2025-06-25 Derivatives Futures and Options with Index Futures - KOSPI200 Futures

📊 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: 06-25 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.

🧮 (⏱️ 06-25 09:00) 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. (Automated Trading System using Kiwoom Open API+ and Python)

📌 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
1,636	3	2.59	2	2.62	15.35	2.61	442.50	27	88.52	25.75	2	1.78	2	0
2,472	3	2.99	4	3.04	18.39	3.02	440.00	24.90	86.08	24.90	2	1.78	2	0
1,298	4	3.47	3	3.52	21.53	3.51	437.50	21.80	83.29	21.80	2	19.20	2	0
756	2	4.02	3	4.07	25.24	4.09	435.00	18.20	80.15	18.55	3	17.75	4	4
432	6	4.65	3	4.75	29.76	4.69	432.50	16.40	76.65	16.55	1	16.30	2	6
1,171	4	5.38	5	5.46	34.05	5.42	430.00	14.70	66.42	14.80	2	14.45	1	17
733	4	6.20	6	6.35	38.58	6.22	427.50	12.90	62.13	13	1	12.75	2	32
788	3	7.15	1	7.23	42.80	7.15	425.00	11.35	57.43	11.45	1	11.30	1	90
315	1	8.18	3	8.30	47.64	8.23	422.50	9.89	51.87	10.05	2	9.83	3	123
739	2	9.43	1	9.52	52.55	9.37	420.00	8.66	46.94	8.66	2	8.56	3	359
108	1	10.65	2	10.80	57.94	10.70	417.50	7.33	42.08	7.46	1	7.36	2	351
88	1	11.95	2	12.20	55.13	12.30	415.00	6.40	37.26	6.38	1	6.30	4	322
63	3	13.50	2	13.95	60.03	13.60	412.50	5.33	32.49	5.47	5	5.36	3	431
42	4	15.20	3	15.75	64.81	15.50	410.00	4.60	28.66	4.62	5	4.53	3	640
55	3	16.75	3	17.60	69.39	17.25	407.50	3.83	24.69	3.85	1	3.83	3	591
45	2	18.80	11	19.35	73.71	19.60	405.00	3.19	20.21	3.24	4	3.21	4	769
0	3	19.65	2	23.90	77.72	18.50	402.50	2.72	16.88	2.71	3	2.68	6	1,273
9	1	22.55	2	23.60	81.38	23.80	400.00	2.24	14.19	2.25	2	2.24	2	3,043
3	1	24.60	2	25.75	84.66	24.90	397.50	1.86	11.52	1.88	2	1.87	1	1,779

📌 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.

📊 (⏱️ 06-25 09:05) 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	420.85	420.65	422.85	419.9	28,932	422.0	0.21	1.14	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	421.75	423.4	421.1	96	423.8	0.63	2.68	3135.51	116

📌 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	420.65	422.0	0.21	1.14	-1.35	+0.93
📙 Next Month	421.75	423.8	0.63	2.68	-2.05	+2.05

📌 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: 11 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 09:05, total 11 points) — **As of 06-25 09:05**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 09:05

📌 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 420.65, 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
2,016	1	2.33	1	2.37	14.74	2.36	442.50	27	88.52	25.10	2	1.78	2	0
3,234	6	2.70	6	2.75	17.62	2.74	440.00	24.90	86.08	24.90	2	1.78	2	0
1,833	1	3.17	5	3.20	20.84	3.18	437.50	21.80	83.29	21.80	2	19.95	1	0
1,284	3	3.67	5	3.73	24.60	3.74	435.00	18.20	80.15	18.75	2	17.95	2	4
557	1	4.28	2	4.33	28.41	4.35	432.50	16.15	70.68	16.80	2	16.25	2	8
1,453	2	4.98	5	5.04	32.51	5	430.00	14.50	67.31	14.95	2	14.40	2	20
1,026	1	5.78	4	5.91	36.97	5.78	427.50	12.80	62.11	13.35	2	12.55	3	103
1,003	2	6.67	3	6.76	41.64	6.69	425.00	11.55	58.36	11.65	1	11	2	113
417	2	7.69	4	7.76	46.46	7.71	422.50	10.10	53.54	10.10	1	9.95	3	236
1,404	5	8.85	1	8.93	51.37	8.87	420.00	8.66	48.12	8.75	2	8.49	6	475
152	1	10.10	2	10.20	56.39	10.15	417.50	7.50	43.72	7.52	1	7.33	5	560
112	1	11.45	3	12.25	62.22	11.95	415.00	6.39	38.88	6.42	1	6.34	4	455
68	1	12.75	2	13.15	66.30	13.25	412.50	5.44	34.17	5.46	1	5.33	4	608
146	2	14.55	2	15.05	70.89	15	410.00	4.60	29.67	4.61	1	4.55	1	903
69	2	16.25	2	16.90	76.07	17.50	407.50	3.87	25.44	3.88	2	3.83	2	765
71	2	18.15	2	18.75	78.84	18.55	405.00	3.24	21.53	3.25	1	3.23	3	1,666
4	2	19.95	2	22.25	83.22	21.05	402.50	2.72	17.97	2.73	5	2.72	1	1,862
18	1	22.10	1	22.90	85.35	22.45	400.00	2.24	14.79	2.25	3	2.24	1	4,212
4	2	24.10	1	25.25	88.27	24.70	397.50	1.88	11.99	1.89	9	1.87	4	2,681

📌 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.

🧮 (⏱️ 06-25 09:11) 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.

📊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
4,353	1	2.35	5	2.38	14.27	2.36	440.00	24.90	86.08	25.95	2	22.80	2	0
2,897	3	2.76	4	2.79	17.14	2.79	437.50	22.15	82.80	22.85	2	21.05	2	4
1,836	2	3.22	2	3.24	20.38	3.24	435.00	18.20	80.15	21.15	3	19.40	3	4
736	1	3.76	2	3.79	23.96	3.78	432.50	16.15	70.68	18.70	2	17.85	2	8
1,834	3	4.36	2	4.40	27.82	4.37	430.00	16.05	70.58	16.55	3	15.90	3	23
1,420	1	5.09	5	5.14	32.08	5.13	427.50	14.65	68.06	15.05	2	14.10	2	116
1,387	2	5.89	4	5.93	36.72	5.92	425.00	12.40	62.21	13.10	1	12.45	2	151
584	1	6.79	1	6.88	41.41	6.85	422.50	11.35	58.92	11.45	2	11.25	3	312
1,743	1	7.85	2	7.89	46.08	7.92	420.00	9.87	53.79	9.96	1	9.87	2	652
239	1	8.97	2	9.06	50.93	9	417.50	8.60	49.03	8.62	1	8.54	2	801
187	4	10.15	2	10.40	55.87	10.25	415.00	7.40	44.13	7.43	1	7.35	1	624
98	2	11.60	2	12.35	60.81	11.60	412.50	6.32	39.24	6.37	5	6.29	2	741
188	4	13.15	2	13.70	65.29	13.30	410.00	5.33	34.42	5.37	1	5.33	2	1,197
79	2	14.50	2	15.35	70.96	15.45	407.50	4.53	29.86	4.54	2	4.49	2	919
89	3	16.55	3	17.20	74.37	16.60	405.00	3.83	25.79	3.83	6	3.80	3	2,202
17	2	18.25	2	18.95	78.53	18.75	402.50	3.17	21.66	3.20	1	3.17	3	3,111
23	2	19.85	3	21.40	83.53	21.70	400.00	2.67	18.12	2.69	3	2.67	1	5,567
4	2	22.10	1	23.30	88.27	24.70	397.50	2.23	14.90	2.23	3	2.22	2	3,539
1	3	24.20	2	25.30	87.55	27.30	395.00	1.86	12.11	1.88	9	1.86	8	2,652

📌 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.

📊 (⏱️ 06-25 09:12) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	417.75	422.85	417.7	46,460	418.74	0.13	1.12	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	418.8	423.4	418.8	125	420.43	1.01	2.64	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	417.75	418.74	0.13	1.12	-0.99	+0.99
📙 Next Month	418.8	420.43	1.01	2.64	-1.63	+1.63

📉 KOSPI200 Futures Price Movement Visualization (Total: 18 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 09:12, total 18 points) — **As of 06-25 09:12**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 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 417.75, 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

📊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
4,462	6	2.21	4	2.24	13.80	2.23	440.00	24.90	86.08	25.85	2	23.20	2	0
2,930	3	2.59	3	2.62	16.57	2.61	437.50	22.15	82.80	23.25	2	21.05	2	4
1,865	2	3.03	4	3.06	19.99	3.10	435.00	18.20	80.15	21.60	2	19.40	3	4
777	2	3.55	3	3.57	23.33	3.58	432.50	16.15	70.68	19.20	2	18.15	2	8
1,873	1	4.14	3	4.18	27.17	4.17	430.00	16.60	72.35	17.20	2	16.25	2	24
1,462	2	4.82	3	4.86	31.07	4.85	427.50	14.65	68.06	15.25	2	14.45	2	116
1,426	1	5.60	4	5.64	35.56	5.63	425.00	12.40	62.21	13.50	2	12.80	3	151
588	2	6.50	2	6.55	40.96	6.70	422.50	11.70	59.69	11.80	2	11.70	1	314
1,762	1	7.49	1	7.58	45.03	7.51	420.00	10.30	54.97	10.30	3	10.20	1	691
260	1	8.62	1	8.70	49.95	8.65	417.50	8.89	50.05	8.92	2	8.83	1	826
234	1	9.88	4	9.99	54.91	9.93	415.00	7.61	44.89	7.67	2	7.60	2	637
104	2	11.25	3	12.05	60.07	11.50	412.50	6.48	40.26	6.56	2	6.50	2	751
205	2	12.80	2	13.45	64.86	13	410.00	5.57	35.40	5.58	3	5.53	1	1,239
79	3	14.30	3	14.95	70.96	15.45	407.50	4.70	30.80	4.71	3	4.66	4	951
90	2	16.05	2	16.75	74.16	16.50	405.00	3.89	26.37	3.97	3	3.93	1	2,231
19	1	17.80	2	18.50	77.45	18.05	402.50	3.24	22.35	3.32	3	3.30	1	3,270
23	2	19.50	3	21.40	83.53	21.70	400.00	2.77	18.77	2.78	3	2.76	1	5,674
4	1	21.50	1	22.80	88.27	24.70	397.50	2.30	15.47	2.32	3	2.30	4	3,643
1	1	24	1	24.95	87.55	27.30	395.00	1.92	12.56	1.93	4	1.92	5	2,844

📌 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.

📊 (⏱️ 06-25 09:14) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	418.05	422.85	417.05	51,491	418.43	0.74	1.12	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	418.65	423.4	418.2	138	419.74	1.54	2.63	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	418.05	418.43	0.74	1.12	-0.38	+0.38
📙 Next Month	418.65	419.74	1.54	2.63	-1.09	+1.09

📉 KOSPI200 Futures Price Movement Visualization (Total: 20 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 09:14, total 20 points) — **As of 06-25 09:14**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 09:14

📌 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 418.05, 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
4,847	4	2.26	3	2.29	13.61	2.29	440.00	24.90	86.08	25.40	1	24.25	2	0
3,127	3	2.65	1	2.67	16.16	2.65	437.50	22.15	82.80	24.40	2	21.05	2	4
2,136	4	3.10	1	3.12	19.34	3.11	435.00	18.20	80.15	22.35	2	19.40	3	4
894	1	3.60	1	3.65	22.67	3.64	432.50	16.15	70.68	18.70	2	18.30	2	8
2,167	3	4.22	2	4.25	26.45	4.22	430.00	17.20	73.96	16.90	2	16.30	2	26
1,585	3	4.92	2	4.95	30.69	4.92	427.50	14.65	68.06	15.10	2	14.55	2	116
1,573	2	5.71	1	5.74	34.93	5.71	425.00	13	64.92	13.20	1	13.10	1	155
690	2	6.60	3	6.65	39.56	6.61	422.50	11.70	60.66	11.60	2	11.45	1	321
2,055	3	7.60	3	7.69	44.44	7.57	420.00	10	55.48	10.15	1	9.99	4	747
298	2	8.74	1	8.84	49.44	8.77	417.50	8.73	50.72	8.75	2	8.66	1	911
257	1	10	3	10.15	54.40	10.05	415.00	7.57	45.68	7.54	4	7.46	1	675
116	4	11	2	11.55	59.49	11.50	412.50	6.38	40.76	6.43	2	6.38	1	802
247	2	12.70	2	13.35	64.12	13.10	410.00	5.38	35.88	5.47	1	5.41	1	1,293
88	2	14.30	2	14.85	68.74	14.70	407.50	4.58	31.40	4.60	2	4.58	1	1,020
91	2	16.20	2	16.65	73.22	16	405.00	3.87	26.89	3.87	2	3.86	1	2,439
21	2	18.10	2	18.75	77.14	17.85	402.50	3.21	22.64	3.25	5	3.22	3	3,685
23	2	19.70	2	21.05	83.53	21.70	400.00	2.72	19.23	2.72	3	2.69	3	5,887
4	1	21.60	2	22.75	88.27	24.70	397.50	2.27	15.88	2.27	4	2.26	5	3,890
1	2	23.90	1	24.95	87.55	27.30	395.00	1.90	12.92	1.91	7	1.89	4	3,401

📌 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.

📊 (⏱️ 06-25 09:35) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	418.15	422.85	415.8	85,120	418.63	0.64	1.12	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	418.45	423.4	416.85	180	419.55	1.53	2.63	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	418.15	418.63	0.64	1.12	-0.48	+0.48
📙 Next Month	418.45	419.55	1.53	2.63	-1.1	+1.10

📉 KOSPI200 Futures Price Movement Visualization (Total: 36 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 09:35, total 36 points) — **As of 06-25 09:35**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 09:35

📌 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 418.15, 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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
7,909	5	2.32	2	2.34	13.65	2.34	440.00	24.05	85.04	25.40	1	24.15	1	1
5,127	3	2.71	1	2.73	16.65	2.70	437.50	23.60	85.11	24.55	2	22.25	2	9
3,321	4	3.15	2	3.19	19.51	3.18	435.00	18.20	80.15	23.90	2	19.40	2	4
1,334	3	3.67	1	3.71	23.24	3.69	432.50	16.15	70.68	19.35	2	18.40	2	8
3,326	3	4.29	1	4.32	26.77	4.30	430.00	16.35	71.88	17.70	2	16.50	2	28
2,383	1	4.98	1	5.03	30.90	5	427.50	16	71.30	15.85	2	14.75	2	122
2,250	2	5.78	1	5.82	35.30	5.80	425.00	13.55	66.26	14.10	5	13.05	3	202
1,076	1	6.68	1	6.75	40.29	6.68	422.50	11.70	60.04	11.65	3	11.50	1	472
2,922	1	7.75	1	7.78	44.75	7.76	420.00	10.35	55.60	10.20	2	10.05	2	1,046
633	3	8.84	1	8.92	50.07	8.75	417.50	8.79	49.97	8.84	5	8.68	2	1,746
471	1	10.10	2	10.65	55.09	10.10	415.00	7.66	45.58	7.59	2	7.49	1	1,039
161	2	11.40	1	11.70	59.89	11.50	412.50	6.48	40.14	6.48	2	6.41	1	1,187
349	3	13.05	2	13.25	64.64	13	410.00	5.52	35.36	5.50	2	5.45	2	2,010
124	2	13.95	2	14.80	68.76	14.50	407.50	4.65	30.73	4.65	1	4.61	1	1,902
176	2	15.90	1	16.55	73.57	16.40	405.00	3.93	26.43	3.91	1	3.87	3	4,448
70	3	17.80	2	18.45	77.32	18.20	402.50	3.27	22.38	3.28	4	3.24	3	5,767
32	2	19.10	2	21.40	78.97	18.65	400.00	2.72	18.95	2.75	5	2.71	4	8,942
5	1	21.55	2	22.90	84.91	22.80	397.50	2.27	15.64	2.28	4	2.25	4	5,718
5	1	23.85	1	24.60	85.57	23.30	395.00	1.90	12.71	1.91	4	1.89	8	7,019

📌 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.

📊 (⏱️ 06-25 09:36) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	417.65	422.85	415.8	86,537	418.95	0.18	1.12	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	418.95	423.4	416.85	181	420.42	1.17	2.64	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	417.65	418.95	0.18	1.12	-1.3	+0.94
📙 Next Month	418.95	420.42	1.17	2.64	-1.47	+1.47

📉 KOSPI200 Futures Price Movement Visualization (Total: 37 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 09:36, total 37 points) — **As of 06-25 09:36**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 09:36

📌 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 417.65, 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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
8,058	2	2.26	5	2.28	14.00	2.27	440.00	24.05	85.04	25.25	1	24.30	1	1
5,173	1	2.63	5	2.66	16.80	2.64	437.50	23.60	85.11	24.55	2	22.25	2	9
3,380	3	3.07	1	3.08	19.95	3.07	435.00	18.20	80.15	23.90	2	19.40	2	4
1,348	2	3.57	2	3.62	23.46	3.60	432.50	16.15	70.68	19.35	2	18.40	2	8
3,363	3	4.16	1	4.19	27.50	4.23	430.00	16.35	71.88	17.50	2	16.50	2	28
2,403	1	4.84	2	4.88	31.58	4.91	427.50	16	71.30	15.60	4	14.30	2	122
2,285	2	5.62	1	5.68	35.89	5.69	425.00	13.55	66.26	13.85	2	13.05	3	202
1,088	3	6.50	2	6.57	40.79	6.60	422.50	11.70	59.21	11.90	1	11.75	2	477
2,937	3	7.49	2	7.60	45.62	7.59	420.00	10.35	54.62	10.55	1	10.25	2	1,048
652	1	8.63	4	8.93	50.55	8.74	417.50	8.98	49.69	8.98	1	8.90	1	1,770
476	2	9.87	1	9.97	55.64	10.10	415.00	7.72	44.74	7.73	1	7.65	3	1,049
161	2	11	3	11.55	59.89	11.50	412.50	6.48	39.61	6.61	1	6.55	1	1,192
354	3	12.65	1	12.90	65.49	13	410.00	5.57	34.84	5.63	4	5.57	1	2,070
126	3	14.10	2	14.95	69.70	14.80	407.50	4.70	30.28	4.75	2	4.71	1	1,914
177	2	15.90	3	16.75	73.30	16.55	405.00	4.02	26.17	4.03	1	3.98	1	4,475
70	1	17.90	2	18.75	77.32	18.20	402.50	3.35	22.17	3.36	2	3.34	3	5,836
32	2	19.10	2	21.40	78.97	18.65	400.00	2.80	18.53	2.81	1	2.79	4	9,046
7	1	21.75	10	22.65	85.05	22.80	397.50	2.31	15.32	2.35	2	2.32	3	5,779
5	1	23.95	1	24.85	85.57	23.30	395.00	1.94	12.34	1.96	4	1.94	6	7,101

📌 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.

🧮 (⏱️ 06-25 09:52) 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.

📊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
4,620	5	2.11	2	2.13	13.47	2.13	442.50	27	88.52	27.15	1	25.85	1	0
9,695	1	2.47	4	2.49	16.18	2.47	440.00	24.05	85.04	24.25	2	1.78	2	1
6,515	7	2.88	2	2.91	19.25	2.87	437.50	23.60	85.11	24.55	2	20.20	2	9
4,376	3	3.38	2	3.41	22.38	3.37	435.00	18.20	80.15	19.80	2	18.60	2	4
1,790	3	3.95	2	3.98	26.11	3.94	432.50	18.60	76.53	18	2	16.65	2	10
3,941	2	4.62	1	4.65	30.16	4.62	430.00	16.05	71.53	15.90	2	14.85	2	29
3,109	3	5.39	2	5.42	34.50	5.40	427.50	16	71.30	13.95	2	13.05	2	122
2,762	2	6.27	1	6.31	39.07	6.29	425.00	12.60	62.53	12.40	2	11.35	2	211
1,282	1	7.23	1	7.31	43.99	7.21	422.50	10.30	55.85	10.30	2	10.10	3	529
4,032	2	8.36	1	8.42	48.72	8.36	420.00	8.94	50.96	8.93	3	8.83	2	1,353
863	2	9.57	3	9.76	53.81	9.59	417.50	7.63	46.35	7.68	2	7.61	2	2,110
602	4	10.95	4	11.10	58.56	11.05	415.00	6.55	41.44	6.57	4	6.50	2	1,305
179	2	12.45	1	12.70	62.16	11.85	412.50	5.54	36.34	5.55	2	5.51	1	1,444
446	3	14	3	14.45	67.99	14.20	410.00	4.63	32.01	4.69	1	4.65	3	2,427
144	2	15.35	2	16.25	72.12	15.70	407.50	3.94	27.62	3.93	1	3.92	1	2,268
230	2	17.60	2	18.30	76.33	17.70	405.00	3.28	23.23	3.30	4	3.28	2	5,235
73	2	19.05	2	22.25	79.60	19.20	402.50	2.74	19.76	2.76	5	2.74	3	6,520
41	1	21.30	2	22.25	83.26	21.25	400.00	2.29	16.37	2.30	8	2.28	8	10,662
156	1	23.50	3	24.20	86.07	23.05	397.50	1.93	13.28	1.92	3	1.91	2	6,363

📌 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.

📊 (⏱️ 06-25 10:07) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	420.45	422.85	415.8	114,120	421.33	0.25	1.13	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	420.9	423.4	416.85	220	422.47	1.09	2.66	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	420.45	421.33	0.25	1.13	-0.88	+0.88
📙 Next Month	420.9	422.47	1.09	2.66	-1.57	+1.57

📉 KOSPI200 Futures Price Movement Visualization (Total: 49 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 10:07, total 49 points) — **As of 06-25 10:07**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 10:07

📌 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)

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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
4,987	2	2.13	2	2.14	13.96	2.14	442.50	27	88.52	25.25	1	24.45	2	0
10,913	3	2.49	3	2.50	16.75	2.49	440.00	24.05	85.04	24	2	1.78	2	1
7,793	1	2.92	1	2.93	19.87	2.91	437.50	23.60	85.11	24.55	2	20.20	2	9
5,013	2	3.42	3	3.44	23.40	3.43	435.00	18.20	80.15	18.95	2	18.25	2	4
1,929	2	3.98	3	4.03	26.67	3.92	432.50	18.60	76.53	16.95	2	16.40	2	10
4,540	1	4.69	13	4.70	31.29	4.67	430.00	16.05	71.53	15.20	2	14.65	2	29
3,723	1	5.47	2	5.49	35.74	5.47	427.50	14	66.21	13.50	2	12.70	2	124
3,104	2	6.36	2	6.39	40.37	6.36	425.00	11.45	60.01	11.50	1	11.35	1	222
1,499	3	7.30	1	7.41	45.09	7.36	422.50	10	55.16	10	2	9.91	1	590
5,117	5	8.44	1	8.54	50.06	8.51	420.00	8.67	50.49	8.65	1	8.56	3	1,532
956	2	9.71	4	9.84	54.20	9.68	417.50	7.42	45.17	7.44	4	7.34	1	2,382
761	1	11.10	3	11.25	59.48	11.10	415.00	6.28	40.13	6.32	2	6.26	1	1,466
214	2	12.40	1	12.80	63.96	12.65	412.50	5.36	35.51	5.44	8	5.30	1	1,698
469	2	14	2	14.45	68.42	14.10	410.00	4.47	30.81	4.49	2	4.44	2	2,785
144	2	15.75	2	16.35	72.12	15.70	407.50	3.77	26.50	3.77	2	3.73	1	2,688
240	2	18	2	18.35	76.97	17.95	405.00	3.16	22.54	3.14	3	3.12	17	6,042
74	2	19.50	2	23.90	80.34	19.55	402.50	2.61	18.84	2.62	3	2.60	2	7,008
55	4	21.75	1	22.30	83.79	21.55	400.00	2.17	15.55	2.18	6	2.16	9	12,526
158	1	23.75	2	24.65	86.72	23.70	397.50	1.81	12.65	1.83	6	1.81	2	6,768

📌 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.

📊 (⏱️ 06-25 10:15) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	420.4	422.85	415.8	120,280	421.27	0.26	1.13	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	421.05	423.4	416.85	238	422.64	1.07	2.66	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	420.4	421.27	0.26	1.13	-0.87	+0.87
📙 Next Month	421.05	422.64	1.07	2.66	-1.59	+1.59

📉 KOSPI200 Futures Price Movement Visualization (Total: 53 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 10:15, total 53 points) — **As of 06-25 10:15**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 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)

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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
5,347	11	2.10	1	2.11	14.05	2.10	442.50	27	88.52	25.20	1	24.45	1	0
11,622	3	2.45	3	2.47	16.77	2.47	440.00	24.05	85.04	24	2	1.78	2	1
8,319	2	2.88	3	2.90	19.86	2.89	437.50	23.60	85.11	23.85	1	1.78	2	9
5,314	1	3.38	3	3.41	23.34	3.40	435.00	18.20	80.15	18.85	2	18.35	2	4
2,005	2	3.95	5	4	27.15	3.98	432.50	18.60	76.53	17	2	16.40	2	10
4,772	2	4.63	2	4.66	31.34	4.64	430.00	14.95	68.76	15.15	2	14.60	2	30
3,888	1	5.40	1	5.46	35.49	5.39	427.50	14	66.21	13.50	2	12.85	2	124
3,252	1	6.30	1	6.36	40.37	6.29	425.00	11.40	59.61	11.55	2	11.35	2	241
1,556	1	7.30	1	7.37	45.19	7.35	422.50	9.91	55.09	10.10	2	9.91	3	633
5,644	1	8.43	4	8.52	49.99	8.51	420.00	8.61	50.01	8.63	1	8.56	2	1,635
1,037	1	9.68	1	9.80	54.71	9.73	417.50	7.38	44.99	7.40	2	7.36	2	2,537
834	3	11.10	2	11.20	59.60	11.10	415.00	6.27	40.65	6.31	2	6.26	2	1,502
217	3	12.20	2	12.95	63.36	12.20	412.50	5.34	35.38	5.34	2	5.31	3	1,831
473	2	14.30	2	14.70	68.68	14.25	410.00	4.47	30.80	4.51	3	4.46	2	2,929
144	2	15.70	2	16.30	72.12	15.70	407.50	3.77	26.44	3.78	2	3.74	3	2,821
252	3	17.55	2	18.25	76.72	17.35	405.00	3.14	22.56	3.15	1	3.14	3	6,527
76	2	19.50	2	21.05	80.58	19.45	402.50	2.62	18.85	2.63	1	2.62	2	7,301
55	1	21.70	1	22.25	83.79	21.55	400.00	2.19	15.62	2.20	8	2.18	7	13,182
159	2	23.65	1	24.50	87.05	23.70	397.50	1.83	12.93	1.84	4	1.82	8	6,947

📌 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.

📊 (⏱️ 06-25 10:18) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	420.4	422.85	415.8	122,088	421.24	0.29	1.13	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	420.85	423.4	416.85	242	422.52	0.99	2.66	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	420.4	421.24	0.29	1.13	-0.84	+0.84
📙 Next Month	420.85	422.52	0.99	2.66	-1.67	+1.67

📉 KOSPI200 Futures Price Movement Visualization (Total: 55 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 10:18, total 55 points) — **As of 06-25 10:18**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 10:18

📌 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)

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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
5,466	3	2.10	5	2.12	14.06	2.10	442.50	27	88.52	25.30	2	24.45	2	0
11,737	2	2.46	5	2.48	16.56	2.45	440.00	24.05	85.04	24	2	1.78	2	1
8,520	3	2.87	2	2.90	19.99	2.89	437.50	23.60	85.11	22.10	2	1.78	2	9
5,353	2	3.37	2	3.40	23.47	3.37	435.00	18.20	80.15	18.80	2	18.30	2	4
2,015	3	3.93	1	3.98	26.92	3.86	432.50	18.60	76.53	16.90	2	16.45	2	10
4,839	4	4.61	1	4.66	31.18	4.65	430.00	14.85	68.80	14.85	1	14.50	2	32
3,957	2	5.40	1	5.44	35.84	5.42	427.50	14	66.21	13.40	2	12.75	2	124
3,342	2	6.29	1	6.34	40.47	6.29	425.00	11.50	60.03	11.85	3	11.30	2	248
1,575	4	7.25	3	7.36	45.13	7.29	422.50	9.79	54.83	9.99	1	9.89	1	646
5,702	3	8.37	1	8.51	49.89	8.49	420.00	8.57	49.84	8.62	2	8.53	3	1,671
1,051	2	9.67	3	9.81	54.62	9.68	417.50	7.42	45.42	7.44	3	7.32	1	2,564
859	1	11.10	1	11.20	59.71	11.10	415.00	6.30	40.54	6.30	5	6.22	2	1,519
217	4	12.30	3	12.75	63.36	12.20	412.50	5.31	35.78	5.30	1	5.28	1	1,921
483	2	14.05	1	14.40	69.27	14.35	410.00	4.46	30.97	4.48	3	4.45	1	3,014
144	2	15.80	2	16.30	72.12	15.70	407.50	3.74	26.65	3.75	2	3.73	2	2,866
253	2	17.70	2	18.20	77.47	18.10	405.00	3.15	22.42	3.13	3	3.12	1	6,647
76	2	19.60	2	21.05	80.58	19.45	402.50	2.61	18.77	2.62	6	2.60	4	7,353
56	4	21.60	2	22.35	84.10	21.45	400.00	2.17	15.66	2.18	7	2.17	4	13,335
159	1	23.65	1	24.60	87.05	23.70	397.50	1.84	12.69	1.82	1	1.81	6	6,979

📌 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.

📊 (⏱️ 06-25 10:26) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	420.85	422.85	415.8	126,073	421.67	0.32	1.14	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	421.55	423.4	416.85	254	423.17	1.05	2.67	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	420.85	421.67	0.32	1.14	-0.82	+0.82
📙 Next Month	421.55	423.17	1.05	2.67	-1.62	+1.62

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

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 10:26, total 56 points) — **As of 06-25 10:26**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 10:26

📌 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)

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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
5,578	1	2.18	2	2.20	14.22	2.16	442.50	27	88.52	24.90	1	24.10	1	0
12,133	4	2.55	1	2.57	17.21	2.56	440.00	24.05	85.04	24	2	1.78	2	1
8,974	1	3	2	3.02	20.32	3.02	437.50	23.60	85.11	22.10	2	1.78	2	9
5,640	3	3.50	2	3.53	23.85	3.51	435.00	18.20	80.15	18.40	2	18.05	2	4
2,083	2	4.09	2	4.14	27.71	4.11	432.50	16.30	72.22	16.60	2	16.10	2	15
5,049	2	4.79	2	4.84	31.85	4.83	430.00	14.80	68.29	15.10	2	14.30	2	51
4,153	2	5.61	3	5.64	36.28	5.61	427.50	14	66.21	13.10	2	12.50	2	124
3,436	2	6.51	2	6.56	40.93	6.54	425.00	11.30	59.24	11.25	3	11.15	1	267
1,648	4	7.51	1	7.59	45.84	7.56	422.50	9.73	54.26	9.80	2	9.70	1	673
6,038	1	8.69	2	8.78	50.64	8.75	420.00	8.52	49.38	8.46	2	8.39	2	1,867
1,073	1	9.99	1	10.10	55.32	9.98	417.50	7.23	44.44	7.36	5	7.20	2	2,655
930	1	11.40	2	11.55	60.44	11.45	415.00	6.19	39.48	6.18	2	6.11	1	1,637
218	2	12.60	2	13.55	65.17	13	412.50	5.20	34.85	5.22	3	5.17	2	2,003
697	2	14.65	1	14.80	69.33	14.60	410.00	4.39	30.31	4.40	3	4.38	1	3,126
144	2	16	2	16.60	72.12	15.70	407.50	3.67	25.97	3.69	4	3.66	2	3,018
254	2	18	1	18.50	77.41	18.10	405.00	3.07	22.01	3.08	1	3.07	1	7,059
77	1	19.85	2	20.90	81.06	20.05	402.50	2.58	18.45	2.58	4	2.56	2	7,564
58	1	22	1	22.75	84.73	22.25	400.00	2.15	15.21	2.15	5	2.14	5	13,763
161	1	24.05	1	24.85	87.49	24.40	397.50	1.80	12.36	1.80	6	1.79	5	7,336

📌 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.

📊 (⏱️ 06-25 10:29) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	420.4	422.85	415.8	127,573	421.48	0.05	1.13	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	421.55	423.4	416.85	257	423.32	0.9	2.67	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	420.4	421.48	0.05	1.13	-1.08	+1.08
📙 Next Month	421.55	423.32	0.9	2.67	-1.77	+1.77

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

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 10:29, total 57 points) — **As of 06-25 10:29**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 10:29

📌 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)

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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
36	10:14	10:29	Now: 6 signals / Last 3 windows total: 20	⚖️ 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
5,605	1	2.13	2	2.14	14.16	2.12	442.50	27	88.52	24.90	1	24.20	1	0
12,235	1	2.49	4	2.51	16.96	2.50	440.00	24.05	85.04	24	2	1.78	7	1
9,040	2	2.92	4	2.94	20.11	2.93	437.50	23.60	85.11	22.10	2	1.78	7	9
5,678	2	3.42	2	3.44	23.61	3.43	435.00	18.20	80.15	18.90	2	18.10	2	4
2,090	1	3.99	1	4.04	27.44	4	432.50	16.40	72.42	16.90	2	16.30	2	16
5,078	1	4.67	1	4.71	31.59	4.68	430.00	14.80	68.41	15.10	2	14.50	2	52
4,174	2	5.46	1	5.50	36.04	5.50	427.50	14	66.21	13.15	2	12.70	2	124
3,495	1	6.37	2	6.42	40.64	6.38	425.00	11.45	59.36	11.50	1	11.40	1	284
1,671	2	7.39	4	7.53	45.44	7.37	422.50	9.76	53.95	10.05	1	9.92	4	682
6,071	2	8.51	2	8.59	50.34	8.51	420.00	8.59	49.66	8.66	1	8.58	1	2,007
1,083	1	9.81	2	9.91	55.44	9.89	417.50	7.41	44.74	7.44	1	7.38	2	2,676
955	2	10.75	1	11.40	60.13	11.20	415.00	6.33	39.87	6.34	2	6.30	1	1,658
219	2	12.60	2	13.50	65.25	13	412.50	5.38	35.12	5.38	2	5.34	1	2,021
700	2	14.35	2	14.60	69.97	14.65	410.00	4.54	30.57	4.55	2	4.50	1	3,149
145	2	16.10	2	16.50	74.16	16.40	407.50	3.79	26.28	3.81	3	3.78	3	3,049
255	2	17.90	2	18.35	77.98	18.20	405.00	3.19	22.29	3.20	6	3.18	3	7,155
77	1	19.85	1	20.50	81.06	20.05	402.50	2.67	18.65	2.67	1	2.66	2	7,607
60	1	21.85	1	22.65	84.90	22.40	400.00	2.23	15.39	2.23	3	2.22	7	13,955
163	2	23.90	2	24.65	87.49	24.25	397.50	1.87	12.51	1.88	5	1.86	4	7,381

📌 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.

🧮 (⏱️ 06-25 11:55) 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.

📊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
15,272	8	2.01	3	2.04	14.62	2.02	440.00	24.05	85.04	24.20	1	23.60	1	1
11,567	2	2.39	3	2.41	17.39	2.40	437.50	23.60	85.11	22.20	1	21.75	1	9
7,081	3	2.82	2	2.85	20.54	2.84	435.00	19	78.01	20.30	2	19.70	2	8
2,694	4	3.33	2	3.37	24.10	3.36	432.50	17.25	73.92	18.05	2	17.65	2	17
6,518	1	3.94	2	3.96	28.08	3.94	430.00	16.10	71.92	16.15	2	15.80	2	68
5,019	1	4.64	1	4.68	32.20	4.66	427.50	13.90	66.56	14.45	2	13.95	2	156
4,083	1	5.45	3	5.49	36.77	5.46	425.00	12.45	63.19	12.90	2	12.40	2	358
2,097	1	6.36	2	6.41	41.46	6.42	422.50	10.95	58.69	11	1	10.80	1	798
7,087	2	7.42	2	7.49	46.31	7.46	420.00	9.48	53.75	9.48	2	9.38	3	2,638
1,450	4	8.57	3	8.68	51.14	8.67	417.50	8.10	48.86	8.17	1	8.09	4	3,231
1,372	1	9.91	2	9.98	56.09	9.98	415.00	6.92	43.87	6.98	1	6.91	2	1,986
247	7	11.10	2	11.75	60.76	11.25	412.50	5.89	39.03	5.93	2	5.87	4	2,353
867	1	12.95	2	13.10	65.85	12.90	410.00	5	34.29	5	1	4.98	1	4,140
174	2	14.40	2	14.90	70.38	14.60	407.50	4.18	29.73	4.22	3	4.18	3	3,672
384	2	16.30	2	16.75	74.55	16.30	405.00	3.51	25.47	3.53	2	3.51	3	9,476
84	2	18.15	2	18.60	79.39	18.75	402.50	2.94	21.49	2.96	2	2.94	3	9,154
74	1	20.20	1	20.60	82.77	20.70	400.00	2.46	17.80	2.47	6	2.45	8	17,584
168	1	22.35	1	22.75	85.96	23	397.50	2.05	14.75	2.06	1	2.05	3	8,319
5	1	25.55	2	26.50	85.57	23.30	395.00	1.71	11.94	1.73	13	1.71	10	12,967

📌 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.

📊 (⏱️ 06-25 12:10) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	417.95	422.85	415.8	171,747	419.31	0.24	1.12	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	419.0	423.4	416.85	319	421.0	0.64	2.64	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	417.95	419.31	0.24	1.12	-1.36	+0.88
📙 Next Month	419.0	421.0	0.64	2.64	-2.0	+2.00

📉 KOSPI200 Futures Price Movement Visualization (Total: 78 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 12:10, total 78 points) — **As of 06-25 12:10**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 12:10

📌 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 417.95, 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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
36	10:14	10:29	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
37	10:15	10:30	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
38	10:20	10:35	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
39	10:25	10:40	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
40	10:27	10:42	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
41	10:30	10:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	10:33	10:48	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
43	10:34	10:49	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	10:39	10:54	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
45	10:40	10:55	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
46	10:43	10:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
47	10:45	11:00	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
48	10:50	11:05	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
49	11:07	11:22	Now: 1 signals / Last 3 windows total: 13	⚖️ Neutral Market
50	11:08	11:23	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
51	11:19	11:34	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
52	11:22	11:37	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
53	11:31	11:46	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	11:39	11:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
55	11:43	11:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
56	11:45	12:00	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
57	11:55	12:10	Now: 3 signals / Last 3 windows total: 10	⚖️ 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
15,523	2	2	35	2.02	14.55	2	440.00	24.05	85.04	24.55	1	24.35	1	1
11,840	4	2.35	4	2.37	17.25	2.36	437.50	23.60	85.11	22.70	1	21.95	1	9
7,367	14	2.79	3	2.81	20.45	2.79	435.00	19	78.01	20.50	1	19.65	2	8
2,761	3	3.29	3	3.31	24.01	3.29	432.50	17.25	73.92	18.30	2	17.85	2	17
6,758	3	3.86	4	3.90	28.12	3.84	430.00	16.30	71.88	16.50	2	16.05	2	69
5,108	1	4.53	4	4.59	32.10	4.55	427.50	14	67.26	14.55	2	14.10	2	163
4,176	1	5.33	1	5.37	36.57	5.35	425.00	12.35	62.83	12.85	2	12.40	3	368
2,145	1	6.21	1	6.29	41.25	6.21	422.50	11.20	58.75	12	2	11	2	813
7,177	1	7.25	2	7.36	46.09	7.25	420.00	9.75	53.91	9.76	1	9.67	1	2,679
1,506	3	8.40	1	8.50	51.28	8.43	417.50	8.38	48.97	8.38	2	8.32	2	3,345
1,427	1	9.72	3	9.81	56.13	9.75	415.00	7.19	44.03	7.19	1	7.14	3	2,029
253	3	11.10	2	11.25	61.69	11.40	412.50	6.10	38.90	6.13	1	6.07	1	2,392
888	5	12.65	1	12.75	65.73	12.80	410.00	5.15	34.22	5.18	5	5.13	3	4,194
196	2	14	2	14.75	71.03	14.80	407.50	4.34	29.64	4.36	1	4.31	3	3,757
408	1	16.15	2	16.55	74.55	16.30	405.00	3.65	25.60	3.66	1	3.64	3	9,713
85	2	18	2	18.40	78.85	18.35	402.50	3.04	21.57	3.06	4	3.04	2	9,451
82	1	20	1	20.45	82.38	20.35	400.00	2.54	18.05	2.55	8	2.53	1	18,119
168	1	22	1	22.35	85.96	23	397.50	2.13	14.84	2.13	1	2.11	4	8,465
27	1	24.10	1	24.65	88.53	24.80	395.00	1.77	11.89	1.78	13	1.76	13	13,396

📌 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.

📊 (⏱️ 06-25 12:59) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	417.9	422.85	415.8	187,993	419.32	0.3	1.12	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	418.95	423.4	416.85	347	420.83	0.76	2.64	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	417.9	419.32	0.3	1.12	-1.42	+0.82
📙 Next Month	418.95	420.83	0.76	2.64	-1.88	+1.88

📉 KOSPI200 Futures Price Movement Visualization (Total: 82 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 12:59, total 82 points) — **As of 06-25 12:59**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 12:59

📌 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 417.9, 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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
36	10:14	10:29	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
37	10:15	10:30	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
38	10:20	10:35	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
39	10:25	10:40	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
40	10:27	10:42	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
41	10:30	10:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	10:33	10:48	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
43	10:34	10:49	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	10:39	10:54	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
45	10:40	10:55	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
46	10:43	10:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
47	10:45	11:00	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
48	10:50	11:05	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
49	11:07	11:22	Now: 1 signals / Last 3 windows total: 13	⚖️ Neutral Market
50	11:08	11:23	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
51	11:19	11:34	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
52	11:22	11:37	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
53	11:31	11:46	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	11:39	11:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
55	11:43	11:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
56	11:45	12:00	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
57	11:55	12:10	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
58	12:03	12:18	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
59	12:08	12:23	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
60	12:33	12:48	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
61	12:44	12:59	Now: 2 signals / Last 3 windows total: 6	🧊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
16,832	3	1.93	3	1.94	14.44	1.93	440.00	24.45	85.65	24.60	1	24.10	1	2
12,787	3	2.29	2	2.30	17.23	2.30	437.50	23.60	85.11	22.40	1	21.85	1	9
8,058	4	2.71	2	2.72	20.48	2.72	435.00	19	78.01	20.35	1	19.75	2	8
3,050	4	3.20	2	3.23	24.21	3.21	432.50	17.40	74.50	18.55	2	17.85	2	18
7,392	3	3.78	1	3.81	28.12	3.80	430.00	15.60	70.82	16.65	2	15.90	2	73
5,416	2	4.46	3	4.50	32.06	4.49	427.50	14.30	67.62	14.65	1	14.10	2	164
4,390	1	5.23	3	5.29	36.70	5.26	425.00	12.25	62.04	12.80	2	12.40	2	373
2,357	2	6.11	3	6.21	41.46	6.17	422.50	10.80	58.11	11.15	1	11.05	1	845
7,428	1	7.16	4	7.24	46.09	7.25	420.00	9.62	53.77	9.71	1	9.63	2	2,790
1,656	2	8.29	2	8.36	51.09	8.29	417.50	8.18	48.28	8.34	1	8.29	3	3,533
1,601	1	9.61	3	9.68	56.09	9.75	415.00	7.07	43.89	7.16	1	7.09	1	2,128
261	2	11	3	11.45	61.35	11.25	412.50	5.91	38.63	6.08	1	6.02	2	2,477
948	6	12.50	2	12.65	65.65	12.50	410.00	5.11	34.16	5.13	1	5.08	3	4,376
198	2	14.05	2	14.70	71.75	15.05	407.50	4.29	29.64	4.31	3	4.27	3	3,877
412	1	16	2	16.40	74.58	16.10	405.00	3.59	25.58	3.60	3	3.58	3	10,241
89	2	17.65	2	18.40	79.47	18.70	402.50	2.98	21.67	3.01	3	2.99	2	9,967
91	2	19.70	1	20.05	82.14	20	400.00	2.49	17.88	2.50	20	2.48	3	19,389
172	1	21.85	1	22.35	85.60	22.60	397.50	2.07	14.82	2.08	6	2.07	1	8,865
31	1	24.05	1	24.45	88.25	24.70	395.00	1.72	12.04	1.74	17	1.72	12	14,361

📌 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.

📊 (⏱️ 06-25 13:24) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	417.9	422.85	415.8	201,286	419.03	0.01	1.12	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	418.7	423.4	416.85	366	420.24	1.1	2.64	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	417.9	419.03	0.01	1.12	-1.13	+1.11
📙 Next Month	418.7	420.24	1.1	2.64	-1.54	+1.54

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

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 13:24, total 84 points) — **As of 06-25 13:24**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 13:24

📌 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 417.9, 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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
36	10:14	10:29	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
37	10:15	10:30	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
38	10:20	10:35	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
39	10:25	10:40	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
40	10:27	10:42	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
41	10:30	10:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	10:33	10:48	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
43	10:34	10:49	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	10:39	10:54	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
45	10:40	10:55	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
46	10:43	10:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
47	10:45	11:00	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
48	10:50	11:05	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
49	11:07	11:22	Now: 1 signals / Last 3 windows total: 13	⚖️ Neutral Market
50	11:08	11:23	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
51	11:19	11:34	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
52	11:22	11:37	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
53	11:31	11:46	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	11:39	11:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
55	11:43	11:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
56	11:45	12:00	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
57	11:55	12:10	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
58	12:03	12:18	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
59	12:08	12:23	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
60	12:33	12:48	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
61	12:44	12:59	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
62	12:48	13:03	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
63	13:09	13:24	Now: 1 signals / Last 3 windows total: 6	🧊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
17,763	24	1.88	14	1.89	14.08	1.88	440.00	24.45	85.65	24.65	1	24.30	1	2
13,683	5	2.23	6	2.25	16.89	2.23	437.50	23.60	85.11	22.60	1	22.15	1	9
9,304	3	2.64	2	2.66	20.06	2.65	435.00	19	78.01	20.50	1	20.10	1	8
3,374	4	3.12	12	3.14	23.47	3.10	432.50	18.55	77.38	18.45	2	18.05	2	19
8,051	2	3.69	2	3.72	27.42	3.70	430.00	15.60	70.82	16.50	2	16.20	2	73
5,729	5	4.33	1	4.38	31.60	4.37	427.50	14.30	67.62	14.70	2	14.30	2	164
4,543	1	5.10	1	5.15	35.84	5.12	425.00	12.75	64.53	13.10	2	12.55	2	380
2,469	1	5.98	2	6.05	40.50	6	422.50	11.15	59.89	11.15	2	11	1	870
7,607	2	6.99	1	7.06	45.03	6.94	420.00	9.65	55.03	9.70	2	9.59	1	2,925
1,800	2	8.12	4	8.24	49.86	8.15	417.50	8.35	49.79	8.33	2	8.22	3	3,745
1,751	2	9.39	2	9.49	54.61	9.39	415.00	7.13	44.85	7.11	3	7.01	1	2,191
270	1	10.80	1	10.95	60.26	10.80	412.50	5.98	40.34	6.01	4	5.95	5	2,571
965	2	12.05	2	12.45	64.77	12.35	410.00	5.06	34.84	5.04	1	5	1	4,693
277	2	13.95	2	14.15	68.90	13.90	407.50	4.22	30.54	4.20	2	4.16	2	4,034
424	2	15.60	2	16	73.03	15.55	405.00	3.48	26.05	3.49	3	3.47	3	10,803
98	2	17.50	2	18	77.32	17.40	402.50	2.88	22.06	2.89	3	2.87	4	10,877
103	2	19.40	3	20.20	81.42	19.60	400.00	2.38	18.42	2.39	4	2.37	9	21,021
179	1	21.70	1	22	84.35	21.75	397.50	1.98	15.29	1.98	3	1.96	3	9,849
34	1	23.85	1	24.10	87.23	23.70	395.00	1.63	12.35	1.63	9	1.62	9	15,562

📌 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.

📊 (⏱️ 06-25 13:42) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	417.45	422.85	415.8	207,518	418.9	0.33	1.12	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	418.8	423.4	416.85	415	420.51	0.93	2.64	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	417.45	418.9	0.33	1.12	-1.45	+0.79
📙 Next Month	418.8	420.51	0.93	2.64	-1.71	+1.71

📉 KOSPI200 Futures Price Movement Visualization (Total: 85 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 13:42, total 85 points) — **As of 06-25 13:42**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 13:42

📌 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 417.45, 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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
36	10:14	10:29	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
37	10:15	10:30	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
38	10:20	10:35	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
39	10:25	10:40	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
40	10:27	10:42	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
41	10:30	10:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	10:33	10:48	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
43	10:34	10:49	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	10:39	10:54	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
45	10:40	10:55	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
46	10:43	10:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
47	10:45	11:00	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
48	10:50	11:05	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
49	11:07	11:22	Now: 1 signals / Last 3 windows total: 13	⚖️ Neutral Market
50	11:08	11:23	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
51	11:19	11:34	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
52	11:22	11:37	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
53	11:31	11:46	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	11:39	11:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
55	11:43	11:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
56	11:45	12:00	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
57	11:55	12:10	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
58	12:03	12:18	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
59	12:08	12:23	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
60	12:33	12:48	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
61	12:44	12:59	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
62	12:48	13:03	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
63	13:09	13:24	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
64	13:27	13:42	Now: 1 signals / Last 3 windows total: 5	🧊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
18,091	14	1.80	1	1.81	13.93	1.82	440.00	24.45	85.65	25	1	24.50	1	2
13,904	8	2.14	6	2.16	16.72	2.16	437.50	23.60	85.11	22.80	1	22.35	1	9
9,517	3	2.54	5	2.56	19.88	2.55	435.00	19	78.01	20.60	1	19.65	2	8
3,561	3	3.01	2	3.04	23.36	3.03	432.50	18.55	77.38	18.80	2	18.10	2	19
8,164	3	3.57	5	3.61	27.07	3.60	430.00	15.60	70.82	16.65	2	16.20	2	73
5,799	5	4.22	2	4.24	31.37	4.23	427.50	14.30	67.62	14.80	2	14.30	2	164
4,610	3	4.97	4	5.08	35.80	4.99	425.00	12.90	64.31	13.10	2	12.55	3	394
2,503	1	5.83	2	5.90	40.56	5.91	422.50	11.30	59.33	11.55	4	11.30	3	893
7,683	2	6.82	3	6.90	45.09	6.90	420.00	9.79	54.75	9.88	1	9.75	2	2,951
1,836	3	7.92	2	8.03	50.51	8.17	417.50	8.32	49.63	8.50	2	8.42	2	3,794
1,805	2	9.20	1	9.29	55.26	9.31	415.00	7.23	44.83	7.24	1	7.17	3	2,219
279	2	10.60	3	10.70	59.88	10.70	412.50	6.06	39.68	6.15	2	6.07	4	2,606
1,008	1	12.15	2	12.30	64.66	12.25	410.00	5.17	35.16	5.19	2	5.13	1	4,811
297	2	13.75	2	13.90	69.32	13.90	407.50	4.30	30.61	4.34	3	4.29	4	4,121
441	2	15.50	2	15.90	73.83	15.70	405.00	3.59	26.27	3.62	3	3.59	3	11,024
98	2	17.30	2	17.80	77.32	17.40	402.50	2.99	22.25	3.01	5	2.98	3	11,145
119	2	19.30	3	20.10	81.47	19.60	400.00	2.47	18.59	2.48	1	2.47	3	21,577
179	1	21.45	1	21.75	84.35	21.75	397.50	2.04	15.33	2.06	4	2.04	11	10,022
34	1	23.55	1	23.95	87.23	23.70	395.00	1.69	12.31	1.70	3	1.69	16	15,960

📌 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.

⌛ Pending Option Orders (State: 0)

The table below lists option orders that have not yet been filled.
You can check the position type, order quantity, and order ID. This is useful for evaluating the validity of current trading strategies.

⌛ Unfilled Option Order List

Option Code	Position	Quantity	Order ID
201W7417	📉 Short	2	1303_1324_1342_8949
301W7417	📉 Short	2	1303_1324_1342_8949

ℹ️ What does ‘Pending’ mean?

Orders marked as (State = 0) have not yet been executed. These may be modified or canceled depending on market conditions.
Position types are shown as 📈 Long or 📉 Short, highlighted in color for clarity.
Order ID is a unique identifier and helps in tracking trades or debugging strategy issues.

📊 (⏱️ 06-25 13:49) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	417.9	422.85	415.8	209,488	418.65	0.37	1.12	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	418.8	423.4	416.85	415	420.51	0.93	2.64	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	417.9	418.65	0.37	1.12	-0.75	+0.75
📙 Next Month	418.8	420.51	0.93	2.64	-1.71	+1.71

📉 KOSPI200 Futures Price Movement Visualization (Total: 86 events)

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 13:49, total 86 points) — **As of 06-25 13:49**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 13:49

📌 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 417.9, 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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
36	10:14	10:29	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
37	10:15	10:30	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
38	10:20	10:35	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
39	10:25	10:40	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
40	10:27	10:42	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
41	10:30	10:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	10:33	10:48	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
43	10:34	10:49	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	10:39	10:54	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
45	10:40	10:55	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
46	10:43	10:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
47	10:45	11:00	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
48	10:50	11:05	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
49	11:07	11:22	Now: 1 signals / Last 3 windows total: 13	⚖️ Neutral Market
50	11:08	11:23	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
51	11:19	11:34	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
52	11:22	11:37	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
53	11:31	11:46	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	11:39	11:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
55	11:43	11:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
56	11:45	12:00	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
57	11:55	12:10	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
58	12:03	12:18	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
59	12:08	12:23	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
60	12:33	12:48	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
61	12:44	12:59	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
62	12:48	13:03	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
63	13:09	13:24	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
64	13:27	13:42	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market 📉
65	13:34	13:49	Now: 2 signals / Last 3 windows total: 4	🧊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
18,305	7	1.85	2	1.87	13.75	1.85	440.00	24.45	85.65	24.60	1	24.35	1	2
14,007	2	2.21	2	2.22	16.43	2.22	437.50	23.60	85.11	22.45	1	22.05	1	9
9,596	3	2.61	6	2.64	19.63	2.62	435.00	19	78.01	20.50	1	19.65	2	8
3,616	3	3.09	3	3.12	23.11	3.10	432.50	18.55	77.38	18.50	2	18.10	2	19
8,239	2	3.66	2	3.69	26.77	3.66	430.00	16.45	73.03	16.50	2	16.20	2	90
5,838	7	4.29	2	4.36	31.09	4.29	427.50	14.30	67.62	14.75	2	14.20	2	164
4,643	1	5.08	1	5.14	35.47	5.10	425.00	12.90	64.31	13.10	2	12.65	2	394
2,508	1	5.96	2	6.02	39.86	5.91	422.50	11.20	59.83	11.15	1	11.05	1	910
7,707	1	6.97	1	7.06	44.81	6.90	420.00	9.61	55.21	9.68	1	9.56	2	2,962
1,852	2	8.10	2	8.19	49.72	8.17	417.50	8.37	50.30	8.31	2	8.23	1	3,825
1,819	3	9.37	1	9.47	54.69	9.30	415.00	7.13	45.35	7.11	5	6.99	2	2,281
280	2	10.70	2	11.25	59.61	10.70	412.50	6.08	40.12	6.01	3	5.94	1	2,609
1,014	2	12.35	1	12.50	64.51	12.40	410.00	5.06	35.64	5.04	4	5	1	4,848
316	2	14	1	14.15	68.99	14.10	407.50	4.20	30.89	4.21	1	4.18	1	4,155
444	2	15.75	2	16.10	73.32	15.75	405.00	3.50	26.55	3.50	1	3.49	1	11,124
100	1	17.50	2	18	77.48	17.75	402.50	2.89	22.62	2.91	7	2.89	3	11,257
124	2	19.65	2	19.85	81.06	19.60	400.00	2.39	18.93	2.40	4	2.39	6	21,826
179	1	21.70	1	22.10	84.35	21.75	397.50	2	15.59	1.99	1	1.97	5	10,072
34	1	23.85	1	24.25	87.23	23.70	395.00	1.65	12.71	1.65	13	1.63	25	16,086

📌 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
201W7417	1	📉 Short

🧮 (⏱️ 06-25 14:29) 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.

📊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
6,815	6	1.84	3	1.86	12.01	1.72	442.50	27	88.52	26.60	1	25.70	1	0
20,308	2	2.17	2	2.18	15.83	2.17	440.00	24.45	85.65	22.95	1	22.60	1	2
14,820	3	2.57	2	2.59	18.95	2.58	437.50	23.60	85.11	20.95	1	20.50	1	9
10,636	3	3.04	1	3.06	22.51	3.05	435.00	19	78.01	19	2	18.45	2	8
4,259	3	3.58	2	3.62	26.32	3.61	432.50	18.55	77.38	16.95	2	16.60	2	19
8,816	1	4.23	2	4.26	29.99	4.24	430.00	15.30	70.89	15.20	2	14.75	2	95
6,215	2	4.97	1	5.02	34.62	5	427.50	14.30	67.62	13.35	2	12.80	2	164
4,808	2	5.84	2	5.90	39.02	5.86	425.00	11.75	61.23	11.90	2	11.40	2	414
2,720	3	6.81	4	6.91	43.64	6.83	422.50	9.94	56.34	10.05	1	9.96	2	971
7,952	1	7.95	1	8.02	48.90	7.97	420.00	8.63	51.08	8.66	2	8.59	1	3,039
1,995	1	9.17	3	9.28	53.83	9.23	417.50	7.36	46.41	7.41	2	7.31	3	4,015
2,021	3	10.55	1	10.65	58.00	10.35	415.00	6.27	41.61	6.30	2	6.26	1	2,450
333	2	12	2	12.35	63.49	12.10	412.50	5.26	36.80	5.51	5	5.26	3	2,696
1,116	1	13.70	2	14.05	68.15	13.80	410.00	4.43	31.78	4.46	2	4.42	2	5,251
359	1	15.50	1	15.85	72.23	15.60	407.50	3.72	27.65	3.72	1	3.70	3	4,388
471	2	17.15	2	17.55	76.16	17.35	405.00	3.09	23.67	3.11	3	3.09	1	11,980
105	2	19.10	2	19.65	80.09	19.10	402.50	2.57	19.64	2.58	3	2.56	4	11,821
130	1	21.35	1	21.55	81.99	20.25	400.00	2.13	16.48	2.14	11	2.12	9	23,834
182	1	23.45	1	23.75	86.12	23	397.50	1.77	13.47	1.78	4	1.76	9	10,701

📌 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.

📊 (⏱️ 06-25 14:38) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	420.65	422.85	415.8	230,998	421.19	0.59	1.13	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	421.5	423.4	416.85	436	422.72	1.44	2.66	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	420.65	421.19	0.59	1.13	-0.54	+0.54
📙 Next Month	421.5	422.72	1.44	2.66	-1.22	+1.22

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

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 14:38, total 94 points) — **As of 06-25 14:38**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 14:38

📌 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)

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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
36	10:14	10:29	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
37	10:15	10:30	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
38	10:20	10:35	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
39	10:25	10:40	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
40	10:27	10:42	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
41	10:30	10:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	10:33	10:48	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
43	10:34	10:49	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	10:39	10:54	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
45	10:40	10:55	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
46	10:43	10:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
47	10:45	11:00	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
48	10:50	11:05	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
49	11:07	11:22	Now: 1 signals / Last 3 windows total: 13	⚖️ Neutral Market
50	11:08	11:23	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
51	11:19	11:34	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
52	11:22	11:37	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
53	11:31	11:46	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	11:39	11:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
55	11:43	11:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
56	11:45	12:00	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
57	11:55	12:10	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
58	12:03	12:18	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
59	12:08	12:23	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
60	12:33	12:48	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
61	12:44	12:59	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
62	12:48	13:03	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
63	13:09	13:24	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
64	13:27	13:42	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market 📉
65	13:34	13:49	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
66	13:37	13:52	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
67	13:43	13:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
68	13:59	14:14	Now: 1 signals / Last 3 windows total: 7	🧊 Slow Market
69	14:01	14:16	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
70	14:05	14:20	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
71	14:13	14:28	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
72	14:17	14:32	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
73	14:23	14:38	Now: 3 signals / Last 3 windows total: 10	⚖️ 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
10,038	1	1.95	2	1.96	13.95	1.95	442.50	27	88.52	24.60	1	24.15	1	0
20,672	15	2.30	10	2.32	16.72	2.30	440.00	24.45	85.65	22.55	1	22.05	1	2
15,016	2	2.73	1	2.75	19.72	2.74	437.50	23.60	85.11	20.45	1	1.80	2	9
10,859	2	3.23	1	3.25	23.19	3.24	435.00	19	78.01	18.40	2	18	1	8
4,361	4	3.80	5	3.87	26.98	3.83	432.50	18.55	77.38	16.55	2	16	2	19
8,966	2	4.49	1	4.54	31.10	4.50	430.00	15.30	70.89	14.70	2	14.10	2	95
6,265	6	5.22	1	5.30	35.65	5.26	427.50	14.30	67.62	13.05	2	12.60	2	164
4,890	2	6.18	5	6.25	40.10	6.20	425.00	11.15	59.88	11.25	4	11	2	422
2,754	4	7.17	1	7.25	44.89	7.23	422.50	9.63	55.09	9.62	4	9.57	2	1,009
8,032	1	8.32	4	8.40	49.79	8.38	420.00	8.30	50.19	8.29	2	8.24	1	3,093
2,029	2	9.60	1	9.70	54.73	9.59	417.50	7.08	45.27	7.08	2	7.03	2	4,068
2,037	6	10.75	2	11.15	59.60	11.10	415.00	5.99	40.23	6.02	2	5.98	2	2,543
340	3	12.45	2	12.90	64.53	12.65	412.50	5.08	35.62	5.09	3	5.01	3	2,742
1,119	2	14.20	2	14.45	68.96	14.20	410.00	4.24	31.06	4.26	4	4.23	1	5,296
366	2	16.10	1	16.40	73.29	16.10	407.50	3.54	26.58	3.56	2	3.52	2	4,487
474	2	17.65	2	18.60	77.43	18	405.00	2.94	22.70	2.95	1	2.94	1	12,310
106	2	19.60	1	20.15	80.50	19.65	402.50	2.44	19.03	2.45	2	2.43	5	12,049
135	1	21.85	1	22.20	84.29	21.90	400.00	2.02	15.72	2.03	5	2.02	24	24,347
182	1	23.90	1	24.45	86.12	23	397.50	1.68	12.80	1.68	2	1.67	8	11,015

📌 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	Option Code	Sell Price	Buy Price	Liquidation Margin
1303_1324_1342_8949	📉 Entry (Short)	201W7417	8.17	8.35	-0.18

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.

📊 (⏱️ 06-25 14:39) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	420.2	422.85	415.8	231,948	421.15	0.18	1.13	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	421.5	423.4	416.85	436	422.72	1.44	2.66	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	420.2	421.15	0.18	1.13	-0.95	+0.95
📙 Next Month	421.5	422.72	1.44	2.66	-1.22	+1.22

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

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 14:39, total 95 points) — **As of 06-25 14:39**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 14:39

📌 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)

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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
36	10:14	10:29	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
37	10:15	10:30	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
38	10:20	10:35	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
39	10:25	10:40	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
40	10:27	10:42	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
41	10:30	10:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	10:33	10:48	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
43	10:34	10:49	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	10:39	10:54	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
45	10:40	10:55	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
46	10:43	10:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
47	10:45	11:00	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
48	10:50	11:05	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
49	11:07	11:22	Now: 1 signals / Last 3 windows total: 13	⚖️ Neutral Market
50	11:08	11:23	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
51	11:19	11:34	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
52	11:22	11:37	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
53	11:31	11:46	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	11:39	11:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
55	11:43	11:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
56	11:45	12:00	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
57	11:55	12:10	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
58	12:03	12:18	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
59	12:08	12:23	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
60	12:33	12:48	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
61	12:44	12:59	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
62	12:48	13:03	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
63	13:09	13:24	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
64	13:27	13:42	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market 📉
65	13:34	13:49	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
66	13:37	13:52	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
67	13:43	13:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
68	13:59	14:14	Now: 1 signals / Last 3 windows total: 7	🧊 Slow Market
69	14:01	14:16	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
70	14:05	14:20	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
71	14:13	14:28	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
72	14:17	14:32	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
73	14:23	14:38	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
74	14:24	14:39	Now: 4 signals / Last 3 windows total: 10	⚖️ 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
10,074	5	1.91	1	1.92	13.89	1.92	442.50	27	88.52	24.80	2	24.35	2	0
20,817	18	2.26	4	2.28	16.66	2.27	440.00	24.45	85.65	22.75	1	22.15	1	2
15,043	1	2.68	2	2.69	19.78	2.69	437.50	23.60	85.11	20.65	1	1.80	2	9
10,885	2	3.16	2	3.18	23.25	3.17	435.00	19	78.01	18.60	2	17.85	2	8
4,375	1	3.72	1	3.76	27.10	3.80	432.50	18.55	77.38	16.75	2	16.20	2	19
8,986	1	4.40	6	4.47	31.17	4.41	430.00	15.30	70.89	14.70	2	14.20	2	95
6,278	1	5.16	3	5.21	35.41	5.17	427.50	14.30	67.62	12.95	1	12.70	2	164
4,908	1	6.04	2	6.08	40.30	6.18	425.00	11.30	60.05	11.35	2	11	5	427
2,757	6	7.05	4	7.22	44.82	7.06	422.50	9.81	55.26	9.85	1	9.79	2	1,017
8,045	1	8.19	5	8.35	49.63	8.23	420.00	8.47	50.13	8.52	3	8.43	1	3,104
2,038	2	9.42	1	9.55	54.64	9.47	417.50	7.23	45.44	7.26	1	7.22	1	4,075
2,045	6	10.75	1	10.95	59.73	11	415.00	6.15	40.32	6.16	1	6.13	1	2,547
340	1	12.35	3	12.65	64.53	12.65	412.50	5.19	35.56	5.20	1	5.14	4	2,753
1,121	2	13.65	2	14.75	69.01	14.15	410.00	4.36	30.99	4.37	1	4.33	1	5,307
368	2	15.65	2	16.10	73.58	16.15	407.50	3.63	26.66	3.66	4	3.62	3	4,501
474	2	17.65	2	18.45	77.43	18	405.00	3.02	22.82	3.04	2	3.02	3	12,339
106	2	19.65	1	20.05	80.50	19.65	402.50	2.51	18.92	2.52	2	2.51	1	12,066
135	1	21.65	1	22.05	84.29	21.90	400.00	2.08	15.77	2.08	4	2.07	8	24,435
183	1	23.80	1	24.30	87.37	24.25	397.50	1.73	12.75	1.73	4	1.72	6	11,045

📌 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

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
1303_1324_1342_8949	📉 Entry (Short)	201W7417	8.17	8.35	-0.18

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.

❌ System Error Detected: Unrecognized `market_mode`

The value of market_mode is outside the expected range. Detected value:
2
Please verify whether the market_mode is set correctly. This may have disrupted the normal flow of your trading strategy.

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	419.7	422.85	415.8	251,109	420.93	0.1	1.13	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	420.7	423.4	416.85	461	422.19	1.17	2.66	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	419.7	420.93	0.1	1.13	-1.23	+1.03
📙 Next Month	420.7	422.19	1.17	2.66	-1.49	+1.49

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

Event-driven time series chart of KOSPI200 futures price movements (08:46 ~ 15:26, total 98 points) — **As of 06-25 15:26**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:46 to 15:26

📌 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 419.7, 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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
36	10:14	10:29	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
37	10:15	10:30	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
38	10:20	10:35	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
39	10:25	10:40	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
40	10:27	10:42	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
41	10:30	10:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	10:33	10:48	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
43	10:34	10:49	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	10:39	10:54	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
45	10:40	10:55	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
46	10:43	10:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
47	10:45	11:00	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
48	10:50	11:05	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
49	11:07	11:22	Now: 1 signals / Last 3 windows total: 13	⚖️ Neutral Market
50	11:08	11:23	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
51	11:19	11:34	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
52	11:22	11:37	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
53	11:31	11:46	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	11:39	11:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
55	11:43	11:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
56	11:45	12:00	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
57	11:55	12:10	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
58	12:03	12:18	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
59	12:08	12:23	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
60	12:33	12:48	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
61	12:44	12:59	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
62	12:48	13:03	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
63	13:09	13:24	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
64	13:27	13:42	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market 📉
65	13:34	13:49	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
66	13:37	13:52	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
67	13:43	13:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
68	13:59	14:14	Now: 1 signals / Last 3 windows total: 7	🧊 Slow Market
69	14:01	14:16	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
70	14:05	14:20	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
71	14:13	14:28	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
72	14:17	14:32	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
73	14:23	14:38	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
74	14:24	14:39	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
75	14:38	14:53	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
76	14:53	15:08	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
77	15:11	15:26	Now: 1 signals / Last 3 windows total: 6	🧊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
10,729	4	1.83	3	1.85	13.57	1.85	442.50	27	88.52	25.25	1	24.90	1	0
23,113	5	2.17	1	2.19	16.29	2.18	440.00	22.80	83.71	23	1	22.70	1	3
16,068	2	2.57	2	2.60	19.37	2.59	437.50	23.60	85.11	20.90	1	20.65	1	9
11,485	2	3.03	1	3.06	22.79	3.09	435.00	19	78.01	18.85	2	18.55	2	8
5,033	2	3.58	1	3.61	26.56	3.65	432.50	18.55	77.38	16.95	2	16.65	2	19
9,543	1	4.24	1	4.28	30.64	4.27	430.00	14.95	69.36	15	1	14.75	2	113
6,610	1	4.99	1	5.02	35.01	5	427.50	13	64.70	13.30	2	13.10	2	167
5,320	2	5.85	1	5.88	39.61	5.86	425.00	11.50	60.39	11.65	1	11.55	1	510
3,015	2	6.81	1	6.85	44.39	6.83	422.50	10.05	55.61	10.10	1	10.05	1	1,159
8,430	3	7.90	7	8.06	49.28	7.95	420.00	8.70	50.72	8.74	2	8.63	2	3,287
2,116	2	9.14	1	9.27	54.20	9.35	417.50	7.40	45.80	7.48	1	7.40	1	4,276
2,204	1	10.50	1	10.60	59.10	10.60	415.00	6.32	40.90	6.35	2	6.28	1	2,724
347	2	11.95	2	12.25	63.88	12.25	412.50	5.31	36.12	5.37	1	5.31	1	2,917
1,149	1	13.70	2	13.95	68.49	13.75	410.00	4.48	31.51	4.50	3	4.46	2	5,686
383	2	15.30	2	15.60	73.06	15.75	407.50	3.70	27.15	3.76	1	3.73	3	4,810
505	8	17.30	2	17.55	76.91	17.35	405.00	3.11	23.09	3.13	1	3.11	4	13,671
109	2	19.25	2	19.55	80.58	19.65	402.50	2.56	19.38	2.60	1	2.58	4	12,702
153	1	21.30	1	21.60	83.70	21.50	400.00	2.15	16.03	2.15	7	2.14	5	26,441
191	2	23.10	1	23.65	86.93	23.75	397.50	1.78	13.07	1.79	9	1.77	8	12,269

📌 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.

📉 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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	420.85	419.55	422.85	415.8	262,465	420.64	0.04	1.13	3129.57	56
📙 Next Month	101WC000	F 202512	421.4	420.45	423.4	416.85	473	422.17	0.94	2.66	3135.51	116

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	419.55	420.64	0.04	1.13	-1.09	+1.09
📙 Next Month	420.45	422.17	0.94	2.66	-1.72	+1.72

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

📌 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 419.55, 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: 15 signals / Last 1 windows total: 15 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 15 signals / Last 2 windows total: 30 (Insufficient Data)	⚖️ Neutral Market
2	09:03	09:18	Now: 14 signals / Last 3 windows total: 44	🔥 Fast Market
3	09:04	09:19	Now: 15 signals / Last 3 windows total: 44	🔥 Fast Market
4	09:07	09:22	Now: 13 signals / Last 3 windows total: 42	🔥 Fast Market
5	09:08	09:23	Now: 13 signals / Last 3 windows total: 41	🔥 Fast Market
6	09:09	09:24	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
7	09:10	09:25	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
8	09:11	09:26	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market 🚀
9	09:12	09:27	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 38	🔥 Fast Market
12	09:17	09:32	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
13	09:18	09:33	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
15	09:20	09:35	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
16	09:21	09:36	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
17	09:22	09:37	Now: 14 signals / Last 3 windows total: 39	🔥 Fast Market
18	09:28	09:43	Now: 9 signals / Last 3 windows total: 36	🔥 Fast Market
19	09:31	09:46	Now: 8 signals / Last 3 windows total: 31	🔥 Fast Market
20	09:32	09:47	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
21	09:35	09:50	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
22	09:36	09:51	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
23	09:37	09:52	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
24	09:38	09:53	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
25	09:39	09:54	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
26	09:40	09:55	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market
27	09:48	10:03	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
28	09:52	10:07	Now: 6 signals / Last 3 windows total: 22	⚖️ Neutral Market
29	09:54	10:09	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	09:58	10:13	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
31	09:59	10:14	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:00	10:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
33	10:01	10:16	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
34	10:03	10:18	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
35	10:11	10:26	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
36	10:14	10:29	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
37	10:15	10:30	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
38	10:20	10:35	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
39	10:25	10:40	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
40	10:27	10:42	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
41	10:30	10:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	10:33	10:48	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
43	10:34	10:49	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	10:39	10:54	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
45	10:40	10:55	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
46	10:43	10:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
47	10:45	11:00	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
48	10:50	11:05	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
49	11:07	11:22	Now: 1 signals / Last 3 windows total: 13	⚖️ Neutral Market
50	11:08	11:23	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
51	11:19	11:34	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
52	11:22	11:37	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
53	11:31	11:46	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	11:39	11:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
55	11:43	11:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
56	11:45	12:00	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
57	11:55	12:10	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
58	12:03	12:18	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
59	12:08	12:23	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
60	12:33	12:48	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
61	12:44	12:59	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
62	12:48	13:03	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
63	13:09	13:24	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
64	13:27	13:42	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market 📉
65	13:34	13:49	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
66	13:37	13:52	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
67	13:43	13:58	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
68	13:59	14:14	Now: 1 signals / Last 3 windows total: 7	🧊 Slow Market
69	14:01	14:16	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
70	14:05	14:20	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
71	14:13	14:28	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
72	14:17	14:32	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
73	14:23	14:38	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
74	14:24	14:39	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
75	14:38	14:53	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
76	14:53	15:08	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
77	15:11	15:26	Now: 1 signals / Last 3 windows total: 6	🧊 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	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
10,878	3	1.75	1	1.88	13.26	1.77	442.50	27	88.52	26.10	2	1.77	2	0
23,578	3	2.10	23	2.12	15.94	2.10	440.00	22.80	83.71	24	2	22.10	2	3
16,361	2	2.48	3	2.49	18.98	2.49	437.50	23.60	85.11	21.80	2	19.95	2	9
11,623	4	2.95	3	3	22.36	2.95	435.00	19	78.01	19.70	2	17.95	2	8
5,254	1	3.42	8	3.52	26.09	3.52	432.50	18.55	77.38	17.70	2	0.31	11	19
9,675	1	4.12	1	4.17	30.14	4.12	430.00	14.90	69.36	15.75	16	14.80	1	115
6,708	1	4.88	7	4.89	34.48	4.89	427.50	13.15	64.99	14.10	2	0.25	4	169
5,427	1	5.73	3	5.74	39.06	5.74	425.00	11.65	60.94	12.85	2	10.95	1	547
3,080	1	6.65	2	6.72	43.82	6.72	422.50	10.10	56.18	10	1	9.10	2	1,197
8,504	54	7.74	2	7.82	48.70	7.82	420.00	8.79	51.30	8.83	1	8.13	1	3,325
2,172	1	8.94	13	9.06	53.63	9.06	417.50	7.53	46.37	7.53	6	7.25	5	4,357
2,238	1	9.56	1	10.45	58.54	10.40	415.00	6.35	41.46	6.35	1	6.12	2	2,768
353	1	11.90	1	11.95	63.34	11.90	412.50	5.41	36.66	5.41	6	5.32	1	2,966
1,156	1	13.25	2	14.50	67.98	13.50	410.00	4.54	32.02	4.54	11	4.45	1	5,738
383	2	14.45	2	16.45	73.06	15.75	407.50	3.77	27.63	3.80	1	3.75	3	4,865
522	1	16.30	1	17.20	76.47	17.20	405.00	3.13	23.53	3.18	1	3.12	1	13,890
109	2	18	2	20.10	80.58	19.65	402.50	2.58	19.77	2.62	8	2.58	8	12,791
157	1	21.10	2	21.25	83.62	21.15	400.00	2.15	16.38	2.15	7	2.12	1	26,635
192	1	23.30	2	24.30	86.63	23.30	397.50	1.79	13.37	1.79	8	1.76	1	12,392

📌 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

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
1303_1324_1342_8949	📉 Entry (Short)	201W7417	8.17	8.35	-0.18

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)
1303_1324_1342_8949	📉 Entry (Short)	201W7417	-3,080	-3,146	-6,226	-45,000
Total					-6,226	-45,000

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)
-45,000	-6,226	❌ -51,226

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.