 57.68 12.35 392.50 8.06 41.80 8.08 3 8.02 1 685
86 3 13.25 2 14.20 61.50 13.35 390.00 7.10 37.46 7.11 3 7.06 1 905
178 2 14.85 2 15.80 65.76 15.30 387.50 6.20 33.24 6.21 1 6.18 2 451
41 3 16.60 2 17.60 69.10 16.50 385.00 5.42 29.21 5.44 3 5.40 2 1,285
6 3 18.45 2 19.25 73.38 18.55 382.50 4.77 25.65 4.74 1 4.71 2 1,440
13 1 20.90 2 21.35 77.36 20.65 380.00 4.12 22.00 4.13 3 4.11 3 1,655
6 2 19.50 3 24.90 76.58 19.70 377.50 3.58 18.78 3.60 1 3.57 3 1,205
0 2 11.80 10 56.80 82.41 23.55 375.00 3.12 15.59 3.12 2 3.11 3 2,096

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.



📊 (⏱️ 06-18 09:38) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 397.95 397.95 392.15 63,086 398.63 0.51 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 398.65 398.65 392.9 129 399.9 1.36 2.61 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 397.95 398.63 0.51 1.19 -0.68 +0.68
📙 Next Month 398.65 399.9 1.36 2.61 -1.25 +1.25

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 35 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:38, total 35 points)
As of 06-18 09:38, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:38

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 397.95, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
7,712 1 2.67 18 2.68 16.67 2.67 420.00 25.35 85.73 25.85 2 24.90 1 0
4,342 4 3.14 20 3.16 19.11 3.16 417.50 23.05 83.22 56.40 10 1.78 7 0
4,002 1 3.69 3 3.71 22.28 3.69 415.00 25.50 80.42 54.20 10 20 2 1
3,358 2 4.29 3 4.34 25.73 4.30 412.50 19.45 77.35 52 10 18.65 3 0
2,269 3 5.02 3 5.05 29.31 5.03 410.00 18.35 72.35 17.90 2 17.15 2 4
2,483 2 5.80 1 5.83 33.11 5.81 407.50 17.40 70.20 16.20 2 15.70 2 22
3,733 2 6.69 2 6.74 36.98 6.71 405.00 14.45 63.35 14.60 3 14.15 1 34
1,282 1 7.69 1 7.75 41.17 7.73 402.50 12.95 59.16 12.80 2 12.65 1 100
1,960 1 8.79 1 8.85 45.50 8.89 400.00 11.45 54.49 11.40 1 11.30 1 327
873 2 9.96 1 10.05 49.90 10.05 397.50 10.10 49.68 10.10 2 10 4 293
960 3 11.25 2 11.40 54.35 11.25 395.00 8.90 45.49 8.92 2 8.85 1 602
461 1 12.60 2 12.85 59.12 12.70 392.50 7.82 41.11 7.91 5 7.80 1 745
91 2 13.85 3 14.55 62.86 14.20 390.00 6.89 36.94 6.88 2 6.84 3 1,113
188 2 15.50 10 16.10 67.00 15.70 387.50 6.08 32.41 6.03 3 5.99 1 490
44 2 17.35 2 18 71.61 17.60 385.00 5.24 28.73 5.28 3 5.23 1 1,426
6 2 19.20 2 19.85 73.38 18.55 382.50 4.57 24.82 4.58 2 4.56 4 1,650
14 2 19.65 2 21.80 78.00 20.90 380.00 3.98 21.31 3.99 1 3.97 2 1,866
6 2 19.50 2 24.90 76.58 19.70 377.50 3.47 18.19 3.48 3 3.46 2 1,294
0 2 23.85 1 26.45 82.41 23.55 375.00 3.02 15.16 3.02 3 3.01 2 2,383

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 10:05) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 397.9 398.15 392.15 82,728 398.27 0.82 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 398.5 398.95 392.9 142 399.5 1.6 2.6 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 397.9 398.27 0.82 1.19 -0.37 +0.37
📙 Next Month 398.5 399.5 1.6 2.6 -1.0 +1.00

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 51 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:05, total 51 points)
As of 06-18 10:05, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:05

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 397.9, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
10,043 3 2.52 6 2.54 16.26 2.52 420.00 25.35 85.73 25.65 1 24.85 1 0
5,812 2 2.99 5 3.01 19.06 2.99 417.50 23.05 83.22 56.40 10 1.78 7 0
5,309 1 3.53 1 3.54 22.01 3.54 415.00 25.50 80.42 54.20 10 1.87 2 1
4,021 5 4.12 1 4.16 25.36 4.14 412.50 19.45 77.35 52 10 19.05 2 0
3,142 1 4.84 2 4.87 28.69 4.82 410.00 17.95 72.14 17.75 2 17.30 1 7
3,053 2 5.62 2 5.66 32.63 5.62 407.50 17.40 70.20 16.15 2 15.40 2 22
4,723 4 6.52 1 6.55 36.78 6.52 405.00 14.20 63.50 14.45 2 14.05 1 55
1,496 1 7.50 2 7.55 40.74 7.48 402.50 12.70 59.03 12.95 2 12.30 2 158
2,387 1 8.59 3 8.65 45.11 8.56 400.00 11.30 54.89 11.25 2 11.15 7 433
1,171 5 9.68 1 9.86 49.69 9.83 397.50 9.99 50.65 9.93 1 9.91 1 439
1,171 2 11.10 3 11.20 54.01 11.10 395.00 8.75 46.06 8.78 1 8.73 1 914
551 2 12.55 1 12.65 58.18 12.45 392.50 7.72 41.85 7.74 2 7.68 1 1,011
132 2 14.10 1 14.20 62.86 14.05 390.00 6.74 37.31 6.77 3 6.72 14 1,532
198 2 15.45 2 16.10 67.37 16.10 387.50 5.89 33.13 5.90 2 5.88 1 647
49 2 17.15 2 17.65 69.48 16.60 385.00 5.14 29.07 5.14 3 5.12 3 2,014
6 2 19 2 19.60 73.38 18.55 382.50 4.48 25.18 4.48 1 4.46 3 2,197
16 2 19.45 2 21.95 77.49 20 380.00 3.90 21.70 3.90 1 3.89 2 2,648
6 2 19.50 2 24.70 76.58 19.70 377.50 3.40 18.33 3.39 2 3.38 3 1,660
0 1 24.65 1 25.50 82.41 23.55 375.00 2.95 15.43 2.95 5 2.94 5 3,417

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 10:06) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 398.3 398.35 392.15 83,897 398.72 0.77 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 399.0 399.0 392.9 146 400.02 1.59 2.61 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 398.3 398.72 0.77 1.19 -0.42 +0.42
📙 Next Month 399.0 400.02 1.59 2.61 -1.02 +1.02

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 52 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:06, total 52 points)
As of 06-18 10:06, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:06

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 398.3, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
10,115 1 2.61 8 2.63 16.78 2.61 420.00 25.35 85.73 25.30 2 24.40 2 0
5,859 3 3.08 2 3.10 19.55 3.09 417.50 23.05 83.22 56.40 10 1.78 7 0
5,404 4 3.63 1 3.65 22.60 3.64 415.00 25.50 80.42 54.20 10 1.87 2 1
4,058 5 4.26 3 4.29 25.93 4.28 412.50 19.45 77.35 19.60 3 18.65 2 0
3,162 1 4.97 1 5 29.53 4.98 410.00 17.30 70.98 17.65 2 16.45 2 8
3,073 1 5.78 2 5.81 33.35 5.79 407.50 17.40 70.20 16.05 2 15.25 2 22
4,761 4 6.68 3 6.73 37.30 6.66 405.00 14.05 63.25 14.35 2 13.70 2 56
1,507 1 7.69 1 7.73 41.45 7.68 402.50 12.70 59.03 12.85 3 12.25 2 158
2,391 4 8.80 1 8.86 45.25 8.65 400.00 11 54.08 11.05 3 10.95 1 437
1,189 2 10 5 10.10 50.18 10.05 397.50 9.78 49.69 9.75 1 9.69 8 452
1,180 2 11.30 1 11.45 54.67 11.30 395.00 8.55 45.46 8.59 2 8.54 1 927
552 3 12.75 1 12.90 59.17 12.85 392.50 7.54 41.06 7.55 4 7.50 1 1,016
132 1 14.30 1 14.45 62.86 14.05 390.00 6.59 36.52 6.60 2 6.56 1 1,542
198 2 15.55 2 16.25 67.37 16.10 387.50 5.83 32.76 5.77 2 5.73 1 649
49 2 17.25 2 18.15 69.48 16.60 385.00 5.01 28.37 5.01 1 4.99 3 2,058
6 2 19.10 2 19.90 73.38 18.55 382.50 4.36 24.61 4.37 6 4.34 3 2,222
16 2 19.45 2 21.95 77.49 20 380.00 3.78 21.22 3.79 1 3.77 4 2,708
6 2 19.50 2 24.70 76.58 19.70 377.50 3.29 17.91 3.30 5 3.27 7 1,686
0 2 25.05 1 26.15 82.41 23.55 375.00 2.85 15.01 2.86 3 2.85 1 3,481

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 10:08) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 397.95 398.35 392.15 86,179 398.27 0.87 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 399.0 399.0 392.9 146 400.02 1.59 2.61 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 397.95 398.27 0.87 1.19 -0.32 +0.32
📙 Next Month 399.0 400.02 1.59 2.61 -1.02 +1.02

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 54 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:08, total 54 points)
As of 06-18 10:08, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:08

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 397.95, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
10,330 5 2.52 4 2.55 16.27 2.54 420.00 25.35 85.73 25.60 3 24.75 1 0
5,993 6 2.99 2 3.01 19.00 3 417.50 23.05 83.22 56.40 10 1.78 7 0
5,620 3 3.54 5 3.56 22.01 3.55 415.00 25.50 80.42 54.20 10 1.87 2 1
4,139 3 4.14 1 4.19 25.29 4.17 412.50 19.45 77.35 19.45 2 18.95 2 0
3,267 2 4.86 1 4.89 28.84 4.88 410.00 17.30 70.98 17.75 2 17.15 2 8
3,097 3 5.63 1 5.70 32.63 5.67 407.50 17.40 70.20 16.05 2 15.35 2 22
4,864 1 6.55 2 6.59 36.63 6.57 405.00 14.05 63.25 14.60 2 13.90 2 56
1,527 3 7.52 1 7.59 40.81 7.57 402.50 12.70 59.03 13 3 12.45 1 158
2,411 3 8.63 3 8.70 45.12 8.67 400.00 11.30 54.88 11.25 1 11.10 1 454
1,226 3 9.74 1 9.93 49.53 9.90 397.50 9.86 50.47 9.89 1 9.82 2 485
1,202 3 11.15 2 11.25 54.19 11.10 395.00 8.73 45.86 8.73 2 8.65 6 967
555 3 12.25 3 12.80 58.67 12.60 392.50 7.63 41.63 7.65 1 7.61 3 1,041
136 2 13.80 1 14.25 62.59 14.05 390.00 6.69 37.29 6.70 1 6.67 3 1,641
198 2 15.35 2 16.15 67.37 16.10 387.50 5.84 33.08 5.86 1 5.82 1 681
50 2 17.15 2 17.95 71.07 17.15 385.00 5.09 29.05 5.10 4 5.08 4 2,126
6 2 18.90 2 19.60 73.38 18.55 382.50 4.43 25.25 4.44 2 4.42 2 2,306
16 2 19.45 2 21.95 77.49 20 380.00 3.85 21.70 3.86 3 3.84 4 2,799
6 2 19.50 2 24.70 76.58 19.70 377.50 3.35 18.44 3.36 5 3.34 3 1,750
0 1 24.75 1 25.70 82.41 23.55 375.00 2.91 15.48 2.91 1 2.90 5 3,631

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

📬 Completed Option Positions (State: 9)

This table shows option orders that were fully executed, where the State value is 9.
It includes details such as order ID, position type (Buy/Sell), and timestamps for transmission, acceptance, and execution,
making it useful for order flow analysis and backtesting.

📬 List of Completed Option Orders
Code Position Sent Time Accepted Time Filled Time Order ID
301W7397 📈 Long 10:07:27.799 10:07:28.034 10:07:32.345 8249_1006_1007_4989
201W7397 📈 Long 10:07:14.678 10:07:14.896 10:07:27.362 8249_1006_1007_4989
ℹ️ Explanation
  • Position is marked as 📈 Long or 📉 Short for easy understanding.
  • Time columns follow the flow of Sent → Accepted → Filled to track the full order process.
  • Order ID is a unique identifier for each transaction, used in strategy validation and audit trails.

📦 Current Option Holdings

This table shows your currently held call and put option positions.
Each row includes the option code, holding quantity, and whether the position is a 📈 Long (Buy) or 📉 Short (Sell).

💼 My Option Positions
Option Code Quantity Position
201W7397 2 📈 Long
301W7397 2 📈 Long

📌 Unclosed Call-Put 1:1 Long Pairs

This table shows Call and Put options that were bought together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.

📈 Unclosed Long Positions
Call Option Entry Price Put Option Entry Price Order ID
201W7397 9.71 301W7397 10.0 8249_1006_1007_4989
201W7397 9.71 301W7397 10.0 8249_1006_1007_4989

🧮 Real-Time Margin Analysis Results

This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.

💰 Margin Analysis Table
Call Option Put Option Call Margin Put Margin Total Margin
201W7397 301W7397 0.04 0.03 0.07
201W7397 301W7397 0.04 0.01 0.05
📘 Margin Guide
  • 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
  • Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
  • Margin Responsiveness: These values are updated in real time according to futures price movement (0.1%).
    A significant change may trigger an automatic exit condition based on your strategy’s thresholds.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 10:11) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 398.0 398.35 392.15 88,296 398.25 0.94 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 399.0 399.0 392.9 146 400.02 1.59 2.61 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 398.0 398.25 0.94 1.19 -0.25 +0.25
📙 Next Month 399.0 400.02 1.59 2.61 -1.02 +1.02

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 56 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:11, total 56 points)
As of 06-18 10:11, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:11

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 398.0, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
10,463 1 2.54 2 2.55 16.25 2.54 420.00 25.35 85.73 25.55 1 24.75 1 0
6,108 5 3 3 3.02 18.97 3.01 417.50 23.05 83.22 56.40 10 1.78 7 0
5,827 3 3.54 9 3.56 21.89 3.53 415.00 25.50 80.42 54.20 10 19.40 2 1
4,178 4 4.14 4 4.19 25.26 4.17 412.50 19.45 77.35 19.55 2 18.95 2 0
3,308 2 4.84 1 4.90 28.81 4.88 410.00 17.30 70.98 17.70 2 17.20 2 8
3,109 7 5.61 2 5.69 32.42 5.55 407.50 17.40 70.20 16.25 2 15.35 2 22
4,923 2 6.54 1 6.58 36.60 6.57 405.00 14.25 63.59 14.30 2 13.80 2 57
1,545 1 7.53 1 7.57 40.78 7.56 402.50 12.70 59.03 12.90 4 12.35 3 158
2,438 2 8.59 2 8.69 45.18 8.64 400.00 11.30 54.86 11.25 3 11.10 4 464
1,248 3 9.80 1 9.92 49.49 9.89 397.50 9.85 50.51 9.93 1 9.84 1 501
1,213 1 11.10 1 11.25 54.01 11.15 395.00 8.68 46.08 8.86 6 8.67 1 1,010
557 1 12.55 1 12.70 58.49 12.50 392.50 7.68 41.54 7.66 1 7.61 1 1,071
139 4 13.75 1 14.20 63.10 14.20 390.00 6.75 37.32 6.70 1 6.66 1 1,705
198 2 15.40 2 16.30 67.37 16.10 387.50 5.88 33.16 5.86 1 5.81 1 686
51 2 17.15 2 17.75 70.99 17.40 385.00 5.08 29.08 5.08 1 5.07 2 2,235
6 2 19 2 19.60 73.38 18.55 382.50 4.46 25.12 4.43 4 4.41 1 2,373
16 2 19.45 2 21.95 77.49 20 380.00 3.84 21.72 3.84 1 3.83 3 2,851
6 2 21.70 2 24.70 76.58 19.70 377.50 3.36 18.54 3.34 2 3.33 1 1,800
0 1 24.85 1 25.60 82.41 23.55 375.00 2.92 15.44 2.90 2 2.89 4 3,783

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

📦 Current Option Holdings

This table shows your currently held call and put option positions.
Each row includes the option code, holding quantity, and whether the position is a 📈 Long (Buy) or 📉 Short (Sell).

💼 My Option Positions
Option Code Quantity Position
201W7397 2 📈 Long
301W7397 2 📈 Long

📌 Unclosed Call-Put 1:1 Long Pairs

This table shows Call and Put options that were bought together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.

📈 Unclosed Long Positions
Call Option Entry Price Put Option Entry Price Order ID
201W7397 9.71 301W7397 10.0 8249_1006_1007_4989
201W7397 9.71 301W7397 10.0 8249_1006_1007_4989

🧮 Real-Time Margin Analysis Results

This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.

💰 Margin Analysis Table
Call Option Put Option Call Margin Put Margin Total Margin
201W7397 301W7397 0.0 0.05 0.05
201W7397 301W7397 0.0 0.03 0.03
📘 Margin Guide
  • 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
  • Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
  • Margin Responsiveness: These values are updated in real time according to futures price movement (0.1%).
    A significant change may trigger an automatic exit condition based on your strategy’s thresholds.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 10:15) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 398.4 398.45 392.15 91,150 398.77 0.82 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 398.95 399.0 392.9 148 400.0 1.56 2.61 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 398.4 398.77 0.82 1.19 -0.37 +0.37
📙 Next Month 398.95 400.0 1.56 2.61 -1.05 +1.05

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 57 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:15, total 57 points)
As of 06-18 10:15, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:15

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 398.4, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market
38 10:00 10:15 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
10,648 3 2.60 2 2.62 16.80 2.60 420.00 25.35 85.73 25.15 1 24.45 1 0
6,228 5 3.08 2 3.10 19.58 3.08 417.50 23.05 83.22 56.40 10 1.78 7 0
6,050 2 3.64 3 3.66 22.67 3.65 415.00 25.50 80.42 54.20 10 19.40 2 1
4,231 3 4.26 3 4.30 25.98 4.27 412.50 19.45 77.35 19.25 2 18.65 2 0
3,363 3 4.97 2 5.02 29.57 4.99 410.00 17.05 70.40 17.40 2 17 1 10
3,129 3 5.79 1 5.83 33.40 5.80 407.50 15.45 66.78 15.85 2 15.20 2 23
4,974 1 6.72 3 6.75 37.47 6.72 405.00 14.25 63.59 14.10 2 13.70 2 57
1,573 3 7.69 2 7.77 41.35 7.67 402.50 12.40 58.58 12.70 3 12.25 1 160
2,468 2 8.68 1 8.89 46.01 8.88 400.00 11 54.19 11 2 10.90 2 483
1,277 2 10 3 10.15 50.38 10.05 397.50 9.79 49.92 9.71 2 9.61 1 522
1,224 1 11.35 1 11.50 54.47 11.40 395.00 8.62 45.18 8.52 1 8.49 3 1,071
559 1 12.80 2 12.95 58.53 12.65 392.50 7.55 41.12 7.51 1 7.45 1 1,092
142 2 13.90 2 14.60 63.06 14.25 390.00 6.54 36.45 6.56 3 6.52 3 1,796
198 2 15.65 2 16.45 67.37 16.10 387.50 5.82 32.42 5.78 7 5.70 2 692
51 2 17.45 2 18.05 70.99 17.40 385.00 4.97 28.30 4.98 2 4.96 2 2,339
6 2 19.30 2 19.90 73.38 18.55 382.50 4.33 24.54 4.34 5 4.32 1 2,461
16 2 19.45 2 21.95 77.49 20 380.00 3.77 21.05 3.77 2 3.75 3 2,963
6 2 21.70 2 24.70 76.58 19.70 377.50 3.29 17.87 3.29 1 3.26 3 1,849
0 1 25.20 1 25.95 82.41 23.55 375.00 2.84 14.95 2.85 4 2.83 4 3,959

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

📦 Current Option Holdings

This table shows your currently held call and put option positions.
Each row includes the option code, holding quantity, and whether the position is a 📈 Long (Buy) or 📉 Short (Sell).

💼 My Option Positions
Option Code Quantity Position
201W7397 2 📈 Long
301W7397 2 📈 Long

📌 Unclosed Call-Put 1:1 Long Pairs

This table shows Call and Put options that were bought together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.

📈 Unclosed Long Positions
Call Option Entry Price Put Option Entry Price Order ID
201W7397 9.71 301W7397 10.0 8249_1006_1007_4989
201W7397 9.71 301W7397 10.0 8249_1006_1007_4989

🧮 Real-Time Margin Analysis Results

This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.

💰 Margin Analysis Table
Call Option Put Option Call Margin Put Margin Total Margin
201W7397 301W7397 -0.04 0.19 0.15
201W7397 301W7397 -0.04 0.16 0.12
📘 Margin Guide
  • 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
  • Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
  • Margin Responsiveness: These values are updated in real time according to futures price movement (0.1%).
    A significant change may trigger an automatic exit condition based on your strategy’s thresholds.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



🧮 (⏱️ 06-18 10:41) Delta-Based Center Strike Identification Algorithm

📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.

📐 Definition of Center Strike The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market.
🔍 Scanning Methodology The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta.
📊 Delta Comparison Logic Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment.
📏 Adjustment Mechanism The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries.
✅ ATM Identification Condition If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point.
⚙️ Strategic Benefit By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models.
⚠️ Filtering Criteria Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis.
💡 Practical Applications The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers.

🧠 Unlike simple price averaging, this delta-based ATM detection relies on the balance of market sensitivity (delta), enabling more precise and data-driven decision-making.

📌 Note: The same center strike identification logic is applied not only in real-time strategy execution but also in backtesting evaluations and automated report generation for the previous trading day.

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
8,252 5 2.44 1 2.46 16.10 2.45 422.50 28.80 87.96 0 0 0 0 0
12,750 2 2.90 1 2.91 18.83 2.89 420.00 25.35 85.73 25.10 2 22 2 0
7,303 3 3.42 5 3.44 21.66 3.42 417.50 23.05 83.22 56.40 10 1.81 3 0
7,281 1 4.03 2 4.05 24.90 4.03 415.00 25.50 80.42 20.05 1 19.30 3 1
4,797 3 4.71 2 4.74 28.51 4.73 412.50 19.45 77.35 18.35 2 17.50 2 0
3,932 3 5.49 3 5.52 32.28 5.48 410.00 16 67.69 16.05 2 15.70 2 15
3,721 3 6.36 3 6.40 36.24 6.35 407.50 14.35 64.09 14.85 3 14.25 1 26
5,340 1 7.32 1 7.38 40.38 7.33 405.00 13.25 60.82 13.25 2 12.70 2 65
1,739 6 8.37 1 8.45 44.49 8.45 402.50 11.40 55.36 11.50 4 11.35 1 197
2,757 3 9.57 1 9.65 49.01 9.63 400.00 10.15 50.92 10.20 6 10.10 1 584
1,471 5 10.85 2 10.95 53.49 10.90 397.50 8.92 46.56 8.95 2 8.90 2 690
1,290 3 12.25 1 12.40 57.81 12.30 395.00 7.83 42.19 7.87 4 7.82 1 1,396
574 4 13.35 2 13.95 61.40 13.80 392.50 6.86 37.84 6.87 1 6.82 1 1,273
182 3 15.10 1 15.55 65.63 15.40 390.00 5.99 33.64 6 4 5.96 2 2,167
290 2 16.50 10 17.30 69.70 17.15 387.50 5.21 29.60 5.22 5 5.20 2 982
60 2 18.35 2 19.60 72.20 17.95 385.00 4.53 25.80 4.54 3 4.52 3 3,014
8 1 20.40 2 21.25 77.73 21 382.50 3.93 22.22 3.94 2 3.92 2 2,784
18 3 21.80 1 23.20 80.22 22.45 380.00 3.43 18.89 3.42 3 3.40 7 3,790
6 2 23.90 2 25.50 76.58 19.70 377.50 2.96 15.94 2.97 1 2.95 4 2,197

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.



🧮 (⏱️ 06-18 10:58) Delta-Based Center Strike Identification Algorithm

📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.

📐 Definition of Center Strike The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market.
🔍 Scanning Methodology The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta.
📊 Delta Comparison Logic Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment.
📏 Adjustment Mechanism The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries.
✅ ATM Identification Condition If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point.
⚙️ Strategic Benefit By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models.
⚠️ Filtering Criteria Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis.
💡 Practical Applications The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers.

🧠 Unlike simple price averaging, this delta-based ATM detection relies on the balance of market sensitivity (delta), enabling more precise and data-driven decision-making.

📌 Note: The same center strike identification logic is applied not only in real-time strategy execution but also in backtesting evaluations and automated report generation for the previous trading day.

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
13,566 4 2.74 3 2.76 17.28 2.75 420.00 25.35 85.73 25.10 2 23.15 2 0
7,872 1 3.24 1 3.25 20.10 3.24 417.50 23.05 83.22 56.40 10 1.81 3 0
7,682 2 3.80 5 3.83 23.21 3.82 415.00 19.95 75.98 20.55 2 19.60 2 2
4,989 2 4.44 1 4.48 26.53 4.43 412.50 18.20 73.09 18.75 2 18.15 2 4
4,213 3 5.18 11 5.22 30.16 5.19 410.00 16.50 69.08 17.20 2 16.35 2 20
3,879 1 6.02 1 6.05 34.07 5.99 407.50 15.15 65.72 15.25 2 14.70 2 28
5,453 3 6.94 2 7 38.13 6.90 405.00 13.60 61.65 13.60 4 13.15 4 70
1,839 3 7.97 2 8.04 41.99 7.99 402.50 12.05 57.65 12.10 2 11.90 3 227
2,853 5 9.13 2 9.21 46.33 9.11 400.00 10.70 53.30 10.70 4 10.60 3 662
1,582 2 10.40 1 10.45 51.05 10.35 397.50 9.40 48.84 9.43 4 9.36 1 805
1,364 1 11.75 6 12.10 55.70 11.75 395.00 8.27 44.42 8.29 2 8.25 1 1,511
585 4 13.15 2 13.30 59.86 13.15 392.50 7.30 39.87 7.28 3 7.23 1 1,341
195 2 14.75 1 14.90 64.22 14.80 390.00 6.35 35.49 6.36 3 6.32 2 2,298
290 2 16.30 1 16.65 69.70 17.15 387.50 5.57 31.66 5.54 2 5.50 1 1,054
61 2 18 2 18.75 72.94 18.50 385.00 4.81 27.67 4.82 3 4.80 1 3,287
10 2 19.70 2 20.85 77.25 20.55 382.50 4.19 24.29 4.19 3 4.17 1 2,834
19 2 21.15 6 22.95 80.98 23.20 380.00 3.64 20.59 3.64 4 3.62 7 4,299
6 2 23.70 2 25.25 76.58 19.70 377.50 3.15 17.37 3.15 1 3.14 2 2,353
0 1 26.35 1 27.40 82.41 23.55 375.00 2.56 13.31 2.75 4 2.73 2 4,602

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.



🧮 (⏱️ 06-18 11:41) Delta-Based Center Strike Identification Algorithm

📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.

📐 Definition of Center Strike The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market.
🔍 Scanning Methodology The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta.
📊 Delta Comparison Logic Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment.
📏 Adjustment Mechanism The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries.
✅ ATM Identification Condition If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point.
⚙️ Strategic Benefit By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models.
⚠️ Filtering Criteria Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis.
💡 Practical Applications The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers.

🧠 Unlike simple price averaging, this delta-based ATM detection relies on the balance of market sensitivity (delta), enabling more precise and data-driven decision-making.

📌 Note: The same center strike identification logic is applied not only in real-time strategy execution but also in backtesting evaluations and automated report generation for the previous trading day.

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
9,116 2 2.55 3 2.57 16.19 2.56 422.50 28.80 87.96 26.65 1 25.85 1 0
14,920 3 2.99 1 3.01 18.89 3 420.00 25.35 85.73 25.20 2 22.95 2 0
8,676 3 3.51 1 3.53 21.92 3.52 417.50 23.05 83.22 56.40 10 1.81 3 0
8,658 1 4.12 3 4.14 25.18 4.13 415.00 20.60 76.48 21.25 2 19.10 2 3
5,193 47 4.83 1 4.84 28.63 4.83 412.50 18.90 73.75 18.10 2 17.45 2 9
4,676 1 5.57 1 5.59 32.45 5.58 410.00 16 68.26 16.35 2 15.65 2 22
4,149 3 6.42 2 6.48 36.36 6.46 407.50 14.70 65.26 14.85 2 14.15 2 35
5,714 3 7.39 2 7.45 40.26 7.43 405.00 13.25 60.49 12.95 2 12.75 2 76
1,985 3 8.46 1 8.53 44.63 8.49 402.50 11.55 56.25 11.45 2 11.25 2 250
3,078 2 9.64 1 9.73 49.05 9.71 400.00 10.05 50.88 10.20 3 10 3 741
1,695 2 10.95 2 11.05 53.46 11 397.50 8.88 46.68 8.91 3 8.86 1 944
1,510 4 12.15 3 12.45 57.95 12.40 395.00 7.78 42.05 7.83 2 7.77 1 1,769
594 1 13.85 2 14 61.31 13.65 392.50 6.82 37.96 6.84 2 6.80 1 1,502
259 2 15.45 1 15.60 65.81 15.45 390.00 5.95 33.67 5.97 1 5.91 4 2,514
300 2 16.80 2 17.60 70.41 17.30 387.50 5.17 29.71 5.18 1 5.15 1 1,206
70 2 18.55 1 19.20 73.49 18.80 385.00 4.49 25.68 4.52 2 4.48 1 3,663
11 4 19.30 2 21.25 75.70 19.60 382.50 3.90 22.31 3.93 2 3.87 5 2,932
20 2 22.15 2 23.40 80.31 22.60 380.00 3.39 18.79 3.40 2 3.37 3 5,029
6 1 24.55 1 25.20 76.58 19.70 377.50 2.93 15.82 2.94 1 2.92 3 2,663

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.



📊 (⏱️ 06-18 11:43) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 400.6 400.6 392.15 136,623 400.66 1.15 1.21 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 401.25 401.25 392.9 212 402.1 1.78 2.63 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 400.6 400.66 1.15 1.21 -0.06 +0.06
📙 Next Month 401.25 402.1 1.78 2.63 -0.85 +0.85

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 84 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 11:43, total 84 points)
As of 06-18 11:43, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 11:43

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 400.6, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market
38 10:00 10:15 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
39 10:04 10:19 Now: 8 signals / Last 3 windows total: 30 🔥 Fast Market
40 10:05 10:20 Now: 9 signals / Last 3 windows total: 28 🔥 Fast Market
41 10:06 10:21 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
42 10:08 10:23 Now: 8 signals / Last 3 windows total: 26 🔥 Fast Market
43 10:09 10:24 Now: 8 signals / Last 3 windows total: 25 🔥 Fast Market
44 10:16 10:31 Now: 6 signals / Last 3 windows total: 22 ⚖️ Neutral Market
45 10:20 10:35 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
46 10:21 10:36 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
47 10:22 10:37 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
48 10:26 10:41 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
49 10:30 10:45 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
50 10:33 10:48 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
51 10:37 10:52 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
52 10:40 10:55 Now: 5 signals / Last 3 windows total: 16 ⚖️ Neutral Market
53 10:43 10:58 Now: 5 signals / Last 3 windows total: 15 ⚖️ Neutral Market
54 10:44 10:59 Now: 6 signals / Last 3 windows total: 16 ⚖️ Neutral Market
55 10:45 11:00 Now: 7 signals / Last 3 windows total: 18 ⚖️ Neutral Market
56 10:46 11:01 Now: 7 signals / Last 3 windows total: 20 ⚖️ Neutral Market
57 10:53 11:08 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
58 11:00 11:15 Now: 4 signals / Last 3 windows total: 17 ⚖️ Neutral Market
59 11:04 11:19 Now: 3 signals / Last 3 windows total: 13 ⚖️ Neutral Market
60 11:08 11:23 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
61 11:12 11:27 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
62 11:19 11:34 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
63 11:21 11:36 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
64 11:26 11:41 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
65 11:28 11:43 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
9,164 3 2.63 3 2.64 16.30 2.64 422.50 28.80 87.96 25.80 1 24.70 1 0
15,079 1 3.09 6 3.10 19.00 3.10 420.00 25.35 85.73 25.20 2 22.75 2 0
8,764 1 3.62 3 3.64 21.97 3.63 417.50 23.05 83.22 56.40 10 1.81 3 0
8,748 4 4.23 1 4.25 25.23 4.24 415.00 20.60 76.48 19.80 2 19.10 2 3
5,276 32 4.92 4 4.94 28.89 4.92 412.50 18.90 73.75 18 2 17.05 2 9
4,702 2 5.71 3 5.73 32.52 5.72 410.00 15.80 67.75 16 2 15.65 2 23
4,234 2 6.59 2 6.61 36.36 6.58 407.50 14.70 65.26 14.75 2 13.75 2 35
5,733 3 7.55 2 7.61 40.79 7.56 405.00 12.65 59.46 12.70 2 12.55 1 78
1,997 5 8.63 2 8.68 44.98 8.66 402.50 11.55 56.25 11.25 4 11.15 5 250
3,200 2 9.87 1 9.91 49.33 9.90 400.00 9.91 50.81 9.92 2 9.87 1 753
1,704 3 11.15 3 11.20 53.76 11.20 397.50 8.73 46.24 8.75 2 8.70 1 955
1,518 1 12.55 1 12.65 58.09 12.60 395.00 7.66 41.86 7.66 2 7.61 1 1,787
596 3 13.85 2 14.25 61.94 14 392.50 6.68 37.54 6.70 1 6.66 1 1,514
261 2 15.70 1 15.80 66.14 15.60 390.00 5.84 33.35 5.82 16 5.79 5 2,538
300 2 16.95 2 17.60 70.41 17.30 387.50 5.07 29.33 5.08 1 5.03 2 1,217
71 2 18.65 1 19.45 74.24 19.20 385.00 4.40 25.68 4.40 2 4.38 2 3,735
11 4 19.30 1 21.45 75.70 19.60 382.50 3.82 21.98 3.82 3 3.77 6 2,934
20 2 22.15 1 23.50 80.31 22.60 380.00 3.29 18.72 3.31 3 3.29 3 5,122
6 1 24.65 1 25.50 76.58 19.70 377.50 2.86 15.74 2.87 2 2.85 3 2,684

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

📦 Current Option Holdings

This table shows your currently held call and put option positions.
Each row includes the option code, holding quantity, and whether the position is a 📈 Long (Buy) or 📉 Short (Sell).

💼 My Option Positions
Option Code Quantity Position
201W7397 2 📈 Long
301W7397 2 📈 Long

📌 Unclosed Call-Put 1:1 Long Pairs

This table shows Call and Put options that were bought together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.

📈 Unclosed Long Positions
Call Option Entry Price Put Option Entry Price Order ID
201W7397 9.71 301W7397 10.0 8249_1006_1007_4989
201W7397 9.71 301W7397 10.0 8249_1006_1007_4989

🧮 Real-Time Margin Analysis Results

This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.

💰 Margin Analysis Table
Call Option Put Option Call Margin Put Margin Total Margin
201W7397 301W7397 0.01 0.23 0.24
201W7397 301W7397 0.01 0.21 0.22
📘 Margin Guide
  • 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
  • Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
  • Margin Responsiveness: These values are updated in real time according to futures price movement (0.1%).
    A significant change may trigger an automatic exit condition based on your strategy’s thresholds.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



🧮 (⏱️ 06-18 12:22) Delta-Based Center Strike Identification Algorithm

📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.

📐 Definition of Center Strike The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market.
🔍 Scanning Methodology The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta.
📊 Delta Comparison Logic Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment.
📏 Adjustment Mechanism The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries.
✅ ATM Identification Condition If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point.
⚙️ Strategic Benefit By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models.
⚠️ Filtering Criteria Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis.
💡 Practical Applications The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers.

🧠 Unlike simple price averaging, this delta-based ATM detection relies on the balance of market sensitivity (delta), enabling more precise and data-driven decision-making.

📌 Note: The same center strike identification logic is applied not only in real-time strategy execution but also in backtesting evaluations and automated report generation for the previous trading day.

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
17,220 4 2.73 2 2.74 17.15 2.75 420.00 25.35 85.73 25.05 1 22.60 2 0
9,552 5 3.20 2 3.23 19.97 3.21 417.50 23.05 83.22 56.40 10 1.81 3 0
9,590 1 3.75 1 3.78 23.18 3.75 415.00 20.60 76.48 21.25 2 20.15 2 3
5,867 1 4.37 1 4.40 26.59 4.43 412.50 18.95 72.99 19.30 3 18.90 2 15
5,127 2 5.08 2 5.12 29.99 5.10 410.00 17.20 69.89 50 10 17.10 2 31
4,418 2 5.87 1 5.92 34.08 5.95 407.50 15.55 65.93 47.75 2 15.40 2 40
6,025 1 6.76 2 6.83 38.01 6.80 405.00 13.70 61.65 13.95 1 13.80 1 103
2,308 2 7.76 1 7.82 42.29 7.81 402.50 12.40 57.37 12.60 2 12.05 2 258
3,510 1 8.87 1 8.95 46.64 8.90 400.00 11.05 53.16 11.05 3 10.95 3 866
1,782 1 10.05 3 10.15 50.86 10.10 397.50 9.65 49.05 9.74 1 9.70 1 1,118
1,590 1 11.40 3 11.50 55.67 11.40 395.00 8.47 44.47 8.57 1 8.50 3 1,962
613 2 12.85 1 12.95 59.86 12.90 392.50 7.56 39.99 7.52 1 7.46 3 1,670
305 2 14.25 1 14.50 64.22 14.50 390.00 6.54 35.85 6.56 1 6.52 1 2,889
302 2 15.75 2 16.40 69.67 16.50 387.50 5.71 31.88 5.73 1 5.70 2 1,391
129 1 17.75 1 17.90 72.63 18.10 385.00 4.97 27.92 4.98 2 4.94 3 4,114
11 2 19.55 3 21.65 75.70 19.60 382.50 4.29 23.94 4.33 1 4.29 1 3,194
20 1 21.35 2 21.85 80.31 22.60 380.00 3.76 20.57 3.77 6 3.75 1 6,199
7 2 23.20 3 24.65 82.91 24 377.50 3.25 17.51 3.27 2 3.23 2 2,925
0 1 25.50 1 25.95 82.41 23.55 375.00 2.53 13.25 2.85 2 2.81 4 5,212

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.



📊 (⏱️ 06-18 12:39) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 398.15 400.9 392.15 161,016 398.98 0.37 1.2 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 399.3 401.5 392.9 249 400.73 1.19 2.62 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 398.15 398.98 0.37 1.2 -0.83 +0.83
📙 Next Month 399.3 400.73 1.19 2.62 -1.43 +1.43

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 94 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 12:39, total 94 points)
As of 06-18 12:39, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 12:39

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 398.15, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market
38 10:00 10:15 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
39 10:04 10:19 Now: 8 signals / Last 3 windows total: 30 🔥 Fast Market
40 10:05 10:20 Now: 9 signals / Last 3 windows total: 28 🔥 Fast Market
41 10:06 10:21 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
42 10:08 10:23 Now: 8 signals / Last 3 windows total: 26 🔥 Fast Market
43 10:09 10:24 Now: 8 signals / Last 3 windows total: 25 🔥 Fast Market
44 10:16 10:31 Now: 6 signals / Last 3 windows total: 22 ⚖️ Neutral Market
45 10:20 10:35 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
46 10:21 10:36 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
47 10:22 10:37 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
48 10:26 10:41 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
49 10:30 10:45 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
50 10:33 10:48 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
51 10:37 10:52 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
52 10:40 10:55 Now: 5 signals / Last 3 windows total: 16 ⚖️ Neutral Market
53 10:43 10:58 Now: 5 signals / Last 3 windows total: 15 ⚖️ Neutral Market
54 10:44 10:59 Now: 6 signals / Last 3 windows total: 16 ⚖️ Neutral Market
55 10:45 11:00 Now: 7 signals / Last 3 windows total: 18 ⚖️ Neutral Market
56 10:46 11:01 Now: 7 signals / Last 3 windows total: 20 ⚖️ Neutral Market
57 10:53 11:08 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
58 11:00 11:15 Now: 4 signals / Last 3 windows total: 17 ⚖️ Neutral Market
59 11:04 11:19 Now: 3 signals / Last 3 windows total: 13 ⚖️ Neutral Market
60 11:08 11:23 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
61 11:12 11:27 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
62 11:19 11:34 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
63 11:21 11:36 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
64 11:26 11:41 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
65 11:28 11:43 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
66 11:38 11:53 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
67 11:40 11:55 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
68 11:43 11:58 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
69 11:47 12:02 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
70 11:56 12:11 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
71 12:09 12:24 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
72 12:10 12:25 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
73 12:16 12:31 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
74 12:18 12:33 Now: 4 signals / Last 3 windows total: 10 ⚖️ Neutral Market
75 12:24 12:39 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
17,682 13 2.50 2 2.52 17.06 2.51 420.00 25.35 85.73 58.70 10 22.60 2 0
9,849 1 2.97 6 3.01 19.89 3 417.50 23.05 83.22 56.40 10 1.81 3 0
9,922 2 3.50 1 3.52 22.95 3.51 415.00 20.60 76.48 21.25 2 20.15 2 3
5,972 3 4.11 1 4.13 26.24 4.14 412.50 18.85 73.11 19.30 3 18.90 2 19
5,313 21 4.81 3 4.85 29.85 4.84 410.00 17.20 69.72 17.45 2 17.10 2 37
4,532 19 5.60 4 5.64 33.81 5.66 407.50 15.45 66.23 15.90 2 15.40 2 46
6,096 1 6.50 5 6.59 37.83 6.52 405.00 13.80 61.62 13.95 1 13.80 2 105
2,364 2 7.49 4 7.57 42.11 7.55 402.50 12.40 57.37 12.50 2 11.95 3 258
3,583 1 8.60 2 8.64 46.48 8.66 400.00 10.95 53.34 11.05 2 10.95 3 889
1,810 1 9.80 2 9.87 50.79 9.85 397.50 9.67 48.93 9.72 2 9.64 2 1,166
1,621 5 11.10 1 11.25 55.28 11.20 395.00 8.47 44.79 8.56 1 8.47 6 2,044
626 3 12.55 2 12.70 59.91 12.90 392.50 7.48 40.40 7.51 1 7.45 1 1,692
320 2 14.10 2 14.25 63.90 14.25 390.00 6.48 36.10 6.56 2 6.52 2 2,964
303 2 15.75 2 16.25 68.43 16.10 387.50 5.69 31.95 5.70 1 5.66 4 1,479
136 1 17.50 2 17.95 72.20 17.80 385.00 4.95 27.98 4.97 2 4.93 3 4,228
11 2 19.25 3 21.65 75.70 19.60 382.50 4.30 24.25 4.32 2 4.26 4 3,274
24 2 20.80 3 23.20 79.22 21.35 380.00 3.73 20.78 3.74 2 3.69 7 6,376
8 2 23.05 3 24.65 82.38 23.50 377.50 3.21 17.56 3.25 2 3.23 2 3,013
0 2 25.10 1 25.80 82.41 23.55 375.00 2.80 14.79 2.82 3 2.80 3 6,041

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
8249_1006_1007_4989 📈 Entry (Long) 20250618 1225 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1224 301W7397 9.52 10.0 -0.48
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 301W7397 9.7 10.0 -0.30
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 12:43) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 398.55 400.9 392.15 162,688 398.98 0.77 1.2 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 398.9 401.5 392.9 251 400.23 1.28 2.61 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 398.55 398.98 0.77 1.2 -0.43 +0.43
📙 Next Month 398.9 400.23 1.28 2.61 -1.33 +1.33

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 95 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 12:43, total 95 points)
As of 06-18 12:43, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 12:43

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 398.55, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market
38 10:00 10:15 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
39 10:04 10:19 Now: 8 signals / Last 3 windows total: 30 🔥 Fast Market
40 10:05 10:20 Now: 9 signals / Last 3 windows total: 28 🔥 Fast Market
41 10:06 10:21 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
42 10:08 10:23 Now: 8 signals / Last 3 windows total: 26 🔥 Fast Market
43 10:09 10:24 Now: 8 signals / Last 3 windows total: 25 🔥 Fast Market
44 10:16 10:31 Now: 6 signals / Last 3 windows total: 22 ⚖️ Neutral Market
45 10:20 10:35 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
46 10:21 10:36 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
47 10:22 10:37 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
48 10:26 10:41 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
49 10:30 10:45 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
50 10:33 10:48 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
51 10:37 10:52 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
52 10:40 10:55 Now: 5 signals / Last 3 windows total: 16 ⚖️ Neutral Market
53 10:43 10:58 Now: 5 signals / Last 3 windows total: 15 ⚖️ Neutral Market
54 10:44 10:59 Now: 6 signals / Last 3 windows total: 16 ⚖️ Neutral Market
55 10:45 11:00 Now: 7 signals / Last 3 windows total: 18 ⚖️ Neutral Market
56 10:46 11:01 Now: 7 signals / Last 3 windows total: 20 ⚖️ Neutral Market
57 10:53 11:08 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
58 11:00 11:15 Now: 4 signals / Last 3 windows total: 17 ⚖️ Neutral Market
59 11:04 11:19 Now: 3 signals / Last 3 windows total: 13 ⚖️ Neutral Market
60 11:08 11:23 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
61 11:12 11:27 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
62 11:19 11:34 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
63 11:21 11:36 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
64 11:26 11:41 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
65 11:28 11:43 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
66 11:38 11:53 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
67 11:40 11:55 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
68 11:43 11:58 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
69 11:47 12:02 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
70 11:56 12:11 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
71 12:09 12:24 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
72 12:10 12:25 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
73 12:16 12:31 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
74 12:18 12:33 Now: 4 signals / Last 3 windows total: 10 ⚖️ Neutral Market
75 12:24 12:39 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market
76 12:28 12:43 Now: 4 signals / Last 3 windows total: 13 ⚖️ Neutral Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
17,926 3 2.56 1 2.57 17.05 2.56 420.00 25.35 85.73 58.70 10 22.60 2 0
9,954 3 3.03 4 3.05 19.86 3.04 417.50 23.05 83.22 56.40 10 1.81 3 0
10,015 1 3.58 1 3.60 22.90 3.55 415.00 20.60 76.48 21.25 2 20.15 2 3
6,081 3 4.20 1 4.23 26.30 4.22 412.50 18.85 73.11 19.20 2 18.60 2 19
5,429 1 4.92 20 4.94 29.96 4.90 410.00 16.95 70.09 17.30 2 16.70 2 39
4,570 1 5.72 2 5.75 33.61 5.70 407.50 15.30 66.39 15.70 2 15.10 2 48
6,118 3 6.61 2 6.65 37.81 6.63 405.00 13.70 62.16 13.70 1 13.30 2 107
2,370 4 7.60 1 7.67 41.94 7.57 402.50 12.40 57.37 12.50 2 12.05 2 258
3,603 4 8.73 2 8.79 46.20 8.72 400.00 10.85 53.80 10.85 4 10.75 5 901
1,814 1 9.89 1 10.05 50.45 9.81 397.50 9.67 49.66 9.64 4 9.52 1 1,172
1,625 5 11.10 1 11.40 55.19 11.35 395.00 8.38 44.81 8.44 6 8.36 1 2,055
632 2 12.70 2 12.85 59.55 12.70 392.50 7.37 40.40 7.39 4 7.32 1 1,698
321 5 14.10 1 14.40 63.88 14.15 390.00 6.42 36.25 6.45 1 6.40 1 2,971
303 2 15.60 2 16.15 68.43 16.10 387.50 5.58 31.96 5.62 1 5.57 3 1,492
137 2 17.50 2 18.05 71.97 17.50 385.00 4.85 28.00 4.88 2 4.83 1 4,248
11 2 19.05 2 21.65 75.70 19.60 382.50 4.21 24.26 4.22 2 4.19 2 3,283
24 2 20.80 3 23.20 79.22 21.35 380.00 3.66 20.90 3.68 5 3.65 1 6,434
8 2 22.90 2 24.65 82.38 23.50 377.50 3.18 17.59 3.18 2 3.16 1 3,094
0 2 25.25 2 25.90 82.41 23.55 375.00 2.75 14.75 2.75 1 2.74 4 6,063

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
8249_1006_1007_4989 📈 Entry (Long) 20250618 1225 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1224 301W7397 9.52 10.0 -0.48
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 301W7397 9.7 10.0 -0.30
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 12:58) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 398.15 400.9 392.15 166,797 398.85 0.49 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 399.0 401.5 392.9 253 400.31 1.3 2.61 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 398.15 398.85 0.49 1.19 -0.7 +0.70
📙 Next Month 399.0 400.31 1.3 2.61 -1.31 +1.31

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 96 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 12:58, total 96 points)
As of 06-18 12:58, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 12:58

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 398.15, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market
38 10:00 10:15 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
39 10:04 10:19 Now: 8 signals / Last 3 windows total: 30 🔥 Fast Market
40 10:05 10:20 Now: 9 signals / Last 3 windows total: 28 🔥 Fast Market
41 10:06 10:21 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
42 10:08 10:23 Now: 8 signals / Last 3 windows total: 26 🔥 Fast Market
43 10:09 10:24 Now: 8 signals / Last 3 windows total: 25 🔥 Fast Market
44 10:16 10:31 Now: 6 signals / Last 3 windows total: 22 ⚖️ Neutral Market
45 10:20 10:35 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
46 10:21 10:36 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
47 10:22 10:37 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
48 10:26 10:41 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
49 10:30 10:45 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
50 10:33 10:48 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
51 10:37 10:52 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
52 10:40 10:55 Now: 5 signals / Last 3 windows total: 16 ⚖️ Neutral Market
53 10:43 10:58 Now: 5 signals / Last 3 windows total: 15 ⚖️ Neutral Market
54 10:44 10:59 Now: 6 signals / Last 3 windows total: 16 ⚖️ Neutral Market
55 10:45 11:00 Now: 7 signals / Last 3 windows total: 18 ⚖️ Neutral Market
56 10:46 11:01 Now: 7 signals / Last 3 windows total: 20 ⚖️ Neutral Market
57 10:53 11:08 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
58 11:00 11:15 Now: 4 signals / Last 3 windows total: 17 ⚖️ Neutral Market
59 11:04 11:19 Now: 3 signals / Last 3 windows total: 13 ⚖️ Neutral Market
60 11:08 11:23 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
61 11:12 11:27 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
62 11:19 11:34 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
63 11:21 11:36 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
64 11:26 11:41 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
65 11:28 11:43 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
66 11:38 11:53 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
67 11:40 11:55 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
68 11:43 11:58 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
69 11:47 12:02 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
70 11:56 12:11 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
71 12:09 12:24 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
72 12:10 12:25 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
73 12:16 12:31 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
74 12:18 12:33 Now: 4 signals / Last 3 windows total: 10 ⚖️ Neutral Market
75 12:24 12:39 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market
76 12:28 12:43 Now: 4 signals / Last 3 windows total: 13 ⚖️ Neutral Market
77 12:43 12:58 Now: 2 signals / Last 3 windows total: 11 ⚖️ Neutral Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
18,200 1 2.53 5 2.55 16.97 2.56 420.00 25.35 85.73 58.70 10 22.60 2 0
10,102 2 2.99 2 3 19.49 3 417.50 23.05 83.22 56.40 10 1.81 3 0
10,132 8 3.53 3 3.55 22.72 3.53 415.00 20.60 76.48 21.10 2 19.90 2 3
6,134 1 4.12 3 4.17 26.06 4.18 412.50 18.85 73.11 19.30 2 18.90 2 19
5,588 2 4.83 2 4.86 29.66 4.84 410.00 16.95 70.09 17.20 2 16.80 2 39
4,639 3 5.61 2 5.66 33.40 5.69 407.50 15.30 66.39 15.70 2 15.05 2 48
6,178 7 6.51 5 6.58 37.64 6.55 405.00 13.80 62.14 13.95 1 13.80 1 117
2,442 1 7.51 3 7.57 41.75 7.52 402.50 12.40 57.37 12.40 2 11.95 3 258
3,672 2 8.60 1 8.66 46.08 8.69 400.00 10.90 54.03 11 5 10.90 2 920
1,826 1 9.79 2 9.88 50.77 9.87 397.50 9.67 49.52 9.70 2 9.62 3 1,201
1,637 1 11.10 4 11.25 55.60 11.30 395.00 8.51 45.09 8.54 3 8.46 4 2,070
653 1 12.55 3 12.75 59.98 12.75 392.50 7.46 40.69 7.49 2 7.43 2 1,767
326 2 13.55 2 14.25 64.10 14.40 390.00 6.51 36.38 6.53 2 6.48 1 3,005
303 2 15.60 2 16.25 68.43 16.10 387.50 5.68 32.22 5.69 2 5.65 2 1,545
140 1 17.35 2 17.65 72.35 17.70 385.00 4.94 28.24 4.96 2 4.90 5 4,340
11 2 19.35 2 20.90 75.70 19.60 382.50 4.29 24.48 4.31 2 4.26 1 3,305
24 2 21.10 2 22.05 79.22 21.35 380.00 3.73 20.92 3.73 1 3.72 1 6,595
8 2 21.70 2 24.65 82.38 23.50 377.50 3.23 17.80 3.25 2 3.20 4 3,151
0 2 25.20 2 25.85 82.41 23.55 375.00 2.80 14.93 2.82 2 2.78 3 6,195

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
8249_1006_1007_4989 📈 Entry (Long) 20250618 1225 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1224 301W7397 9.52 10.0 -0.48
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 301W7397 9.7 10.0 -0.30
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 13:03) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 397.75 400.9 392.15 169,369 398.53 0.41 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 399.0 401.5 392.9 253 400.31 1.3 2.61 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 397.75 398.53 0.41 1.19 -0.78 +0.78
📙 Next Month 399.0 400.31 1.3 2.61 -1.31 +1.31

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 97 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 13:03, total 97 points)
As of 06-18 13:03, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 13:03

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 397.75, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market
38 10:00 10:15 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
39 10:04 10:19 Now: 8 signals / Last 3 windows total: 30 🔥 Fast Market
40 10:05 10:20 Now: 9 signals / Last 3 windows total: 28 🔥 Fast Market
41 10:06 10:21 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
42 10:08 10:23 Now: 8 signals / Last 3 windows total: 26 🔥 Fast Market
43 10:09 10:24 Now: 8 signals / Last 3 windows total: 25 🔥 Fast Market
44 10:16 10:31 Now: 6 signals / Last 3 windows total: 22 ⚖️ Neutral Market
45 10:20 10:35 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
46 10:21 10:36 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
47 10:22 10:37 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
48 10:26 10:41 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
49 10:30 10:45 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
50 10:33 10:48 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
51 10:37 10:52 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
52 10:40 10:55 Now: 5 signals / Last 3 windows total: 16 ⚖️ Neutral Market
53 10:43 10:58 Now: 5 signals / Last 3 windows total: 15 ⚖️ Neutral Market
54 10:44 10:59 Now: 6 signals / Last 3 windows total: 16 ⚖️ Neutral Market
55 10:45 11:00 Now: 7 signals / Last 3 windows total: 18 ⚖️ Neutral Market
56 10:46 11:01 Now: 7 signals / Last 3 windows total: 20 ⚖️ Neutral Market
57 10:53 11:08 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
58 11:00 11:15 Now: 4 signals / Last 3 windows total: 17 ⚖️ Neutral Market
59 11:04 11:19 Now: 3 signals / Last 3 windows total: 13 ⚖️ Neutral Market
60 11:08 11:23 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
61 11:12 11:27 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
62 11:19 11:34 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
63 11:21 11:36 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
64 11:26 11:41 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
65 11:28 11:43 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
66 11:38 11:53 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
67 11:40 11:55 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
68 11:43 11:58 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
69 11:47 12:02 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
70 11:56 12:11 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
71 12:09 12:24 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
72 12:10 12:25 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
73 12:16 12:31 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
74 12:18 12:33 Now: 4 signals / Last 3 windows total: 10 ⚖️ Neutral Market
75 12:24 12:39 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market
76 12:28 12:43 Now: 4 signals / Last 3 windows total: 13 ⚖️ Neutral Market
77 12:43 12:58 Now: 2 signals / Last 3 windows total: 11 ⚖️ Neutral Market
78 12:48 13:03 Now: 2 signals / Last 3 windows total: 8 🧊 Slow Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
18,340 2 2.44 2 2.46 16.49 2.45 420.00 25.35 85.73 58.70 10 22.60 2 0
10,177 1 2.89 1 2.91 19.24 2.89 417.50 23.05 83.22 56.40 10 1.81 3 0
10,226 3 3.41 2 3.43 22.35 3.41 415.00 20.60 76.48 54.20 10 19.90 2 3
6,169 3 4 1 4.04 25.58 4.01 412.50 18.85 73.11 19.50 1 19.10 2 19
5,621 2 4.69 1 4.73 29.19 4.70 410.00 17.25 70.60 50 10 17.30 2 41
4,657 1 5.47 3 5.51 33.00 5.50 407.50 15.70 67.00 18.20 2 15.60 2 50
6,216 1 6.35 5 6.51 36.97 6.35 405.00 14.05 62.98 45.60 1 14 3 120
2,467 3 7.30 2 7.38 41.21 7.35 402.50 12.40 57.37 12.75 2 12.05 2 258
3,709 2 8.41 5 8.46 45.53 8.42 400.00 11.15 54.47 11.20 3 11.05 2 932
1,831 1 9.57 1 9.68 49.88 9.61 397.50 9.87 50.12 9.86 1 9.81 1 1,215
1,648 1 10.65 2 11 54.42 10.95 395.00 8.64 45.33 8.68 1 8.51 7 2,078
656 1 12.30 3 12.45 59.29 12.55 392.50 7.56 40.85 7.62 1 7.51 6 1,790
328 1 13.55 4 14 63.05 14 390.00 6.66 36.90 6.67 2 6.60 2 3,030
305 2 15.15 2 15.65 67.56 15.60 387.50 5.81 32.76 5.81 1 5.77 2 1,555
141 1 17.15 2 17.35 71.55 17.35 385.00 5.05 28.75 5.06 3 5.01 1 4,363
13 1 18.95 2 19.25 75.08 19.15 382.50 4.37 24.92 4.40 3 4.36 2 3,320
25 2 20.65 2 22.05 78.56 21 380.00 3.81 21.40 3.81 2 3.78 2 6,727
8 2 21.70 2 24.65 82.38 23.50 377.50 3.29 18.15 3.31 1 3.29 4 3,184
4 1 24.60 1 25.60 84.76 25.10 375.00 2.84 15.13 2.89 4 2.86 1 6,224

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
8249_1006_1007_4989 📈 Entry (Long) 20250618 1225 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1224 301W7397 9.52 10.0 -0.48
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 301W7397 9.7 10.0 -0.30
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 13:05) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 398.15 400.9 392.15 169,857 398.62 0.72 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 399.0 401.5 392.9 253 400.31 1.3 2.61 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 398.15 398.62 0.72 1.19 -0.47 +0.47
📙 Next Month 399.0 400.31 1.3 2.61 -1.31 +1.31

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 98 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 13:05, total 98 points)
As of 06-18 13:05, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 13:05

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 398.15, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market
38 10:00 10:15 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
39 10:04 10:19 Now: 8 signals / Last 3 windows total: 30 🔥 Fast Market
40 10:05 10:20 Now: 9 signals / Last 3 windows total: 28 🔥 Fast Market
41 10:06 10:21 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
42 10:08 10:23 Now: 8 signals / Last 3 windows total: 26 🔥 Fast Market
43 10:09 10:24 Now: 8 signals / Last 3 windows total: 25 🔥 Fast Market
44 10:16 10:31 Now: 6 signals / Last 3 windows total: 22 ⚖️ Neutral Market
45 10:20 10:35 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
46 10:21 10:36 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
47 10:22 10:37 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
48 10:26 10:41 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
49 10:30 10:45 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
50 10:33 10:48 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
51 10:37 10:52 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
52 10:40 10:55 Now: 5 signals / Last 3 windows total: 16 ⚖️ Neutral Market
53 10:43 10:58 Now: 5 signals / Last 3 windows total: 15 ⚖️ Neutral Market
54 10:44 10:59 Now: 6 signals / Last 3 windows total: 16 ⚖️ Neutral Market
55 10:45 11:00 Now: 7 signals / Last 3 windows total: 18 ⚖️ Neutral Market
56 10:46 11:01 Now: 7 signals / Last 3 windows total: 20 ⚖️ Neutral Market
57 10:53 11:08 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
58 11:00 11:15 Now: 4 signals / Last 3 windows total: 17 ⚖️ Neutral Market
59 11:04 11:19 Now: 3 signals / Last 3 windows total: 13 ⚖️ Neutral Market
60 11:08 11:23 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
61 11:12 11:27 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
62 11:19 11:34 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
63 11:21 11:36 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
64 11:26 11:41 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
65 11:28 11:43 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
66 11:38 11:53 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
67 11:40 11:55 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
68 11:43 11:58 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
69 11:47 12:02 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
70 11:56 12:11 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
71 12:09 12:24 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
72 12:10 12:25 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
73 12:16 12:31 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
74 12:18 12:33 Now: 4 signals / Last 3 windows total: 10 ⚖️ Neutral Market
75 12:24 12:39 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market
76 12:28 12:43 Now: 4 signals / Last 3 windows total: 13 ⚖️ Neutral Market
77 12:43 12:58 Now: 2 signals / Last 3 windows total: 11 ⚖️ Neutral Market
78 12:48 13:03 Now: 2 signals / Last 3 windows total: 8 🧊 Slow Market
79 12:50 13:05 Now: 3 signals / Last 3 windows total: 7 🧊 Slow Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
18,392 1 2.51 3 2.52 16.66 2.50 420.00 25.35 85.73 58.70 10 22.60 2 0
10,250 3 2.97 1 2.98 19.56 2.97 417.50 23.05 83.22 56.40 10 1.81 3 0
10,243 2 3.48 2 3.51 22.39 3.48 415.00 20.60 76.48 54.20 10 19.90 2 3
6,185 1 4.08 1 4.12 25.95 4.11 412.50 18.85 73.11 19.45 2 18.95 2 19
5,634 2 4.78 2 4.82 29.39 4.78 410.00 17.25 70.60 50 10 17.15 2 41
4,663 2 5.56 2 5.60 33.09 5.56 407.50 15.70 67.00 18.20 2 15.45 2 50
6,228 1 6.44 1 6.49 37.40 6.48 405.00 14.05 62.98 43.20 1 13.85 2 120
2,468 3 7.41 2 7.49 41.52 7.47 402.50 12.40 57.37 12.75 2 12.05 2 258
3,720 3 8.50 2 8.60 45.69 8.51 400.00 11.05 54.38 11.10 3 10.95 2 934
1,832 2 9.69 1 9.80 50.25 9.76 397.50 9.87 50.12 9.78 2 9.69 1 1,215
1,650 2 11 1 11.15 54.45 11.05 395.00 8.54 45.23 8.60 3 8.53 1 2,080
657 1 12.35 1 12.60 59.08 12.55 392.50 7.52 41.19 7.52 2 7.46 1 1,792
328 1 13.90 1 14.15 63.05 14 390.00 6.55 36.60 6.58 1 6.53 2 3,033
305 2 15.15 2 15.80 67.56 15.60 387.50 5.74 32.52 5.72 2 5.68 2 1,559
143 6 17.15 2 17.55 71.57 17.50 385.00 4.96 28.36 4.98 2 4.95 4 4,386
13 1 18.95 2 19.40 75.08 19.15 382.50 4.31 24.68 4.34 1 4.30 2 3,322
25 2 20.65 2 22.05 78.56 21 380.00 3.74 21.24 3.77 2 3.73 2 6,753
8 2 21.70 2 24.65 82.38 23.50 377.50 3.26 18.09 3.27 3 3.24 2 3,194
4 1 24.80 1 25.60 84.76 25.10 375.00 2.83 15.05 2.84 2 2.82 7 6,240

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
8249_1006_1007_4989 📈 Entry (Long) 20250618 1225 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1224 301W7397 9.52 10.0 -0.48
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 301W7397 9.7 10.0 -0.30
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 13:40) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 397.85 400.9 392.15 187,685 398.26 0.78 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 398.5 401.5 392.9 270 399.59 1.51 2.6 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 397.85 398.26 0.78 1.19 -0.41 +0.41
📙 Next Month 398.5 399.59 1.51 2.6 -1.09 +1.09

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 106 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 13:40, total 106 points)
As of 06-18 13:40, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 13:40

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 397.85, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market
38 10:00 10:15 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
39 10:04 10:19 Now: 8 signals / Last 3 windows total: 30 🔥 Fast Market
40 10:05 10:20 Now: 9 signals / Last 3 windows total: 28 🔥 Fast Market
41 10:06 10:21 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
42 10:08 10:23 Now: 8 signals / Last 3 windows total: 26 🔥 Fast Market
43 10:09 10:24 Now: 8 signals / Last 3 windows total: 25 🔥 Fast Market
44 10:16 10:31 Now: 6 signals / Last 3 windows total: 22 ⚖️ Neutral Market
45 10:20 10:35 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
46 10:21 10:36 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
47 10:22 10:37 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
48 10:26 10:41 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
49 10:30 10:45 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
50 10:33 10:48 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
51 10:37 10:52 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
52 10:40 10:55 Now: 5 signals / Last 3 windows total: 16 ⚖️ Neutral Market
53 10:43 10:58 Now: 5 signals / Last 3 windows total: 15 ⚖️ Neutral Market
54 10:44 10:59 Now: 6 signals / Last 3 windows total: 16 ⚖️ Neutral Market
55 10:45 11:00 Now: 7 signals / Last 3 windows total: 18 ⚖️ Neutral Market
56 10:46 11:01 Now: 7 signals / Last 3 windows total: 20 ⚖️ Neutral Market
57 10:53 11:08 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
58 11:00 11:15 Now: 4 signals / Last 3 windows total: 17 ⚖️ Neutral Market
59 11:04 11:19 Now: 3 signals / Last 3 windows total: 13 ⚖️ Neutral Market
60 11:08 11:23 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
61 11:12 11:27 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
62 11:19 11:34 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
63 11:21 11:36 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
64 11:26 11:41 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
65 11:28 11:43 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
66 11:38 11:53 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
67 11:40 11:55 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
68 11:43 11:58 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
69 11:47 12:02 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
70 11:56 12:11 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
71 12:09 12:24 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
72 12:10 12:25 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
73 12:16 12:31 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
74 12:18 12:33 Now: 4 signals / Last 3 windows total: 10 ⚖️ Neutral Market
75 12:24 12:39 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market
76 12:28 12:43 Now: 4 signals / Last 3 windows total: 13 ⚖️ Neutral Market
77 12:43 12:58 Now: 2 signals / Last 3 windows total: 11 ⚖️ Neutral Market
78 12:48 13:03 Now: 2 signals / Last 3 windows total: 8 🧊 Slow Market
79 12:50 13:05 Now: 3 signals / Last 3 windows total: 7 🧊 Slow Market
80 12:52 13:07 Now: 4 signals / Last 3 windows total: 9 🧊 Slow Market
81 13:07 13:22 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
82 13:08 13:23 Now: 2 signals / Last 3 windows total: 8 🧊 Slow Market
83 13:09 13:24 Now: 3 signals / Last 3 windows total: 7 🧊 Slow Market
84 13:12 13:27 Now: 4 signals / Last 3 windows total: 9 🧊 Slow Market
85 13:15 13:30 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market
86 13:19 13:34 Now: 6 signals / Last 3 windows total: 15 ⚖️ Neutral Market
87 13:25 13:40 Now: 4 signals / Last 3 windows total: 15 ⚖️ Neutral Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
19,969 3 2.32 3 2.35 16.17 2.33 420.00 25.35 85.73 25.60 1 24.85 1 0
10,940 3 2.76 3 2.78 18.99 2.77 417.50 23.05 83.22 56.40 10 1.81 3 0
10,845 3 3.25 2 3.29 22.06 3.26 415.00 20.60 76.48 54.20 10 19.90 2 3
6,424 3 3.84 1 3.87 25.28 3.86 412.50 19.35 75.18 19.25 2 18.85 2 25
5,932 3 4.49 5 4.54 28.85 4.51 410.00 17.35 71.28 17.75 2 17.05 2 55
4,901 1 5.25 1 5.29 32.64 5.27 407.50 15.65 67.60 15.75 2 15.25 2 60
6,618 2 6.11 2 6.17 36.70 6.10 405.00 13.95 63.54 14 2 13.60 3 140
2,638 1 7.10 1 7.14 40.72 7.12 402.50 12.80 60.12 12.75 2 12.05 2 262
4,178 1 8.18 2 8.22 44.97 8.19 400.00 11 54.80 11 2 10.90 1 994
2,050 2 9.34 2 9.40 49.51 9.40 397.50 9.63 50.63 9.67 2 9.59 2 1,337
1,732 5 10.60 4 10.75 53.71 10.65 395.00 8.44 45.86 8.44 1 8.42 1 2,312
715 3 11.75 2 12.50 58.35 12.15 392.50 7.38 41.71 7.40 2 7.36 1 1,980
351 2 13.40 1 13.75 62.68 13.65 390.00 6.44 37.39 6.46 1 6.41 2 3,222
309 2 14.95 2 15.50 68.28 16.10 387.50 5.61 33.24 5.61 4 5.57 1 1,708
170 2 16.60 2 17.25 70.81 17.05 385.00 4.85 29.07 4.85 3 4.82 1 4,701
15 2 18.75 2 19.15 75.42 19.65 382.50 4.18 25.32 4.21 3 4.17 2 3,421
27 2 18.80 2 22.05 77.97 20.55 380.00 3.63 21.87 3.63 2 3.61 1 7,437
11 2 22.10 2 24.65 81.06 22 377.50 3.12 18.45 3.14 3 3.10 2 3,536
4 1 24.40 1 25.20 84.76 25.10 375.00 2.70 15.49 2.72 3 2.70 3 6,714

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
8249_1006_1007_4989 📈 Entry (Long) 20250618 1225 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1224 301W7397 9.52 10.0 -0.48
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 301W7397 9.7 10.0 -0.30
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📊 (⏱️ 06-18 13:43) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 398.3 400.9 392.15 191,070 398.3 1.19 1.19 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 398.85 401.5 392.9 275 399.54 1.91 2.6 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 398.3 398.3 1.19 1.19 0.0 +0.00
📙 Next Month 398.85 399.54 1.91 2.6 -0.69 +0.69

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 107 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 13:43, total 107 points)
As of 06-18 13:43, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 13:43

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 398.3, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market
38 10:00 10:15 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
39 10:04 10:19 Now: 8 signals / Last 3 windows total: 30 🔥 Fast Market
40 10:05 10:20 Now: 9 signals / Last 3 windows total: 28 🔥 Fast Market
41 10:06 10:21 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
42 10:08 10:23 Now: 8 signals / Last 3 windows total: 26 🔥 Fast Market
43 10:09 10:24 Now: 8 signals / Last 3 windows total: 25 🔥 Fast Market
44 10:16 10:31 Now: 6 signals / Last 3 windows total: 22 ⚖️ Neutral Market
45 10:20 10:35 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
46 10:21 10:36 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
47 10:22 10:37 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
48 10:26 10:41 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
49 10:30 10:45 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
50 10:33 10:48 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
51 10:37 10:52 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
52 10:40 10:55 Now: 5 signals / Last 3 windows total: 16 ⚖️ Neutral Market
53 10:43 10:58 Now: 5 signals / Last 3 windows total: 15 ⚖️ Neutral Market
54 10:44 10:59 Now: 6 signals / Last 3 windows total: 16 ⚖️ Neutral Market
55 10:45 11:00 Now: 7 signals / Last 3 windows total: 18 ⚖️ Neutral Market
56 10:46 11:01 Now: 7 signals / Last 3 windows total: 20 ⚖️ Neutral Market
57 10:53 11:08 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
58 11:00 11:15 Now: 4 signals / Last 3 windows total: 17 ⚖️ Neutral Market
59 11:04 11:19 Now: 3 signals / Last 3 windows total: 13 ⚖️ Neutral Market
60 11:08 11:23 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
61 11:12 11:27 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
62 11:19 11:34 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
63 11:21 11:36 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
64 11:26 11:41 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
65 11:28 11:43 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
66 11:38 11:53 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
67 11:40 11:55 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
68 11:43 11:58 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
69 11:47 12:02 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
70 11:56 12:11 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
71 12:09 12:24 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
72 12:10 12:25 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
73 12:16 12:31 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
74 12:18 12:33 Now: 4 signals / Last 3 windows total: 10 ⚖️ Neutral Market
75 12:24 12:39 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market
76 12:28 12:43 Now: 4 signals / Last 3 windows total: 13 ⚖️ Neutral Market
77 12:43 12:58 Now: 2 signals / Last 3 windows total: 11 ⚖️ Neutral Market
78 12:48 13:03 Now: 2 signals / Last 3 windows total: 8 🧊 Slow Market
79 12:50 13:05 Now: 3 signals / Last 3 windows total: 7 🧊 Slow Market
80 12:52 13:07 Now: 4 signals / Last 3 windows total: 9 🧊 Slow Market
81 13:07 13:22 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
82 13:08 13:23 Now: 2 signals / Last 3 windows total: 8 🧊 Slow Market
83 13:09 13:24 Now: 3 signals / Last 3 windows total: 7 🧊 Slow Market
84 13:12 13:27 Now: 4 signals / Last 3 windows total: 9 🧊 Slow Market
85 13:15 13:30 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market
86 13:19 13:34 Now: 6 signals / Last 3 windows total: 15 ⚖️ Neutral Market
87 13:25 13:40 Now: 4 signals / Last 3 windows total: 15 ⚖️ Neutral Market
88 13:28 13:43 Now: 4 signals / Last 3 windows total: 14 ⚖️ Neutral Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
20,132 6 2.37 4 2.39 16.31 2.39 420.00 25.35 85.73 25.40 1 24.50 1 0
11,076 3 2.81 2 2.83 19.03 2.82 417.50 23.05 83.22 56.40 10 1.81 3 0
11,030 4 3.31 2 3.35 22.05 3.34 415.00 20.60 76.48 54.20 10 19.90 2 3
6,460 2 3.90 2 3.95 25.33 3.93 412.50 19.05 74.77 19.20 2 18.45 2 29
5,969 2 4.59 2 4.62 28.96 4.59 410.00 17.35 71.28 17.55 2 16.65 2 55
4,948 2 5.36 1 5.40 32.50 5.38 407.50 15.65 67.60 15.65 2 14.95 2 60
6,652 2 6.23 2 6.28 36.50 6.25 405.00 13.80 63.55 14.25 2 13.60 2 142
2,661 3 7.19 1 7.25 40.90 7.22 402.50 12.80 60.12 12.55 2 12.05 3 262
4,206 4 8.25 1 8.37 45.18 8.34 400.00 10.80 55.03 10.80 2 10.65 3 1,004
2,106 2 9.49 1 9.56 49.28 9.50 397.50 9.40 50.42 9.45 2 9.39 2 1,399
1,742 1 10.80 2 10.90 53.71 10.75 395.00 8.25 45.99 8.28 2 8.25 1 2,373
741 4 12.25 1 12.35 58.13 12.20 392.50 7.19 41.58 7.25 4 7.18 2 2,032
355 2 13.80 2 13.95 62.52 13.75 390.00 6.27 37.24 6.31 2 6.27 1 3,253
309 2 15.05 2 15.90 68.28 16.10 387.50 5.43 33.03 5.46 2 5.43 2 1,750
171 3 16.80 1 17.55 70.99 17.30 385.00 4.70 29.01 4.71 1 4.70 1 5,078
19 2 19 3 19.50 74.70 18.90 382.50 4.06 25.20 4.10 4 4.05 2 3,448
27 2 19.10 2 22.05 77.97 20.55 380.00 3.52 21.66 3.54 2 3.51 2 7,541
11 2 22.10 2 24.65 81.06 22 377.50 3.04 18.40 3.06 5 3.04 3 3,674
4 2 24.65 2 25.45 84.76 25.10 375.00 2.65 15.37 2.65 3 2.63 2 6,804

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
8249_1006_1007_4989 📈 Entry (Long) 20250618 1225 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1224 301W7397 9.52 10.0 -0.48
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 301W7397 9.7 10.0 -0.30
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.



📈 KOSPI200 End-of-Day Liquidation Summary and Performance Analysis

🔚 Liquidation Time: Positions automatically closed just before market close

📦 Liquidation Method: Remaining open option positions identified → Unsettled positions prioritized → Auto-liquidation triggered upon condition match

📌 Post-close analysis engine quantifies the entire strategy lifecycle and outcomes,
enabling automated logging and statistical tracking for strategy review and refinement on the next trading day.



📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison

The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.


Type Code Name Open Close High Low Volume Theoretical Market Basis Theorist Basis KOSPI Eqv. DTE
📘 Current Month 101W9000 F 202509 393.7 399.4 400.9 392.15 239,195 400.06 0.54 1.2 2956.42 61
📙 Next Month 101WC000 F 202512 394.3 400.1 401.5 392.9 323 401.49 1.24 2.63 2961.27 121

📌 Note: Current-month contracts are typically used for short-term tactical decisions,
while next-month contracts reflect market expectations and are key to basis and calendar spread strategies.
Significant deviations between the two may indicate arbitrage opportunities, making regular comparison essential for informed futures trading.



✅ KOSPI200 Futures Basis Analysis (📘 Current vs 📙 Next Month)

The table below compares KOSPI200 futures between the current-month and next-month contracts.
It includes live futures prices, theoretical prices, and various basis metrics.
This data is crucial for basis spread analysis and identifying arbitrage opportunities.

Contract Live Price Theoretical Price Market Basis Theorist Basis Actual Basis Basis Gap
📘 Current Month 399.4 400.06 0.54 1.2 -0.66 +0.66
📙 Next Month 400.1 401.49 1.24 2.63 -1.39 +1.39

📌 Interpretation Guide:
Market Basis: Live Futures Price – KOSPI200 Spot Index
Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
Actual Basis: Live Futures Price – Theoretical Price
Basis Gap: Difference between theorist and market basis
Positive (+): May indicate underpriced futures
Negative (–): May suggest overpriced futures



📈 KOSPI200 Futures Price Movement Visualization (Total: 121 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 15:30, total 121 points)
As of 06-18 16:00, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 15:30

📌 Chart Interpretation:

  • Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
  • X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
  • Y-axis shows futures price. Color coding:
    Red indicates upward movement,
    Blue for downward movement, based on real-time deviation from the session’s opening price.
  • ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
  • This chart is designed for intra-day analysis; it does not reflect previous closing prices.
  • It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.


🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 399.4, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.
No Start Time End Time Signal Count Market Status
0 09:00 09:15 Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) ⚖️ Neutral Market
1 09:01 09:16 Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) ⚖️ Neutral Market
2 09:02 09:17 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
3 09:03 09:18 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
4 09:04 09:19 Now: 13 signals / Last 3 windows total: 39 🔥 Fast Market
5 09:06 09:21 Now: 12 signals / Last 3 windows total: 38 🔥 Fast Market
6 09:07 09:22 Now: 12 signals / Last 3 windows total: 37 🔥 Fast Market
7 09:08 09:23 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
8 09:12 09:27 Now: 11 signals / Last 3 windows total: 35 🔥 Fast Market
9 09:13 09:28 Now: 11 signals / Last 3 windows total: 34 🔥 Fast Market
10 09:15 09:30 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
11 09:16 09:31 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
12 09:17 09:32 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
13 09:18 09:33 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
14 09:20 09:35 Now: 10 signals / Last 3 windows total: 32 🔥 Fast Market
15 09:21 09:36 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
16 09:23 09:38 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
17 09:25 09:40 Now: 10 signals / Last 3 windows total: 31 🔥 Fast Market
18 09:26 09:41 Now: 11 signals / Last 3 windows total: 31 🔥 Fast Market
19 09:27 09:42 Now: 12 signals / Last 3 windows total: 33 🔥 Fast Market
20 09:28 09:43 Now: 12 signals / Last 3 windows total: 35 🔥 Fast Market
21 09:29 09:44 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
22 09:31 09:46 Now: 12 signals / Last 3 windows total: 36 🔥 Fast Market
23 09:34 09:49 Now: 10 signals / Last 3 windows total: 34 🔥 Fast Market
24 09:35 09:50 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
25 09:36 09:51 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
26 09:37 09:52 Now: 11 signals / Last 3 windows total: 33 🔥 Fast Market
27 09:42 09:57 Now: 9 signals / Last 3 windows total: 31 🔥 Fast Market
28 09:45 10:00 Now: 7 signals / Last 3 windows total: 27 🔥 Fast Market
29 09:46 10:01 Now: 8 signals / Last 3 windows total: 24 🔥 Fast Market
30 09:47 10:02 Now: 8 signals / Last 3 windows total: 23 🔥 Fast Market
31 09:48 10:03 Now: 9 signals / Last 3 windows total: 25 🔥 Fast Market
32 09:50 10:05 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
33 09:51 10:06 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
34 09:52 10:07 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market 🚀
35 09:53 10:08 Now: 9 signals / Last 3 windows total: 27 🔥 Fast Market
36 09:54 10:09 Now: 10 signals / Last 3 windows total: 28 🔥 Fast Market
37 09:56 10:11 Now: 11 signals / Last 3 windows total: 30 🔥 Fast Market
38 10:00 10:15 Now: 11 signals / Last 3 windows total: 32 🔥 Fast Market
39 10:04 10:19 Now: 8 signals / Last 3 windows total: 30 🔥 Fast Market
40 10:05 10:20 Now: 9 signals / Last 3 windows total: 28 🔥 Fast Market
41 10:06 10:21 Now: 9 signals / Last 3 windows total: 26 🔥 Fast Market
42 10:08 10:23 Now: 8 signals / Last 3 windows total: 26 🔥 Fast Market
43 10:09 10:24 Now: 8 signals / Last 3 windows total: 25 🔥 Fast Market
44 10:16 10:31 Now: 6 signals / Last 3 windows total: 22 ⚖️ Neutral Market
45 10:20 10:35 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
46 10:21 10:36 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
47 10:22 10:37 Now: 6 signals / Last 3 windows total: 18 ⚖️ Neutral Market
48 10:26 10:41 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
49 10:30 10:45 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
50 10:33 10:48 Now: 6 signals / Last 3 windows total: 17 ⚖️ Neutral Market
51 10:37 10:52 Now: 5 signals / Last 3 windows total: 17 ⚖️ Neutral Market
52 10:40 10:55 Now: 5 signals / Last 3 windows total: 16 ⚖️ Neutral Market
53 10:43 10:58 Now: 5 signals / Last 3 windows total: 15 ⚖️ Neutral Market
54 10:44 10:59 Now: 6 signals / Last 3 windows total: 16 ⚖️ Neutral Market
55 10:45 11:00 Now: 7 signals / Last 3 windows total: 18 ⚖️ Neutral Market
56 10:46 11:01 Now: 7 signals / Last 3 windows total: 20 ⚖️ Neutral Market
57 10:53 11:08 Now: 6 signals / Last 3 windows total: 20 ⚖️ Neutral Market
58 11:00 11:15 Now: 4 signals / Last 3 windows total: 17 ⚖️ Neutral Market
59 11:04 11:19 Now: 3 signals / Last 3 windows total: 13 ⚖️ Neutral Market
60 11:08 11:23 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
61 11:12 11:27 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
62 11:19 11:34 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
63 11:21 11:36 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
64 11:26 11:41 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
65 11:28 11:43 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
66 11:38 11:53 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
67 11:40 11:55 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
68 11:43 11:58 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
69 11:47 12:02 Now: 4 signals / Last 3 windows total: 12 ⚖️ Neutral Market
70 11:56 12:11 Now: 3 signals / Last 3 windows total: 11 ⚖️ Neutral Market
71 12:09 12:24 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
72 12:10 12:25 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
73 12:16 12:31 Now: 3 signals / Last 3 windows total: 8 🧊 Slow Market
74 12:18 12:33 Now: 4 signals / Last 3 windows total: 10 ⚖️ Neutral Market
75 12:24 12:39 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market
76 12:28 12:43 Now: 4 signals / Last 3 windows total: 13 ⚖️ Neutral Market
77 12:43 12:58 Now: 2 signals / Last 3 windows total: 11 ⚖️ Neutral Market
78 12:48 13:03 Now: 2 signals / Last 3 windows total: 8 🧊 Slow Market
79 12:50 13:05 Now: 3 signals / Last 3 windows total: 7 🧊 Slow Market
80 12:52 13:07 Now: 4 signals / Last 3 windows total: 9 🧊 Slow Market
81 13:07 13:22 Now: 2 signals / Last 3 windows total: 9 🧊 Slow Market
82 13:08 13:23 Now: 2 signals / Last 3 windows total: 8 🧊 Slow Market
83 13:09 13:24 Now: 3 signals / Last 3 windows total: 7 🧊 Slow Market
84 13:12 13:27 Now: 4 signals / Last 3 windows total: 9 🧊 Slow Market
85 13:15 13:30 Now: 5 signals / Last 3 windows total: 12 ⚖️ Neutral Market
86 13:19 13:34 Now: 6 signals / Last 3 windows total: 15 ⚖️ Neutral Market
87 13:25 13:40 Now: 4 signals / Last 3 windows total: 15 ⚖️ Neutral Market
88 13:28 13:43 Now: 4 signals / Last 3 windows total: 14 ⚖️ Neutral Market
89 13:29 13:44 Now: 5 signals / Last 3 windows total: 13 ⚖️ Neutral Market
90 13:48 14:03 Now: 1 signals / Last 3 windows total: 10 ⚖️ Neutral Market
91 13:54 14:09 Now: 2 signals / Last 3 windows total: 8 🧊 Slow Market
92 13:56 14:11 Now: 3 signals / Last 3 windows total: 6 🧊 Slow Market
93 14:00 14:15 Now: 4 signals / Last 3 windows total: 9 🧊 Slow Market
94 14:34 14:49 Now: 1 signals / Last 3 windows total: 8 🧊 Slow Market 🐌
95 14:38 14:53 Now: 2 signals / Last 3 windows total: 7 🧊 Slow Market
96 14:43 14:58 Now: 3 signals / Last 3 windows total: 6 🧊 Slow Market
97 14:47 15:02 Now: 4 signals / Last 3 windows total: 9 🧊 Slow Market
98 14:50 15:05 Now: 4 signals / Last 3 windows total: 11 ⚖️ Neutral Market
99 14:52 15:07 Now: 5 signals / Last 3 windows total: 13 ⚖️ Neutral Market
100 14:54 15:09 Now: 5 signals / Last 3 windows total: 14 ⚖️ Neutral Market
101 15:10 15:25 Now: 1 signals / Last 3 windows total: 11 ⚖️ Neutral Market
102 15:15 15:30 Now: 2 signals / Last 3 windows total: 8 🧊 Slow Market

📊 Option Price Table (±9 Rows from Central Strike)

The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.
📈 Call Options Strike 📉 Put Options
Volume Bid Vol Bid Ask Vol Ask Delta Last Price Last Price Delta Ask Ask Vol Bid Bid Vol Volume
25,514 2 2.55 8 2.56 18.30 2.56 420.00 25.35 85.73 24.65 2 1.84 3 0
12,799 10 2.97 1 3 21.22 2.97 417.50 23.05 83.22 22.55 2 1.81 1 0
13,075 1 3.44 10 3.50 24.42 3.50 415.00 20.60 76.48 20.55 2 2.52 2 3
7,164 1 4.11 1 4.15 27.88 4.12 412.50 17.95 72.59 18.20 1 1.35 2 38
7,072 10 4.81 2 4.83 31.60 4.81 410.00 16 68.40 16.20 1 15 1 63
5,318 1 5.52 1 5.65 35.53 5.62 407.50 14.30 64.47 15.25 2 0.60 1 69
7,441 4 6.51 1 6.58 39.65 6.51 405.00 12.70 60.35 13.30 1 0.69 5 202
3,080 1 7.55 2 7.78 43.91 7.55 402.50 11.20 56.09 11.80 1 10 1 330
5,574 3 8.70 26 8.73 48.27 8.73 400.00 9.83 51.73 9.84 1 7.63 1 1,854
2,835 1 9.96 1 9.99 52.68 9.97 397.50 8.60 47.32 8.70 1 7.01 21 3,038
2,422 1 11.30 1 11.40 57.09 11.35 395.00 7.50 42.91 7.67 1 7 10 3,762
1,010 1 12.25 25 41.60 61.43 12.75 392.50 6.47 38.57 6.70 10 6.25 1 3,295
459 2 14.45 3 14.50 65.66 14.45 390.00 5.53 34.34 5.73 1 5.53 9 4,418
320 2 15.20 1 19.65 69.24 16.25 387.50 4.84 30.27 4.85 1 4.83 1 3,013
219 2 16.75 7 20 73.60 17.90 385.00 4.19 26.40 4.19 47 4.16 1 6,734
24 2 18.95 1 20.95 76.78 20.05 382.50 3.60 22.79 3.60 18 3.50 1 5,448
28 2 20.90 7 25 79.32 21.60 380.00 3.04 19.45 3.09 4 3.04 56 9,726
11 2 23 10 53.20 81.06 22 377.50 2.67 16.40 2.67 18 2.61 2 4,497
7 2 25.10 1 27.15 85.31 25.50 375.00 2.29 13.67 2.29 3 2.23 1 8,446

📌 Notes on Option Price Data:

  • Data is collected when the real-time futures price changes by more than 0.1%.
  • We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
  • Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
  • This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
  • It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
  • Our strategies continue to evolve using this detailed, real-world data as a core foundation.

💼 Matched Entry & Exit Positions + Margin Summary

The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.

📊 Matched Trade & Liquidation Margin Overview
Order ID Entry Type Entry Time Option Code Sell Price Buy Price Liquidation Margin
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 201W7395 10.75 9.9 0.89
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 201W7395 11.15 9.86 1.29
8249_0910_0911_4989 📈 Entry (Long) 20250618 0922 301W7395 9.38 9.87 -0.60
8249_0910_0911_4989 📈 Entry (Long) 20250618 0931 301W7395 9.09 9.98 -0.89
8249_1006_1007_4989 📈 Entry (Long) 20250618 1225 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 201W7397 10.15 9.71 0.44
8249_1006_1007_4989 📈 Entry (Long) 20250618 1224 301W7397 9.52 10.0 -0.48
8249_1006_1007_4989 📈 Entry (Long) 20250618 1226 301W7397 9.7 10.0 -0.30
8289_1415_1449_8949 📉 Entry (Short) 20250618 1449 201W7397 9.39 9.85 -0.46
8289_1415_1449_8949 📉 Entry (Short) 20250618 1449 201W7397 9.39 9.85 -0.46
8289_1415_1449_8949 📉 Entry (Short) 20250618 1449 301W7397 9.16 8.79 0.37
8289_1415_1449_8949 📉 Entry (Short) 20250618 1449 301W7397 9.16 8.83 0.33
ℹ️ Interpretation Guide
  • Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
  • Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
  • Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.


💰 [Settlement Summary] Fees and Net Profit Based on Option Pairs

This section summarizes the settlement details for paired Call and Put options.
It includes entry and exit fees, total transaction cost, and the final realized profit/loss (in KRW) for each position, categorized by entry type.

📊 Option Fees & Profit Summary Table
Order ID Entry Type Option Code Entry Fee Exit Fee Total Fees Total P&L (KRW)
8249_0910_0911_4989 📈 Entry (Long) 201W7395 -4,028 -3,716 -7,744 222,500
8249_0910_0911_4989 📈 Entry (Long) 201W7395 -4,175 -3,701 -7,876 322,500
8249_0910_0911_4989 📈 Entry (Long) 301W7395 -3,525 -3,705 -7,230 -150,000
8249_0910_0911_4989 📈 Entry (Long) 301W7395 -3,418 -3,745 -7,163 -222,500
8249_1006_1007_4989 📈 Entry (Long) 201W7397 -3,808 -3,646 -7,454 110,000
8249_1006_1007_4989 📈 Entry (Long) 201W7397 -3,808 -3,646 -7,454 110,000
8249_1006_1007_4989 📈 Entry (Long) 301W7397 -3,576 -3,753 -7,329 -120,000
8249_1006_1007_4989 📈 Entry (Long) 301W7397 -3,642 -3,753 -7,395 -75,000
8289_1415_1449_8949 📉 Entry (Short) 201W7397 -3,528 -3,697 -7,225 -115,000
8289_1415_1449_8949 📉 Entry (Short) 201W7397 -3,528 -3,697 -7,225 -115,000
8289_1415_1449_8949 📉 Entry (Short) 301W7397 -3,444 -3,308 -6,752 92,500
8289_1415_1449_8949 📉 Entry (Short) 301W7397 -3,444 -3,323 -6,767 82,500
Total -87,614 142,500
ℹ️ How to Read This Table
  • Entry/Exit Fees: These are the transaction costs associated with opening and closing positions. Total fees = entry + exit.
  • Total P&L (KRW): Net profit or loss in Korean Won, calculated based on settlement prices.
  • Color Indicators: Green for gains, Red for losses.

📈 Realized Profit Overview

This table summarizes your total realized profit after all entries and exits have been settled.
It includes the total P&L, total fees, and the final net realized profit (P&L − fees).

💹 Overall Profit Summary
Total P&L (KRW) Total Fees (KRW) Net Realized Profit (KRW)
142,500 -87,614 ✅ 54,886
ℹ️ Interpretation Guide
  • Total P&L: Combined profit and loss from all closed trades.
  • Total Fees: Sum of all entry and exit transaction costs.
  • Net Realized Profit: Final earnings after subtracting total fees. Displayed with
    ✅ if positive,
    ❌ if negative.

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