2025-06-27 Derivatives Futures and Options Insights - 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: 06-27 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.

🧮 (⏱️ 06-27 09:12) 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
3,276	24	1.26	21	1.28	12.62	1.27	437.50	25.30	86.14	24.45	1	23.75	1	0
4,522	10	1.54	16	1.56	15.52	1.55	435.00	21.35	83.72	22.10	1	21.55	1	2
3,346	4	1.89	11	1.91	18.76	1.89	432.50	18.95	79.75	20.10	2	19.35	2	0
4,301	4	2.29	4	2.31	22.39	2.29	430.00	17.10	75.95	18.10	2	16.75	2	6
1,726	1	2.80	4	2.82	26.39	2.81	427.50	15.85	71.77	16.05	2	15.05	2	0
1,397	5	3.38	2	3.41	30.83	3.39	425.00	13.35	67.23	14.20	3	13.30	2	20
476	1	4.08	2	4.13	35.52	4.11	422.50	11.70	63.53	12.25	4	11.60	2	57
1,573	2	4.92	1	4.97	40.51	4.93	420.00	10.30	59.43	10.40	4	10.25	3	241
569	1	5.88	1	5.92	45.73	5.89	417.50	8.80	54.38	8.83	3	8.73	1	358
326	2	6.99	1	7.06	51.35	6.97	415.00	7.39	48.97	7.44	2	7.38	1	976
164	3	8.26	1	8.36	56.27	8.29	412.50	6.21	43.73	6.21	1	6.16	1	817
99	2	9.68	1	11.35	61.96	9.76	410.00	5.11	38.45	5.15	2	5.12	1	1,193
34	3	11.20	2	11.70	70.08	12.50	407.50	4.20	33.42	4.23	1	4.18	6	1,261
36	3	12.90	2	13.45	71.70	13.15	405.00	3.45	28.61	3.47	2	3.45	2	2,762
1	3	14.70	2	15.50	77.50	15.75	402.50	2.81	24.16	2.83	9	2.81	6	5,544
22	3	16.65	11	17.20	81.34	17.75	400.00	2.28	20.08	2.30	6	2.28	6	5,413
10	3	18.75	2	19.30	83.82	19.05	397.50	1.86	16.42	1.87	11	1.85	7	4,586
4	1	20.90	2	21.40	87.84	21.80	395.00	1.51	13.19	1.52	13	1.50	25	2,746
2	1	23.05	2	23.65	90.51	24.95	392.50	1.24	10.46	1.25	36	1.23	32	3,209

📌 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.

📊 (⏱️ 06-27 09:14) 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	417.5	415.7	417.65	415.0	34,106	417.33	0.56	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	416.35	418.5	415.8	85	418.77	1.27	3.69	3096.16	114

📌 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	415.7	417.33	0.56	2.19	-1.63	+1.63
📙 Next Month	416.35	418.77	1.27	3.69	-2.42	+2.42

📌 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: 14 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 09:14, total 14 points) — **As of 06-27 09:14**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 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 415.7, 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

📊 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
3,491	22	1.35	4	1.36	13.18	1.36	437.50	25.30	86.14	24	1	23.45	1	0
4,833	16	1.64	19	1.66	16.36	1.64	435.00	21.35	83.72	21.70	1	21.10	1	2
3,621	10	2	1	2.01	19.52	2.01	432.50	18.95	79.75	19.75	2	18.85	2	0
4,657	7	2.43	4	2.45	23.10	2.45	430.00	17.10	75.95	17.75	2	16.90	2	6
1,977	3	2.95	3	2.97	27.20	2.96	427.50	15.85	71.77	15.90	2	15.15	2	0
1,586	1	3.56	2	3.59	31.83	3.58	425.00	13.35	67.23	13.90	3	13.15	2	20
531	1	4.28	1	4.33	36.43	4.29	422.50	11.70	63.53	11.95	4	11.50	2	57
1,623	2	5.15	2	5.19	41.89	5.17	420.00	9.95	58.54	10	1	9.92	4	255
635	2	6.15	1	6.20	47.10	6.14	417.50	8.64	53.28	8.51	1	8.43	3	371
339	6	7.27	2	7.37	51.95	7.33	415.00	7.14	47.67	7.16	2	7.09	1	1,040
171	3	8.58	1	8.68	57.26	8.62	412.50	6.05	42.62	5.96	2	5.91	2	845
100	6	9.89	2	10.50	62.87	9.94	410.00	4.97	37.53	4.93	2	4.89	2	1,239
34	3	11.45	2	11.90	70.08	12.50	407.50	4.03	32.57	4.05	2	4.03	1	1,381
37	3	13.10	2	13.70	71.57	12.95	405.00	3.29	27.73	3.30	5	3.28	3	3,129
1	3	14.95	2	15.85	77.50	15.75	402.50	2.68	23.34	2.69	3	2.68	1	5,977
22	3	17.05	2	17.60	81.34	17.75	400.00	2.18	19.34	2.18	2	2.17	6	5,799
10	3	19.10	2	19.70	83.82	19.05	397.50	1.77	15.58	1.77	6	1.76	8	4,906
4	1	21.20	2	22.05	87.84	21.80	395.00	1.44	12.48	1.44	8	1.43	10	2,909
2	1	23.45	2	24.10	90.51	24.95	392.50	1.18	9.94	1.19	36	1.17	31	3,352

📌 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.

📊 (⏱️ 06-27 09:15) 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	417.5	415.25	417.65	415.0	35,250	417.01	0.43	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	416.3	418.5	415.8	94	418.51	1.48	3.69	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	415.25	417.01	0.43	2.19	-1.76	+1.76
📙 Next Month	416.3	418.51	1.48	3.69	-2.21	+2.21

📉 KOSPI200 Futures Price Movement Visualization (Total: 15 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 09:15, total 15 points) — **As of 06-27 09:15**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 09:15

📌 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: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ 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
3,752	35	1.25	21	1.27	12.87	1.25	437.50	25.30	86.14	24.35	1	23.55	1	0
5,060	12	1.53	13	1.55	15.75	1.54	435.00	21.35	83.72	22	1	21.40	1	2
3,713	10	1.88	6	1.90	18.98	1.89	432.50	18.95	79.75	19.75	2	19.25	2	0
4,829	3	2.29	4	2.31	22.68	2.30	430.00	17.10	75.95	17.70	2	17.20	2	6
2,036	3	2.80	2	2.82	26.62	2.81	427.50	15.85	71.77	15.65	2	15.15	2	0
1,631	2	3.39	2	3.42	31.17	3.40	425.00	13.35	67.23	13.85	3	13.35	2	20
554	1	4.10	2	4.13	35.91	4.11	422.50	11.70	63.53	12.05	3	11.50	2	57
1,647	1	4.94	4	5	40.92	4.95	420.00	10.20	59.12	10.25	2	10.15	1	258
659	1	5.93	2	5.96	46.11	5.95	417.50	8.69	53.93	8.73	3	8.64	3	382
344	2	7.07	1	7.14	51.65	7.20	415.00	7.27	48.60	7.36	1	7.29	3	1,067
184	3	8.36	2	8.44	56.90	8.48	412.50	6.12	43.35	6.13	1	6.09	3	871
105	3	9.79	3	9.91	62.20	9.94	410.00	5.07	38.14	5.10	1	5.05	2	1,265
34	3	11.20	2	11.70	70.08	12.50	407.50	4.15	33.07	4.20	1	4.14	4	1,461
37	3	12.90	2	13.50	71.57	12.95	405.00	3.43	28.30	3.44	3	3.42	3	3,222
1	3	14.70	2	15.45	77.50	15.75	402.50	2.80	23.86	2.81	8	2.79	5	6,268
24	3	16.75	11	17.30	80.64	17.30	400.00	2.28	19.81	2.29	7	2.27	6	6,003
10	3	18.90	2	19.40	83.82	19.05	397.50	1.86	16.18	1.87	6	1.85	7	5,084
4	1	20.95	2	21.65	87.84	21.80	395.00	1.50	13.02	1.51	16	1.49	14	3,002
2	1	23.30	2	23.80	90.51	24.95	392.50	1.24	10.45	1.25	36	1.23	21	3,405

📌 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.

📊 (⏱️ 06-27 09:16) 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	417.5	415.8	417.65	414.95	36,916	417.33	0.66	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	416.3	418.5	415.8	94	418.51	1.48	3.69	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	415.8	417.33	0.66	2.19	-1.53	+1.53
📙 Next Month	416.3	418.51	1.48	3.69	-2.21	+2.21

📉 KOSPI200 Futures Price Movement Visualization (Total: 16 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 09:16, total 16 points) — **As of 06-27 09:16**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 09:16

📌 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: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market

📊 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
4,029	9	1.32	2	1.33	13.36	1.32	437.50	25.30	86.14	23.85	1	23.45	1	0
5,344	15	1.61	10	1.63	16.16	1.62	435.00	21.35	83.72	21.65	1	21.20	1	2
3,814	10	1.97	8	1.99	19.47	1.97	432.50	18.95	79.75	19.65	3	19.05	3	0
4,972	8	2.40	1	2.43	23.19	2.42	430.00	17.10	75.95	17.70	4	17	3	6
2,195	5	2.92	13	2.95	27.30	2.93	427.50	15.75	73.50	15.65	2	15.05	2	4
1,687	1	3.54	2	3.56	31.77	3.55	425.00	13.35	67.23	13.65	3	13.15	2	20
657	2	4.29	2	4.31	36.55	4.30	422.50	11.70	63.53	11.90	4	11.40	2	57
1,679	2	5.15	1	5.18	41.58	5.16	420.00	9.94	58.13	9.99	3	9.81	1	263
723	3	6.15	1	6.19	46.79	6.17	417.50	8.42	53.21	8.49	3	8.38	2	398
366	4	7.29	1	7.37	52.27	7.32	415.00	7.13	48.01	7.22	7	7.07	1	1,099
194	3	8.61	4	8.72	57.55	8.65	412.50	5.91	42.64	5.95	2	5.87	1	911
175	5	10.05	2	10.20	62.55	10.15	410.00	4.90	37.45	4.94	3	4.88	1	1,314
34	3	11.45	2	11.95	70.08	12.50	407.50	4.05	32.28	4.06	3	4.01	2	1,555
38	2	13.15	1	13.75	72.27	13.55	405.00	3.29	27.73	3.30	1	3.28	3	3,322
1	5	14.80	3	15.55	77.50	15.75	402.50	2.68	23.34	2.69	8	2.68	1	6,575
24	3	17	2	17.50	80.64	17.30	400.00	2.17	19.34	2.17	1	2.16	15	6,430
10	4	19.25	3	19.65	83.82	19.05	397.50	1.77	15.77	1.78	15	1.77	1	5,349
4	2	21.35	3	21.85	87.84	21.80	395.00	1.45	12.64	1.45	8	1.44	4	3,180
2	1	23.60	2	24	90.51	24.95	392.50	1.19	9.96	1.20	23	1.18	37	3,544

📌 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.

🧮 (⏱️ 06-27 09:17) 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
8,311	39	1.18	37	1.20	11.73	1.19	440.00	26.80	88.74	25.45	2	24.75	1	0
4,453	36	1.45	19	1.47	14.61	1.45	437.50	25.30	86.14	22.95	1	22.45	1	0
5,745	18	1.77	16	1.79	17.61	1.79	435.00	21.35	83.72	20.90	1	20.20	1	2
4,017	5	2.15	2	2.17	20.93	2.16	432.50	18.95	79.75	19.15	2	18.20	2	0
5,276	2	2.62	4	2.64	24.80	2.63	430.00	17.10	75.95	16.75	2	16.25	2	6
2,376	4	3.18	3	3.20	29.25	3.18	427.50	15.75	73.50	15.10	2	14.30	2	4
1,848	2	3.84	3	3.87	33.98	3.85	425.00	12.80	67.35	12.95	3	12.45	2	25
821	4	4.62	2	4.66	38.51	4.63	422.50	11.70	63.53	11.15	3	10.70	2	57
1,750	2	5.55	1	5.58	43.60	5.56	420.00	9.24	56.25	9.28	1	9.23	1	288
802	1	6.61	1	6.66	49.07	6.58	417.50	7.82	50.78	7.89	1	7.80	4	415
377	1	7.84	1	7.88	53.68	7.83	415.00	6.55	45.64	6.60	4	6.54	1	1,122
226	1	9.19	2	9.27	59.74	9.24	412.50	5.45	40.26	5.48	1	5.43	3	965
191	2	10.70	2	10.90	63.31	10.25	410.00	4.48	35.38	4.51	3	4.47	3	1,352
36	2	12.40	1	12.65	69.08	12.30	407.50	3.68	30.29	3.70	2	3.66	2	1,639
43	1	14.25	2	14.35	73.78	14.10	405.00	2.99	25.84	3	3	2.98	2	3,511
1	3	15.45	2	16.35	77.50	15.75	402.50	2.42	21.79	2.43	1	2.42	2	7,077
26	4	17.75	1	18.35	81.44	18	400.00	1.97	17.81	1.98	10	1.96	14	6,883
10	3	19.95	1	20.55	83.82	19.05	397.50	1.60	14.43	1.61	15	1.59	27	5,776
5	1	22.25	2	22.80	88.58	22.60	395.00	1.31	11.42	1.31	13	1.30	6	3,398

📌 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.

📊 (⏱️ 06-27 09:37) 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	417.5	418.2	418.25	414.95	60,063	419.8	0.6	2.2	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	419.0	419.0	415.8	120	421.19	1.53	3.72	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	418.2	419.8	0.6	2.2	-1.6	+1.60
📙 Next Month	419.0	421.19	1.53	3.72	-2.19	+2.19

📈 KOSPI200 Futures Price Movement Visualization (Total: 24 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 09:37, total 24 points) — **As of 06-27 09:37**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 09:37

📌 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 418.2, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market

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

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

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
13,380	2	1.28	30	1.29	13.35	1.28	440.00	26.80	88.74	24.05	1	23.45	1	0
6,794	19	1.57	21	1.59	16.26	1.58	437.50	25.30	86.14	21.85	1	1.78	2	0
9,447	4	1.93	5	1.95	19.56	1.94	435.00	21.35	83.72	19.65	2	19.10	2	2
6,856	2	2.36	6	2.38	23.27	2.37	432.50	18.95	79.75	17.85	2	17.05	2	0
9,203	3	2.87	7	2.89	27.36	2.88	430.00	16	74.51	15.75	2	15.05	2	7
3,916	3	3.47	4	3.51	31.81	3.50	427.50	15.75	73.50	13.75	2	12.95	2	4
2,712	4	4.21	2	4.24	36.56	4.22	425.00	11.55	63.70	12.15	3	11.35	1	33
1,596	3	5.04	1	5.10	41.56	5.09	422.50	10.20	59.12	9.97	1	9.52	2	105
2,588	2	6.05	5	6.10	46.46	6.05	420.00	8.47	53.54	8.66	5	8.21	3	557
1,139	3	7.19	1	7.28	51.99	7.25	417.50	7.13	48.29	7.17	2	7.04	2	634
578	1	8.53	2	8.58	57.24	8.55	415.00	5.87	42.76	5.91	3	5.86	2	1,649
319	2	9.69	3	10.10	61.90	9.78	412.50	4.85	37.60	4.87	2	4.83	4	1,419
242	4	11.35	3	11.80	66.82	11.40	410.00	3.98	32.62	3.99	2	3.96	1	1,980
54	3	13.05	10	13.55	71.50	13.05	407.50	3.26	28.14	3.24	1	3.22	1	2,118
89	3	14.95	2	15.35	76.47	15.30	405.00	2.62	23.53	2.62	1	2.61	5	5,099
9	3	16.70	2	17.45	80.58	17.20	402.50	2.11	19.54	2.12	2	2.10	20	9,473
53	3	19	2	19.50	83.87	19.30	400.00	1.72	16.13	1.72	9	1.71	9	8,835
14	2	21.15	2	21.80	86.82	21.05	397.50	1.41	12.97	1.40	18	1.39	4	8,425
15	1	23.35	2	24	89.82	23.45	395.00	1.14	10.26	1.14	6	1.13	35	5,625

📌 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.

📊 (⏱️ 06-27 09:38) 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	417.5	417.75	418.25	414.95	60,624	419.82	0.13	2.2	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	419.0	419.0	415.8	120	421.19	1.53	3.72	3096.16	114

✅ 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	419.82	0.13	2.2	-2.07	+2.07
📙 Next Month	419.0	421.19	1.53	3.72	-2.19	+2.19

📈 KOSPI200 Futures Price Movement Visualization (Total: 25 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 09:38, total 25 points) — **As of 06-27 09:38**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 09:38

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 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
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	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
13,511	6	1.23	32	1.24	13.38	1.23	440.00	26.80	88.74	24	1	23.55	1	0
6,814	23	1.51	19	1.53	16.01	1.53	437.50	25.30	86.14	22.05	1	21.30	1	0
9,562	6	1.86	6	1.87	19.59	1.86	435.00	21.35	83.72	19.70	2	19.30	2	2
6,920	6	2.28	8	2.29	23.30	2.28	432.50	18.95	79.75	17.70	2	17.05	2	0
9,321	7	2.78	5	2.80	27.40	2.79	430.00	16	74.51	15.75	2	15.15	2	7
3,938	1	3.38	4	3.41	31.69	3.39	427.50	15.75	73.50	13.65	2	13.25	2	4
2,770	2	4.09	4	4.14	36.44	4.11	425.00	11.55	63.70	11.90	3	11.50	2	33
1,599	1	4.93	1	4.97	41.54	4.97	422.50	10.05	58.30	10.15	1	10.05	2	109
2,612	2	5.91	3	6	46.77	5.92	420.00	8.57	53.67	8.64	1	8.57	1	563
1,140	1	7.04	1	7.10	51.86	7.13	417.50	7.19	48.20	7.27	1	7.23	1	641
582	1	8.33	1	8.41	57.39	8.42	415.00	6.06	42.72	6.06	1	6.03	1	1,664
319	3	9.77	3	9.87	61.90	9.78	412.50	4.97	37.98	5.01	2	4.96	1	1,432
242	3	11.35	3	11.70	66.82	11.40	410.00	4.05	32.49	4.11	1	4.07	2	1,989
54	3	13.05	2	13.40	71.50	13.05	407.50	3.32	27.87	3.35	2	3.32	2	2,145
89	3	14.95	2	15.25	76.47	15.30	405.00	2.69	23.84	2.71	1	2.70	4	5,129
9	1	16.95	2	17.35	80.58	17.20	402.50	2.17	19.67	2.20	5	2.18	4	9,486
53	3	18.95	3	19.45	83.87	19.30	400.00	1.78	15.94	1.78	3	1.77	15	8,938
14	1	21.20	1	21.55	86.82	21.05	397.50	1.42	12.82	1.45	27	1.43	24	8,524
15	1	23.30	2	23.70	89.82	23.45	395.00	1.18	10.12	1.19	19	1.17	35	5,760

📌 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.

🧮 (⏱️ 06-27 10:00) 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.

📊 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
8,423	23	1.17	29	1.19	12.61	1.17	437.50	25.30	86.14	24.20	1	23.75	1	0
13,258	7	1.46	4	1.47	15.77	1.47	435.00	21.35	83.79	21.90	1	21.55	1	7
9,201	13	1.80	11	1.82	19.04	1.81	432.50	18.60	79.30	19.85	2	19.30	2	4
13,367	6	2.22	6	2.24	22.71	2.23	430.00	16	74.51	17.75	2	17.35	2	7
4,472	5	2.71	3	2.74	26.78	2.73	427.50	15.75	73.50	15.70	2	15.30	2	4
3,726	3	3.33	2	3.35	31.21	3.34	425.00	13.30	68.38	13.85	3	13.40	2	38
1,884	2	4.03	1	4.07	35.95	4.05	422.50	11.75	64.01	12.10	4	11.55	2	129
3,669	4	4.88	3	4.93	40.96	4.90	420.00	10.15	59.60	10.20	1	10.05	1	714
1,390	1	5.86	1	5.92	46.15	5.89	417.50	8.65	54.02	8.66	1	8.56	3	874
773	1	7	3	7.07	51.27	7	415.00	7.29	48.73	7.30	4	7.22	2	2,148
416	4	8.28	1	8.36	56.17	8.31	412.50	6.07	43.83	6.07	2	6.03	2	1,801
290	2	9.70	3	9.84	61.94	9.79	410.00	5.07	38.22	5.04	3	4.99	1	2,645
65	3	11.15	2	11.60	68.89	12.10	407.50	4.12	33.03	4.14	1	4.10	1	2,587
131	3	12.85	2	13.25	71.70	12.95	405.00	3.36	28.27	3.37	2	3.36	1	6,904
11	3	14.75	2	15.15	76.73	14.95	402.50	2.74	23.83	2.75	6	2.73	5	11,410
68	3	16.70	2	17.10	80.19	16.80	400.00	2.24	20.18	2.23	4	2.22	6	12,305
23	4	18.70	2	19.20	85.09	19.75	397.50	1.81	16.16	1.82	13	1.80	17	11,420
51	1	20.90	2	21.40	88.82	22.60	395.00	1.49	13.07	1.48	15	1.47	10	7,806
2	2	23.10	2	23.55	90.51	24.95	392.50	1.22	10.51	1.22	17	1.21	14	6,744

📌 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.

📊 (⏱️ 06-27 10:05) 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	417.5	415.7	418.25	414.95	83,233	417.18	0.71	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	416.4	419.0	415.8	131	418.58	1.51	3.69	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	415.7	417.18	0.71	2.19	-1.48	+1.48
📙 Next Month	416.4	418.58	1.51	3.69	-2.18	+2.18

📉 KOSPI200 Futures Price Movement Visualization (Total: 33 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 10:05, total 33 points) — **As of 06-27 10:05**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 10:05

📌 Chart Interpretation:

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

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

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ 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
8,672	30	1.22	29	1.24	13.23	1.23	437.50	25.30	86.14	23.90	1	23.40	1	0
13,872	17	1.51	27	1.53	16.13	1.51	435.00	21.85	84.47	21.70	1	21.15	1	8
9,664	5	1.87	4	1.88	19.44	1.87	432.50	18.60	79.30	19.55	2	19	2	4
13,803	2	2.30	9	2.32	23.05	2.30	430.00	16	74.51	17.55	2	17.05	2	7
4,571	2	2.82	1	2.83	26.97	2.83	427.50	15.75	73.50	15.60	2	14.85	2	4
3,903	2	3.43	3	3.45	31.60	3.44	425.00	13.30	68.38	13.65	3	13.20	2	38
1,927	3	4.16	3	4.20	36.37	4.19	422.50	11.95	64.50	11.95	5	11.45	1	130
3,792	1	5.02	4	5.06	41.19	5.05	420.00	9.99	58.98	9.95	3	9.84	1	720
1,451	1	6.03	1	6.08	46.36	5.91	417.50	8.46	53.83	8.41	1	8.35	3	894
821	1	7.16	1	7.22	51.67	7.20	415.00	7.06	48.12	7.08	1	7.02	1	2,218
432	1	8.48	4	8.57	56.52	8.33	412.50	5.91	43.16	5.90	1	5.84	5	1,840
305	2	9.91	1	10.30	61.35	9.63	410.00	4.84	37.84	4.88	3	4.84	1	2,792
65	3	11.25	2	11.80	68.89	12.10	407.50	4.01	32.82	4.01	3	3.97	2	2,648
135	3	13.05	2	13.45	71.93	13.25	405.00	3.24	27.89	3.26	5	3.24	2	7,283
11	3	14.95	2	15.45	76.73	14.95	402.50	2.64	23.37	2.65	6	2.64	2	11,967
71	3	17.15	2	17.40	80.22	17.10	400.00	2.14	19.62	2.15	8	2.14	5	13,090
23	3	19.15	2	19.65	85.09	19.75	397.50	1.74	16.02	1.75	19	1.74	5	12,164
51	1	21.20	1	21.65	88.82	22.60	395.00	1.42	12.74	1.43	30	1.41	37	8,534
2	1	23.45	2	23.95	90.51	24.95	392.50	1.17	10.05	1.18	36	1.16	36	7,189

📌 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.

📊 (⏱️ 06-27 10:09) 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	417.5	415.25	418.25	414.95	85,648	417.11	0.33	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	416.5	419.0	415.8	133	418.83	1.36	3.69	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	415.25	417.11	0.33	2.19	-1.86	+1.86
📙 Next Month	416.5	418.83	1.36	3.69	-2.33	+2.33

📉 KOSPI200 Futures Price Movement Visualization (Total: 34 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 10:09, total 34 points) — **As of 06-27 10:09**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 10:09

📌 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: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market

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

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

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
8,820	2	1.19	22	1.20	13.06	1.20	437.50	25.30	86.14	24.05	1	23.75	1	0
14,407	8	1.47	8	1.48	15.94	1.49	435.00	21.85	84.47	21.85	1	21.40	1	8
9,887	12	1.81	9	1.83	19.23	1.83	432.50	18.60	79.30	19.60	2	19.20	2	4
14,148	9	2.23	4	2.25	22.87	2.24	430.00	16	74.51	17.80	2	17.20	2	7
4,714	3	2.73	3	2.75	26.92	2.74	427.50	15.75	73.50	15.60	2	15.10	2	4
4,006	1	3.32	3	3.36	31.36	3.33	425.00	13.55	68.61	13.65	2	13.30	2	40
1,984	1	4.03	4	4.08	36.21	4.07	422.50	11.45	63.43	11.95	3	11.45	3	131
3,930	1	4.89	5	5	41.13	4.90	420.00	10	58.69	10.15	1	10.05	7	734
1,528	1	5.88	2	5.92	46.32	5.88	417.50	8.64	53.68	8.66	1	8.57	1	952
878	1	6.99	2	7.04	51.71	7.03	415.00	7.24	48.29	7.27	1	7.19	4	2,299
599	1	8.29	2	8.35	56.96	8.35	412.50	6.03	43.00	6.07	1	6.03	1	1,883
307	3	9.67	3	9.86	62.14	9.79	410.00	4.99	37.86	5.02	2	4.98	2	2,852
65	2	11	2	11.65	68.89	12.10	407.50	4.11	32.88	4.12	1	4.01	6	2,691
135	3	13.05	2	13.30	71.93	13.25	405.00	3.35	28.09	3.37	2	3.34	2	7,481
11	4	14.65	2	15.25	76.73	14.95	402.50	2.73	23.70	2.73	1	2.72	4	12,222
74	3	16.85	2	17.25	80.41	17.05	400.00	2.21	19.66	2.22	8	2.20	6	13,371
23	1	19	2	19.35	85.09	19.75	397.50	1.78	16.02	1.80	7	1.79	14	12,565
51	1	21.05	2	21.45	88.82	22.60	395.00	1.46	12.89	1.47	14	1.45	27	8,787
2	1	23.35	2	23.80	90.51	24.95	392.50	1.20	10.15	1.21	28	1.20	7	7,339

📌 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.

📊 (⏱️ 06-27 10:19) 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	417.5	415.75	418.25	414.5	93,083	417.17	0.77	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	416.25	419.0	415.35	141	418.65	1.29	3.69	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	415.75	417.17	0.77	2.19	-1.42	+1.42
📙 Next Month	416.25	418.65	1.29	3.69	-2.4	+2.40

📉 KOSPI200 Futures Price Movement Visualization (Total: 39 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 10:19, total 39 points) — **As of 06-27 10:19**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 10:19

📌 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: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 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
9,521	8	1.20	24	1.21	13.07	1.19	437.50	24.30	87.58	23.75	1	23.35	1	1
15,802	5	1.49	7	1.50	15.95	1.50	435.00	21.65	84.47	21.70	2	20.95	1	9
10,888	7	1.84	1	1.85	19.24	1.85	432.50	18.60	79.30	19.50	2	19	2	4
15,160	5	2.27	4	2.29	23.10	2.27	430.00	16	74.51	17.55	2	16.90	2	7
5,157	2	2.79	3	2.81	27.02	2.80	427.50	15.40	74.04	15.65	2	14.90	2	5
4,552	1	3.41	1	3.43	31.47	3.39	425.00	13.95	69.34	13.50	3	13	2	44
2,131	2	4.14	1	4.17	36.49	4.11	422.50	11.80	64.64	11.70	4	11.35	2	153
4,295	2	5.02	2	5.05	41.25	5.04	420.00	9.80	58.75	9.84	3	9.73	2	783
1,787	3	6.03	2	6.07	46.66	6.03	417.50	8.52	53.45	8.38	1	8.27	1	1,035
1,053	1	7.20	1	7.24	51.74	7.17	415.00	6.99	48.26	7.07	3	6.96	3	2,512
661	6	8.45	2	8.57	57.19	8.42	412.50	5.83	42.97	5.85	1	5.79	6	2,001
339	2	9.92	1	10.10	62.42	9.99	410.00	4.92	37.60	4.86	2	4.80	2	3,138
79	3	11.40	2	11.85	65.92	11.25	407.50	3.94	32.76	3.97	3	3.93	1	2,998
155	4	12.95	2	13.50	72.11	13.15	405.00	3.22	28.01	3.23	3	3.21	1	8,157
16	4	14.80	2	15.45	75.10	14.70	402.50	2.62	23.60	2.63	1	2.61	5	13,639
78	3	16.90	2	17.55	80.57	17.30	400.00	2.13	19.58	2.13	1	2.12	12	14,844
23	3	19.15	2	19.60	85.09	19.75	397.50	1.73	15.98	1.73	1	1.72	19	14,120
53	1	21.35	3	21.90	86.38	20.80	395.00	1.41	12.82	1.42	4	1.40	21	10,461
2	1	23.45	2	24.50	90.51	24.95	392.50	1.17	10.02	1.17	12	1.16	6	8,031

📌 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.

📊 (⏱️ 06-27 10:30) 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	417.5	415.3	418.25	414.5	97,550	417.17	0.32	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	416.65	419.0	415.35	147	418.8	1.54	3.69	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	415.3	417.17	0.32	2.19	-1.87	+1.87
📙 Next Month	416.65	418.8	1.54	3.69	-2.15	+2.15

📉 KOSPI200 Futures Price Movement Visualization (Total: 40 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 10:30, total 40 points) — **As of 06-27 10:30**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 10:30

📌 Chart Interpretation:

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

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

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ 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
9,869	3	1.13	23	1.15	13.07	1.14	437.50	23.45	86.78	23.95	1	23.50	1	2
16,485	28	1.41	3	1.42	16.03	1.42	435.00	21.05	83.63	21.70	1	21.35	1	10
11,238	13	1.74	9	1.75	19.24	1.75	432.50	18.60	79.30	19.60	2	19.20	2	4
15,725	3	2.16	4	2.18	23.03	2.17	430.00	16	74.51	17.55	2	17	2	7
5,386	3	2.65	5	2.68	27.02	2.66	427.50	15.40	74.04	15.50	2	15	2	5
4,924	2	3.25	3	3.28	31.85	3.27	425.00	12.95	67.64	13.75	3	13.10	2	45
2,225	1	3.96	2	3.99	36.45	3.99	422.50	11.60	63.43	11.80	3	11.50	2	160
4,440	1	4.81	4	4.91	41.25	4.83	420.00	9.99	58.62	10.10	2	9.97	2	881
1,913	2	5.79	2	5.83	46.45	5.80	417.50	8.53	53.55	8.54	1	8.46	2	1,084
1,103	1	6.94	1	7	51.97	6.98	415.00	7.11	48.03	7.18	1	7.08	5	2,602
672	1	8.24	3	8.32	56.94	8.38	412.50	5.97	42.97	5.99	1	5.93	2	2,110
362	1	9.69	3	9.79	62.42	9.79	410.00	4.93	37.78	4.95	1	4.90	2	3,262
79	3	11.20	2	11.65	65.92	11.25	407.50	4.04	32.76	4.05	1	3.96	7	3,132
165	3	13	2	13.40	72.18	13.15	405.00	3.31	28.01	3.32	2	3.28	2	8,413
52	7	14.90	2	15.35	76.56	15.05	402.50	2.67	23.60	2.68	4	2.66	5	14,249
78	1	16.90	2	17.30	80.57	17.30	400.00	2.16	19.28	2.18	5	2.17	7	15,316
24	4	18.95	3	19.35	84.36	19.50	397.50	1.77	15.98	1.77	7	1.76	25	14,718
57	1	21.05	2	21.60	87.55	21.75	395.00	1.44	12.60	1.45	36	1.43	30	11,103
2	1	23.35	2	23.85	90.51	24.95	392.50	1.18	9.93	1.19	9	1.18	31	8,300

📌 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.

📊 (⏱️ 06-27 10:48) 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	417.5	415.75	418.25	414.45	105,898	417.01	0.93	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	416.1	419.0	415.35	160	418.07	1.71	3.68	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	415.75	417.01	0.93	2.19	-1.26	+1.26
📙 Next Month	416.1	418.07	1.71	3.68	-1.97	+1.97

📉 KOSPI200 Futures Price Movement Visualization (Total: 47 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 10:48, total 47 points) — **As of 06-27 10:48**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 10:48

📌 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: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ Neutral Market
26	10:16	10:31	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
27	10:18	10:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
28	10:19	10:34	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
29	10:28	10:43	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
30	10:30	10:45	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
31	10:31	10:46	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
32	10:33	10:48	Now: 6 signals / Last 3 windows total: 18	⚖️ 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
10,529	38	1.20	27	1.22	13.07	1.20	437.50	23.45	86.78	23.65	1	23.35	1	2
17,954	9	1.49	17	1.50	15.95	1.49	435.00	21.05	83.63	21.45	1	21.15	1	10
12,569	3	1.84	9	1.85	19.24	1.85	432.50	18.60	79.30	19.25	2	18.95	2	4
16,730	6	2.26	6	2.28	22.94	2.27	430.00	16	74.51	17.40	2	16.80	2	7
5,927	1	2.77	3	2.79	26.81	2.77	427.50	15.40	74.04	15.50	2	14.80	2	5
5,422	1	3.39	3	3.41	31.47	3.40	425.00	13.15	68.53	13.45	3	13	2	51
2,370	1	4.12	2	4.15	36.23	4.14	422.50	11.60	64.38	11.75	5	11.35	1	178
4,809	2	4.99	2	5.02	41.25	5	420.00	9.81	58.77	9.82	2	9.74	1	966
2,143	1	6	3	6.05	45.75	5.93	417.50	8.30	53.81	8.33	1	8.24	3	1,205
1,229	1	7.14	4	7.24	51.71	7.13	415.00	6.95	48.26	7.02	5	6.90	5	2,860
725	1	8.44	1	8.54	56.19	8.40	412.50	5.78	42.97	5.81	1	5.77	2	2,246
441	1	9.97	2	10.05	62.22	9.99	410.00	4.80	37.80	4.79	2	4.75	2	3,561
113	3	11.40	2	11.75	65.98	11.10	407.50	3.95	33.11	3.92	1	3.87	4	3,318
169	3	13	2	13.60	70.42	12.55	405.00	3.16	28.01	3.19	1	3.17	2	8,838
64	3	15	2	15.35	76.00	15.05	402.50	2.58	23.60	2.59	6	2.58	2	15,432
80	3	16.95	1	17.35	80.48	16.80	400.00	2.08	19.58	2.10	7	2.09	4	16,726
24	3	18.95	2	19.55	84.36	19.50	397.50	1.70	15.98	1.71	26	1.70	2	16,072
59	1	21.30	2	21.80	86.77	21.45	395.00	1.38	12.82	1.39	34	1.38	2	12,311
110	1	23.55	2	24.05	89.49	23.20	392.50	1.14	10.20	1.14	5	1.13	44	9,019

📌 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.

📊 (⏱️ 06-27 10:55) 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	417.5	415.3	418.25	414.45	108,600	416.98	0.51	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	416.4	419.0	415.35	162	418.43	1.66	3.69	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	415.3	416.98	0.51	2.19	-1.68	+1.68
📙 Next Month	416.4	418.43	1.66	3.69	-2.03	+2.03

📉 KOSPI200 Futures Price Movement Visualization (Total: 48 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 10:55, total 48 points) — **As of 06-27 10:55**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 10:55

📌 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: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ Neutral Market
26	10:16	10:31	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
27	10:18	10:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
28	10:19	10:34	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
29	10:28	10:43	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
30	10:30	10:45	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
31	10:31	10:46	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
32	10:33	10:48	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
33	10:40	10:55	Now: 5 signals / Last 3 windows total: 17	⚖️ 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
10,854	28	1.14	1	1.15	12.86	1.15	437.50	23.45	86.78	23.85	1	23.55	1	2
18,542	35	1.41	16	1.43	15.71	1.42	435.00	21.05	83.63	21.65	1	21.35	1	10
12,967	1	1.76	9	1.77	18.96	1.76	432.50	18.60	79.30	19.45	2	19.20	2	4
17,145	1	2.17	4	2.18	22.63	2.17	430.00	16	74.51	17.40	2	16.95	2	7
6,115	3	2.65	3	2.68	26.69	2.66	427.50	15.40	74.04	15.40	2	15	2	5
5,589	3	3.25	4	3.28	31.15	3.27	425.00	13.35	68.81	13.45	1	13.10	2	52
2,418	2	3.96	4	4.02	36.09	4.05	422.50	11.45	63.63	11.75	3	11.30	4	180
4,903	5	4.81	6	4.91	40.86	4.81	420.00	9.87	58.89	10.10	8	9.89	2	994
2,257	3	5.79	1	5.86	46.83	6.02	417.50	8.49	53.96	8.50	1	8.37	3	1,274
1,254	2	6.94	5	7.06	51.78	7.06	415.00	7.14	48.67	7.15	1	7.06	4	2,914
734	2	8.23	3	8.35	56.80	8.35	412.50	5.94	43.37	5.94	1	5.90	1	2,276
457	2	9.66	1	9.83	62.00	9.79	410.00	4.88	38.16	4.90	2	4.86	1	3,625
114	1	11.30	2	11.65	66.95	11.40	407.50	4.01	33.13	4.01	3	3.90	7	3,393
171	3	13	2	13.20	71.84	13.40	405.00	3.27	28.36	3.28	1	3.25	3	8,951
64	3	14.80	2	15.25	76.00	15.05	402.50	2.66	23.91	2.66	2	2.65	6	15,745
81	1	16.95	2	17.30	80.22	17.35	400.00	2.15	19.86	2.15	6	2.14	6	17,012
24	3	18.95	2	19.30	84.36	19.50	397.50	1.75	16.22	1.75	2	1.74	17	16,486
59	1	21.10	2	21.60	86.77	21.45	395.00	1.42	13.04	1.43	15	1.41	18	12,746
110	1	23.35	2	23.85	89.49	23.20	392.50	1.14	10.13	1.17	50	1.15	43	9,226

📌 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.

📊 (⏱️ 06-27 11:18) 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	417.5	415.75	418.25	414.45	117,457	416.93	1.01	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	416.3	419.0	415.35	173	418.15	1.83	3.68	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	415.75	416.93	1.01	2.19	-1.18	+1.18
📙 Next Month	416.3	418.15	1.83	3.68	-1.85	+1.85

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

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 11:18, total 51 points) — **As of 06-27 11:18**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 11:18

📌 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: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ Neutral Market
26	10:16	10:31	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
27	10:18	10:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
28	10:19	10:34	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
29	10:28	10:43	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
30	10:30	10:45	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
31	10:31	10:46	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
32	10:33	10:48	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
33	10:40	10:55	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
34	10:41	10:56	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
35	10:46	11:01	Now: 5 signals / Last 3 windows total: 16	⚖️ Neutral Market
36	11:03	11:18	Now: 1 signals / Last 3 windows total: 12	⚖️ Neutral Market

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

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

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
11,387	30	1.18	32	1.20	12.64	1.19	437.50	23.45	86.78	23.80	1	23.35	1	2
19,656	10	1.47	18	1.49	15.64	1.48	435.00	21.05	83.63	21.55	1	21.20	1	10
14,045	11	1.81	6	1.82	18.79	1.80	432.50	18.60	79.30	19.45	2	19.10	2	4
17,918	4	2.25	1	2.26	22.55	2.26	430.00	16	74.51	17.40	2	16.85	2	7
6,506	1	2.75	2	2.77	26.60	2.77	427.50	15.40	74.04	15.60	2	14.90	2	5
5,957	2	3.35	8	3.37	31.02	3.37	425.00	13.15	68.98	13.60	3	12.95	1	60
2,521	1	4.08	2	4.12	35.76	4.11	422.50	11.70	64.32	11.70	5	11.35	2	186
5,106	4	4.91	5	4.97	40.75	4.96	420.00	9.76	59.25	9.85	2	9.76	4	1,095
2,447	3	5.92	5	5.97	45.62	5.92	417.50	8.31	54.38	8.36	3	8.23	3	1,370
1,359	1	7.06	4	7.14	50.91	7.09	415.00	6.93	48.77	7.02	5	6.90	1	3,106
834	1	8.36	1	8.45	56.38	8.38	412.50	5.76	43.48	5.80	2	5.75	2	2,466
497	2	9.83	3	9.95	61.57	9.81	410.00	4.76	38.26	4.81	3	4.75	2	3,861
116	3	11.25	2	11.75	66.17	11	407.50	3.89	33.23	3.92	1	3.87	8	3,565
196	3	12.95	2	13.40	71.06	13.15	405.00	3.15	28.45	3.17	2	3.15	1	9,352
68	3	14.85	2	15.35	75.47	14.80	402.50	2.56	24.00	2.57	4	2.56	2	16,742
82	3	16.75	2	17.30	80.00	16.95	400.00	2.07	19.93	2.08	6	2.07	5	18,031
29	3	19.05	2	19.40	83.63	19	397.50	1.68	16.29	1.69	8	1.67	4	17,530
59	1	21.05	2	21.60	86.77	21.45	395.00	1.36	13.09	1.37	1	1.36	34	14,157
110	1	23.20	2	23.90	89.49	23.20	392.50	1.12	10.34	1.13	15	1.12	5	9,689

📌 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.

📊 (⏱️ 06-27 11:22) 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	417.5	415.35	418.25	414.45	120,886	417.11	0.43	2.19	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	417.0	419.0	415.35	177	419.0	1.69	3.69	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	415.35	417.11	0.43	2.19	-1.76	+1.76
📙 Next Month	417.0	419.0	1.69	3.69	-2.0	+2.00

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

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 11:22, total 54 points) — **As of 06-27 11:22**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 11:22

📌 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: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ Neutral Market
26	10:16	10:31	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
27	10:18	10:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
28	10:19	10:34	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
29	10:28	10:43	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
30	10:30	10:45	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
31	10:31	10:46	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
32	10:33	10:48	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
33	10:40	10:55	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
34	10:41	10:56	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
35	10:46	11:01	Now: 5 signals / Last 3 windows total: 16	⚖️ Neutral Market
36	11:03	11:18	Now: 1 signals / Last 3 windows total: 12	⚖️ Neutral Market
37	11:04	11:19	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
38	11:06	11:21	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
39	11:07	11:22	Now: 4 signals / Last 3 windows total: 9	🧊 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
11,844	37	1.14	14	1.15	12.94	1.15	437.50	23.45	86.78	23.85	1	23.40	1	2
20,086	1	1.42	25	1.43	15.88	1.42	435.00	21.05	83.63	21.75	1	21.20	1	10
14,401	12	1.75	11	1.76	19.15	1.76	432.50	18.60	79.30	19.50	2	19	2	4
18,541	7	2.16	6	2.18	22.84	2.17	430.00	16	74.51	17.40	2	16.75	2	7
6,739	2	2.65	4	2.68	26.99	2.68	427.50	15.40	74.04	15.45	2	14.75	2	5
6,147	2	3.25	2	3.28	31.51	3.33	425.00	12.75	68.02	13.45	3	13	2	62
2,554	1	3.96	3	4.01	36.19	3.97	422.50	11	63.23	11.65	3	11.15	3	191
5,175	3	4.81	4	4.90	41.04	4.84	420.00	9.85	58.46	10	5	9.90	1	1,145
2,488	1	5.80	2	5.85	46.43	5.95	417.50	8.31	53.51	8.48	4	8.33	5	1,403
1,392	2	6.94	2	7.01	51.52	6.98	415.00	7.05	48.48	7.08	1	7.03	3	3,154
848	3	8.22	5	8.64	57.05	8.26	412.50	5.87	43.10	5.90	2	5.85	2	2,503
502	4	9.67	1	9.81	63.15	10.05	410.00	4.80	37.70	4.86	2	4.82	2	3,927
120	1	11.30	2	11.80	67.73	11.85	407.50	3.96	32.88	3.98	1	3.90	10	3,602
200	3	13	2	13.50	71.64	13.15	405.00	3.22	28.00	3.25	4	3.21	2	9,458
68	3	14.85	2	15.40	75.47	14.80	402.50	2.61	23.93	2.62	1	2.61	6	17,104
82	3	16.90	2	17.65	80.00	16.95	400.00	2.12	19.77	2.13	10	2.11	12	18,424
30	3	18.95	2	19.45	84.09	19.30	397.50	1.72	16.09	1.72	12	1.71	11	18,010
60	1	21.05	2	21.95	86.93	21.65	395.00	1.39	12.96	1.40	26	1.38	27	14,455
110	1	23.35	2	23.90	89.49	23.20	392.50	1.14	10.10	1.15	45	1.13	47	9,797

📌 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.

🧮 (⏱️ 06-27 12:13) 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
24,966	30	1.11	3	1.12	12.65	1.11	435.00	21.05	83.63	23.75	1	23.40	1	10
18,303	9	1.40	10	1.41	15.48	1.40	432.50	20.80	83.40	21.60	2	20.90	1	6
22,526	2	1.75	3	1.76	18.73	1.75	430.00	18.80	80.41	19.30	2	19	2	13
10,018	1	2.18	4	2.19	22.39	2.17	427.50	16.85	76.91	17.25	2	16.85	2	6
8,098	3	2.69	1	2.70	26.43	2.69	425.00	14.85	72.54	15.30	3	14.80	2	63
3,067	2	3.30	1	3.34	30.88	3.31	422.50	13.25	69.12	13.45	3	13	2	202
6,453	3	4.04	7	4.10	35.42	4.06	420.00	11.20	63.23	11.55	2	11.15	3	1,225
2,879	4	4.91	2	4.98	40.98	5	417.50	9.70	58.33	9.89	3	9.78	3	1,591
1,931	3	5.94	1	5.99	45.88	5.96	415.00	8.37	54.12	8.40	1	8.32	4	3,567
1,389	3	7.11	2	7.21	51.12	7.16	412.50	7.05	49.03	7.09	1	7.01	1	2,819
658	4	8.44	1	8.55	56.30	8.48	410.00	5.88	43.53	5.93	3	5.86	1	4,585
132	4	9.91	2	10.35	63.80	10.25	407.50	4.85	38.29	4.93	4	4.86	1	3,970
222	1	11.55	2	11.95	69.16	12.20	405.00	4.03	33.22	4.06	2	4.03	2	10,462
70	3	13.30	2	13.65	73.10	13.90	402.50	3.34	28.35	3.34	4	3.32	3	20,739
94	3	15.15	2	15.55	76.77	15.45	400.00	2.72	23.94	2.73	1	2.72	5	22,735
30	3	17.05	2	17.60	84.09	19.30	397.50	2.23	19.85	2.24	4	2.22	6	21,518
64	2	19.20	3	20.10	84.20	19.45	395.00	1.83	16.17	1.83	2	1.82	7	19,631
110	1	21.40	2	21.80	89.49	23.20	392.50	1.51	12.96	1.51	11	1.50	14	12,434
0	1	23.65	2	24.10	92.68	25.70	390.00	1.25	10.22	1.25	22	1.24	13	16,362

📌 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.

📊 (⏱️ 06-27 12:14) 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	417.5	413.05	418.25	413.05	142,652	414.42	0.8	2.17	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	413.95	419.0	413.9	229	416.34	1.27	3.66	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.05	414.42	0.8	2.17	-1.37	+1.37
📙 Next Month	413.95	416.34	1.27	3.66	-2.39	+2.39

📉 KOSPI200 Futures Price Movement Visualization (Total: 63 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 12:14, total 63 points) — **As of 06-27 12:14**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 12:14

📌 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 413.05, 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
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ Neutral Market
26	10:16	10:31	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
27	10:18	10:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
28	10:19	10:34	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
29	10:28	10:43	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
30	10:30	10:45	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
31	10:31	10:46	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
32	10:33	10:48	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
33	10:40	10:55	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
34	10:41	10:56	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
35	10:46	11:01	Now: 5 signals / Last 3 windows total: 16	⚖️ Neutral Market
36	11:03	11:18	Now: 1 signals / Last 3 windows total: 12	⚖️ Neutral Market
37	11:04	11:19	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
38	11:06	11:21	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
39	11:07	11:22	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
40	11:09	11:24	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
41	11:14	11:29	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	11:15	11:30	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
43	11:18	11:33	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
44	11:19	11:34	Now: 8 signals / Last 3 windows total: 23	🔥 Fast Market
45	11:20	11:35	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
46	11:35	11:50	Now: 2 signals / Last 3 windows total: 18	⚖️ Neutral Market
47	11:54	12:09	Now: 1 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	11:59	12:14	Now: 2 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
24,969	13	1.11	13	1.12	12.60	1.11	435.00	21.05	83.63	23.75	1	23.40	1	10
18,322	21	1.39	16	1.41	15.34	1.40	432.50	20.80	83.40	21.55	1	21.05	1	6
22,532	10	1.74	2	1.75	18.67	1.75	430.00	18.80	80.41	19.30	2	19	2	13
10,021	1	2.17	4	2.18	22.23	2.18	427.50	16.85	76.91	17.25	2	16.85	2	6
8,112	4	2.68	3	2.70	26.38	2.69	425.00	14.85	72.54	15.30	3	14.90	2	63
3,067	1	3.30	3	3.34	30.88	3.31	422.50	13.25	69.12	13.45	3	13	2	202
6,487	2	4.03	2	4.08	35.44	4.06	420.00	11.20	63.23	11.55	2	11.15	3	1,225
2,880	1	4.91	1	4.98	40.50	4.95	417.50	9.70	58.33	9.90	1	9.82	3	1,591
1,931	3	5.93	1	5.98	45.88	5.96	415.00	8.37	54.12	8.46	1	8.36	4	3,567
1,389	3	7.11	1	7.18	51.12	7.16	412.50	7.10	48.76	7.12	1	7.05	4	2,820
658	1	8.44	1	8.53	56.30	8.48	410.00	5.93	43.55	5.97	1	5.90	2	4,587
132	4	9.91	2	10.35	63.80	10.25	407.50	4.85	38.29	4.95	1	4.87	4	3,970
222	1	11.55	2	11.95	69.16	12.20	405.00	4.08	33.12	4.08	2	4.06	3	10,469
70	3	13.30	2	13.65	73.10	13.90	402.50	3.35	28.43	3.37	4	3.35	3	20,750
94	3	15.15	2	15.55	76.77	15.45	400.00	2.76	23.85	2.77	5	2.75	8	22,757
30	3	17.05	2	17.60	84.09	19.30	397.50	2.26	19.78	2.27	5	2.26	2	21,526
64	2	19.20	3	20.10	84.20	19.45	395.00	1.85	16.13	1.86	10	1.84	13	19,650
110	1	21.40	2	21.80	89.49	23.20	392.50	1.52	13.06	1.53	6	1.52	15	12,441
0	1	23.65	2	24.10	92.68	25.70	390.00	1.26	10.25	1.27	70	1.26	6	16,378

📌 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.

📊 (⏱️ 06-27 12:40) 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	417.5	413.05	418.25	412.4	151,052	414.2	1.02	2.17	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	413.75	419.0	413.45	239	415.5	1.9	3.65	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.05	414.2	1.02	2.17	-1.15	+1.15
📙 Next Month	413.75	415.5	1.9	3.65	-1.75	+1.75

📉 KOSPI200 Futures Price Movement Visualization (Total: 65 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 12:40, total 65 points) — **As of 06-27 12:40**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 12:40

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 413.05, 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
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ Neutral Market
26	10:16	10:31	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
27	10:18	10:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
28	10:19	10:34	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
29	10:28	10:43	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
30	10:30	10:45	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
31	10:31	10:46	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
32	10:33	10:48	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
33	10:40	10:55	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
34	10:41	10:56	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
35	10:46	11:01	Now: 5 signals / Last 3 windows total: 16	⚖️ Neutral Market
36	11:03	11:18	Now: 1 signals / Last 3 windows total: 12	⚖️ Neutral Market
37	11:04	11:19	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
38	11:06	11:21	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
39	11:07	11:22	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
40	11:09	11:24	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
41	11:14	11:29	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	11:15	11:30	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
43	11:18	11:33	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
44	11:19	11:34	Now: 8 signals / Last 3 windows total: 23	🔥 Fast Market
45	11:20	11:35	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
46	11:35	11:50	Now: 2 signals / Last 3 windows total: 18	⚖️ Neutral Market
47	11:54	12:09	Now: 1 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	11:59	12:14	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
49	12:09	12:24	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
50	12:25	12:40	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
26,470	26	1.08	26	1.09	12.31	1.08	435.00	21.05	83.63	23.85	1	23.45	1	10
19,651	2	1.36	19	1.37	15.10	1.36	432.50	20.80	83.40	21.65	1	21.30	1	6
24,128	1	1.70	9	1.71	18.44	1.71	430.00	18.80	80.41	19.50	2	19	2	13
10,849	4	2.11	6	2.13	21.91	2.11	427.50	16.85	76.91	17.50	2	17.05	2	6
9,126	1	2.62	3	2.63	25.93	2.62	425.00	15.30	73.71	15.45	3	15.05	1	66
3,237	2	3.21	1	3.23	30.32	3.22	422.50	13.55	70.26	13.50	4	13.20	2	207
7,054	3	3.94	9	3.96	35.05	3.94	420.00	11.50	65.17	11.70	4	11.45	1	1,247
3,037	3	4.79	4	4.84	39.82	4.80	417.50	9.99	60.78	9.89	2	9.75	3	1,667
2,175	2	5.80	2	5.84	44.97	5.69	415.00	8.34	54.76	8.44	7	8.31	1	3,748
1,469	1	6.93	1	7	50.56	6.99	412.50	7.15	49.25	7.05	1	6.97	1	2,918
759	1	8.26	2	8.34	56.17	8.20	410.00	5.84	44.10	5.86	1	5.80	1	4,812
172	2	9.68	3	9.86	61.14	9.70	407.50	4.86	38.57	4.83	2	4.78	2	4,071
237	3	11.20	2	11.55	66.59	11.25	405.00	3.98	33.96	3.97	3	3.94	2	10,760
73	3	12.85	2	13.45	70.62	12.95	402.50	3.24	28.90	3.23	3	3.21	3	21,470
100	3	14.80	2	15.15	75.58	15	400.00	2.62	24.30	2.63	4	2.61	6	24,774
30	3	16.80	2	17.30	84.09	19.30	397.50	2.13	20.18	2.14	7	2.12	10	22,972
64	2	18.95	3	19.40	84.20	19.45	395.00	1.73	16.49	1.74	11	1.72	29	21,413
110	1	21.15	2	21.50	89.49	23.20	392.50	1.42	13.25	1.42	6	1.41	16	13,813
0	1	23.35	2	23.85	92.68	25.70	390.00	1.17	10.51	1.17	6	1.16	34	18,291

📌 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.

📊 (⏱️ 06-27 13:32) 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	417.5	413.05	418.25	411.65	167,997	414.2	1.02	2.17	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	413.4	419.0	413.0	249	415.15	1.9	3.65	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.05	414.2	1.02	2.17	-1.15	+1.15
📙 Next Month	413.4	415.15	1.9	3.65	-1.75	+1.75

📉 KOSPI200 Futures Price Movement Visualization (Total: 71 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 13:32, total 71 points) — **As of 06-27 13:32**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 13:32

📌 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 413.05, 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
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ Neutral Market
26	10:16	10:31	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
27	10:18	10:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
28	10:19	10:34	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
29	10:28	10:43	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
30	10:30	10:45	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
31	10:31	10:46	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
32	10:33	10:48	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
33	10:40	10:55	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
34	10:41	10:56	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
35	10:46	11:01	Now: 5 signals / Last 3 windows total: 16	⚖️ Neutral Market
36	11:03	11:18	Now: 1 signals / Last 3 windows total: 12	⚖️ Neutral Market
37	11:04	11:19	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
38	11:06	11:21	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
39	11:07	11:22	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
40	11:09	11:24	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
41	11:14	11:29	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	11:15	11:30	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
43	11:18	11:33	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
44	11:19	11:34	Now: 8 signals / Last 3 windows total: 23	🔥 Fast Market
45	11:20	11:35	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
46	11:35	11:50	Now: 2 signals / Last 3 windows total: 18	⚖️ Neutral Market
47	11:54	12:09	Now: 1 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	11:59	12:14	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
49	12:09	12:24	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
50	12:25	12:40	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
51	12:46	13:01	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market 📉
52	12:56	13:11	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
53	12:58	13:13	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
54	13:00	13:15	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
55	13:04	13:19	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
56	13:17	13:32	Now: 2 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
30,405	18	1.07	23	1.08	12.42	1.07	435.00	21.05	83.63	23.95	1	23.50	1	10
22,252	19	1.34	2	1.35	15.06	1.34	432.50	20.80	83.40	21.65	1	21.10	1	6
27,795	4	1.68	7	1.69	18.44	1.69	430.00	18.80	80.41	19.55	2	19.05	2	13
12,196	5	2.08	2	2.10	22.07	2.10	427.50	17.45	78.47	17.55	2	17	2	7
11,577	3	2.58	7	2.60	26.10	2.59	425.00	15.10	73.76	15.45	3	15.05	1	82
3,710	2	3.17	2	3.20	30.21	3.17	422.50	14.20	71.77	13.50	3	13.15	2	215
7,826	1	3.88	2	3.93	35.21	3.90	420.00	11.60	65.43	11.45	1	11.40	1	1,310
3,403	4	4.71	2	4.78	40.21	4.74	417.50	9.89	60.45	10	7	9.77	1	1,739
2,480	3	5.70	2	5.77	45.63	5.75	415.00	8.40	55.37	8.48	7	8.19	1	4,060
1,635	2	6.85	1	6.92	50.05	6.77	412.50	6.94	49.06	7.01	5	6.91	2	3,189
878	1	8.16	2	8.24	55.35	8.06	410.00	5.76	43.72	5.79	1	5.75	2	5,283
240	4	9.34	3	9.74	60.81	9.65	407.50	4.78	38.96	4.76	2	4.72	1	4,498
264	1	11.25	1	11.35	65.92	11.25	405.00	3.88	33.39	3.90	6	3.86	1	11,564
82	3	12.80	2	13.35	70.56	12.80	402.50	3.15	28.57	3.16	1	3.14	1	22,904
111	3	14.75	2	15.10	74.88	14.60	400.00	2.56	24.22	2.56	7	2.54	9	28,224
31	3	16.70	2	17.20	79.32	16.60	397.50	2.07	20.11	2.07	5	2.06	2	24,957
72	2	18.75	3	19.35	82.78	18.80	395.00	1.67	16.32	1.68	12	1.66	13	24,184
111	1	20.90	1	21.40	86.24	20.90	392.50	1.37	13.19	1.37	15	1.36	8	15,536
40	1	23.20	2	23.75	89.22	23.30	390.00	1.12	10.33	1.12	1	1.11	39	20,398

📌 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.

📊 (⏱️ 06-27 13:39) 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	417.5	413.05	418.25	411.65	171,920	414.49	0.74	2.18	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	414.35	419.0	413.0	251	416.26	1.75	3.66	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.05	414.49	0.74	2.18	-1.44	+1.44
📙 Next Month	414.35	416.26	1.75	3.66	-1.91	+1.91

📉 KOSPI200 Futures Price Movement Visualization (Total: 73 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 13:39, total 73 points) — **As of 06-27 13:39**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 13:39

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 413.05, 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
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ Neutral Market
26	10:16	10:31	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
27	10:18	10:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
28	10:19	10:34	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
29	10:28	10:43	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
30	10:30	10:45	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
31	10:31	10:46	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
32	10:33	10:48	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
33	10:40	10:55	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
34	10:41	10:56	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
35	10:46	11:01	Now: 5 signals / Last 3 windows total: 16	⚖️ Neutral Market
36	11:03	11:18	Now: 1 signals / Last 3 windows total: 12	⚖️ Neutral Market
37	11:04	11:19	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
38	11:06	11:21	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
39	11:07	11:22	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
40	11:09	11:24	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
41	11:14	11:29	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	11:15	11:30	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
43	11:18	11:33	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
44	11:19	11:34	Now: 8 signals / Last 3 windows total: 23	🔥 Fast Market
45	11:20	11:35	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
46	11:35	11:50	Now: 2 signals / Last 3 windows total: 18	⚖️ Neutral Market
47	11:54	12:09	Now: 1 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	11:59	12:14	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
49	12:09	12:24	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
50	12:25	12:40	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
51	12:46	13:01	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market 📉
52	12:56	13:11	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
53	12:58	13:13	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
54	13:00	13:15	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
55	13:04	13:19	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
56	13:17	13:32	Now: 2 signals / Last 3 windows total: 10	⚖️ Neutral Market
57	13:21	13:36	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
58	13:24	13:39	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market

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

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

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
31,147	28	1.08	5	1.09	12.75	1.09	435.00	21.05	83.63	23.80	2	23.25	1	10
22,940	4	1.36	13	1.37	15.58	1.36	432.50	20.80	83.40	21.35	1	21.05	1	6
28,375	14	1.69	7	1.71	18.85	1.70	430.00	18.80	80.41	19.25	2	18.90	2	13
12,544	1	2.11	4	2.12	22.52	2.11	427.50	17.45	78.47	17.10	2	16.75	2	7
12,112	4	2.60	6	2.62	26.59	2.61	425.00	15.05	73.41	15.10	2	14.75	2	88
3,908	2	3.20	3	3.23	31.04	3.21	422.50	13	69.38	13.20	3	12.90	3	216
8,006	1	3.92	1	3.94	35.80	3.93	420.00	11.25	63.65	11.45	1	11.10	3	1,320
3,441	2	4.77	7	4.86	41.02	4.85	417.50	9.74	59.17	9.75	1	9.68	1	1,767
2,547	1	5.77	4	5.84	46.22	5.85	415.00	8.23	53.95	8.26	2	8.20	3	4,079
1,647	2	6.91	2	7.01	51.46	7.02	412.50	6.90	48.63	6.93	1	6.86	1	3,220
891	1	8.23	1	8.33	56.91	8.39	410.00	5.69	42.96	5.74	1	5.69	6	5,386
256	2	9.66	3	9.94	62.26	9.72	407.50	4.70	38.21	4.73	1	4.68	2	4,578
267	3	11.30	2	11.65	66.92	11.60	405.00	3.84	33.04	3.87	2	3.84	5	11,648
83	3	13	1	13.25	72.01	13.40	402.50	3.12	28.34	3.14	2	3.12	3	23,184
116	1	15	2	15.35	76.69	15.20	400.00	2.53	23.75	2.54	7	2.53	5	29,060
32	3	17	2	17.30	80.71	17.25	397.50	2.05	19.69	2.05	1	2.04	6	25,380
75	2	19.05	4	20.10	84.10	19.65	395.00	1.65	16.15	1.66	6	1.65	5	24,860
111	1	21.10	2	21.70	86.24	20.90	392.50	1.34	12.97	1.36	14	1.34	22	16,126
42	1	23.30	2	23.90	90.00	23.75	390.00	1.10	10.16	1.11	25	1.10	25	20,927

📌 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.

📊 (⏱️ 06-27 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	417.5	412.6	418.25	411.65	174,116	413.92	0.85	2.17	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	414.35	419.0	413.0	251	416.26	1.75	3.66	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	412.6	413.92	0.85	2.17	-1.32	+1.32
📙 Next Month	414.35	416.26	1.75	3.66	-1.91	+1.91

📉 KOSPI200 Futures Price Movement Visualization (Total: 74 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 13:49, total 74 points) — **As of 06-27 13:49**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 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 412.6, and the threshold movement size is 0.1%.

Each time window is assessed as a 🔥 Fast, 🧊 Slow, or ⚖️ Neutral market, based on signal count.

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

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

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

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
31,705	18	1.02	21	1.03	12.05	1.03	435.00	21.05	83.63	23.95	1	23.45	1	10
23,433	18	1.28	5	1.29	14.79	1.29	432.50	20.80	83.40	21.80	1	21.45	1	6
28,905	2	1.61	11	1.62	18.05	1.61	430.00	18.80	80.41	19.75	2	19.30	2	13
12,650	4	2	2	2.02	21.52	2.01	427.50	17.45	78.47	17.45	2	16.90	2	7
12,540	1	2.49	3	2.50	25.62	2.50	425.00	15.25	74.25	15.45	3	14.95	2	95
3,967	1	3.05	3	3.08	29.98	3.06	422.50	13	69.38	13.60	3	13.20	2	216
8,193	1	3.76	1	3.79	34.69	3.77	420.00	11.45	64.36	11.85	3	11.25	2	1,322
3,483	1	4.60	6	4.70	39.71	4.67	417.50	9.98	60.47	10	1	9.91	1	1,800
2,575	1	5.57	4	5.65	44.99	5.65	415.00	8.29	54.44	8.53	4	8.39	1	4,120
1,671	3	6.70	1	6.78	51.05	6.92	412.50	7.11	49.98	7.14	4	7.01	3	3,248
899	3	8	5	8.17	55.64	8.10	410.00	5.86	44.36	5.94	1	5.85	2	5,416
257	4	9.42	4	9.76	61.61	9.75	407.50	4.84	39.23	4.88	1	4.78	5	4,680
270	1	11.05	1	11.20	66.47	11.30	405.00	3.98	34.24	3.99	3	3.95	2	11,782
86	3	12.80	2	13.10	71.32	13.15	402.50	3.24	29.23	3.24	3	3.23	1	23,346
132	3	14.70	2	15.05	75.21	14.75	400.00	2.62	24.66	2.63	3	2.62	4	29,506
33	3	16.45	2	17.20	80.01	17.10	397.50	2.12	20.64	2.13	3	2.12	4	25,722
76	2	18.65	8	19.30	83.44	19.15	395.00	1.71	16.77	1.72	4	1.71	11	25,141
111	1	20.90	2	21.40	86.24	20.90	392.50	1.40	13.60	1.41	27	1.39	31	16,479
43	1	22.90	2	23.70	89.55	23.60	390.00	1.13	10.61	1.15	18	1.14	23	21,102

📌 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.

📊 (⏱️ 06-27 14:56) 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	417.5	413.05	418.25	411.65	200,468	414.81	0.42	2.18	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	413.95	419.0	413.0	261	416.05	1.56	3.66	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.05	414.81	0.42	2.18	-1.76	+1.76
📙 Next Month	413.95	416.05	1.56	3.66	-2.1	+2.10

📉 KOSPI200 Futures Price Movement Visualization (Total: 81 events)

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 14:56, total 81 points) — **As of 06-27 14:56**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 14:56

📌 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 413.05, 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
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ Neutral Market
26	10:16	10:31	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
27	10:18	10:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
28	10:19	10:34	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
29	10:28	10:43	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
30	10:30	10:45	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
31	10:31	10:46	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
32	10:33	10:48	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
33	10:40	10:55	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
34	10:41	10:56	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
35	10:46	11:01	Now: 5 signals / Last 3 windows total: 16	⚖️ Neutral Market
36	11:03	11:18	Now: 1 signals / Last 3 windows total: 12	⚖️ Neutral Market
37	11:04	11:19	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
38	11:06	11:21	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
39	11:07	11:22	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
40	11:09	11:24	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
41	11:14	11:29	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	11:15	11:30	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
43	11:18	11:33	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
44	11:19	11:34	Now: 8 signals / Last 3 windows total: 23	🔥 Fast Market
45	11:20	11:35	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
46	11:35	11:50	Now: 2 signals / Last 3 windows total: 18	⚖️ Neutral Market
47	11:54	12:09	Now: 1 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	11:59	12:14	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
49	12:09	12:24	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
50	12:25	12:40	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
51	12:46	13:01	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market 📉
52	12:56	13:11	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
53	12:58	13:13	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
54	13:00	13:15	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
55	13:04	13:19	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
56	13:17	13:32	Now: 2 signals / Last 3 windows total: 10	⚖️ Neutral Market
57	13:21	13:36	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
58	13:24	13:39	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
59	13:34	13:49	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
60	13:39	13:54	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
61	13:56	14:11	Now: 1 signals / Last 3 windows total: 7	🧊 Slow Market
62	14:04	14:19	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
63	14:16	14:31	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
64	14:29	14:44	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
65	14:32	14:47	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
66	14:41	14:56	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market

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

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

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
36,654	1	0.92	19	0.93	13.10	0.92	435.00	21.05	83.63	23.60	1	23.15	1	10
27,501	35	1.17	11	1.18	15.93	1.18	432.50	20.80	83.40	21.25	1	20.90	1	6
33,071	16	1.49	3	1.50	19.27	1.50	430.00	19	81.34	19.15	2	18.85	2	19
15,345	7	1.88	6	1.90	22.96	1.89	427.50	17.45	78.75	16.90	2	16.55	2	9
16,327	3	2.37	3	2.38	27.10	2.38	425.00	14.85	72.93	15	3	14.80	2	115
4,893	3	2.95	6	3	31.55	2.96	422.50	12.75	68.49	12.95	1	12.70	3	241
9,531	3	3.66	2	3.70	36.35	3.70	420.00	11.05	63.57	11.20	1	11.10	1	1,379
3,762	1	4.50	4	4.57	41.40	4.53	417.50	9.49	58.79	9.53	3	9.38	3	1,964
4,186	1	5.50	1	5.56	46.56	5.54	415.00	7.98	53.37	8.01	1	7.96	3	4,457
1,988	1	6.66	1	6.74	51.95	6.71	412.50	6.66	48.05	6.70	5	6.63	1	3,548
1,126	1	8	1	8.03	57.31	8.01	410.00	5.49	42.69	5.52	1	5.47	2	6,189
408	5	9.37	3	9.88	62.85	9.80	407.50	4.48	37.76	4.51	1	4.47	2	5,040
294	3	11.10	2	11.45	67.11	11.25	405.00	3.62	32.46	3.66	1	3.63	2	12,465
95	3	12.70	2	13.25	72.12	13.35	402.50	2.94	27.94	2.96	4	2.94	2	24,369
170	3	14.80	3	15.20	76.64	15.25	400.00	2.37	23.28	2.38	3	2.37	5	33,437
34	1	16.85	2	17.15	81.06	17.35	397.50	1.91	19.29	1.91	1	1.90	5	28,047
92	2	18.70	3	19.30	84.70	19.50	395.00	1.53	15.70	1.54	14	1.53	2	28,075
113	1	21.05	2	21.50	86.23	20.80	392.50	1.24	12.57	1.25	55	1.24	2	19,406
53	1	23.50	2	23.80	90.33	24	390.00	1.01	9.89	1.02	35	1	50	23,795

📌 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	417.5	413.45	418.25	411.65	220,920	414.9	0.73	2.18	3089.12	54
📙 Next Month	101WC000	F 202512	417.95	414.55	419.0	413.0	282	416.38	1.83	3.66	3096.16	114

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.45	414.9	0.73	2.18	-1.45	+1.45
📙 Next Month	414.55	416.38	1.83	3.66	-1.83	+1.83

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

Event-driven time series chart of KOSPI200 futures price movements (08:50 ~ 15:00, total 82 points) — **As of 06-27 16:00**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:50 to 15:00

📌 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 413.45, 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: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 13 signals / Last 2 windows total: 26 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
3	09:03	09:18	Now: 13 signals / Last 3 windows total: 39	🔥 Fast Market
4	09:07	09:22	Now: 11 signals / Last 3 windows total: 37	🔥 Fast Market
5	09:08	09:23	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
6	09:11	09:26	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:12	09:27	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
8	09:15	09:30	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
9	09:22	09:37	Now: 6 signals / Last 3 windows total: 26	🔥 Fast Market
10	09:23	09:38	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
11	09:28	09:43	Now: 4 signals / Last 3 windows total: 16	⚖️ Neutral Market
12	09:30	09:45	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
13	09:33	09:48	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
14	09:35	09:50	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
15	09:37	09:52	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
16	09:43	09:58	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
17	09:44	09:59	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
18	09:50	10:05	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
19	09:54	10:09	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
20	09:55	10:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
21	09:56	10:11	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
22	09:58	10:13	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
23	10:01	10:16	Now: 6 signals / Last 3 windows total: 19	⚖️ Neutral Market
24	10:04	10:19	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
25	10:15	10:30	Now: 3 signals / Last 3 windows total: 16	⚖️ Neutral Market
26	10:16	10:31	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
27	10:18	10:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
28	10:19	10:34	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
29	10:28	10:43	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
30	10:30	10:45	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
31	10:31	10:46	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
32	10:33	10:48	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
33	10:40	10:55	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
34	10:41	10:56	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
35	10:46	11:01	Now: 5 signals / Last 3 windows total: 16	⚖️ Neutral Market
36	11:03	11:18	Now: 1 signals / Last 3 windows total: 12	⚖️ Neutral Market
37	11:04	11:19	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
38	11:06	11:21	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
39	11:07	11:22	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
40	11:09	11:24	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
41	11:14	11:29	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
42	11:15	11:30	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
43	11:18	11:33	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
44	11:19	11:34	Now: 8 signals / Last 3 windows total: 23	🔥 Fast Market
45	11:20	11:35	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
46	11:35	11:50	Now: 2 signals / Last 3 windows total: 18	⚖️ Neutral Market
47	11:54	12:09	Now: 1 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	11:59	12:14	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
49	12:09	12:24	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
50	12:25	12:40	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
51	12:46	13:01	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market 📉
52	12:56	13:11	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
53	12:58	13:13	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
54	13:00	13:15	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
55	13:04	13:19	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
56	13:17	13:32	Now: 2 signals / Last 3 windows total: 10	⚖️ Neutral Market
57	13:21	13:36	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
58	13:24	13:39	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
59	13:34	13:49	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
60	13:39	13:54	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
61	13:56	14:11	Now: 1 signals / Last 3 windows total: 7	🧊 Slow Market
62	14:04	14:19	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
63	14:16	14:31	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
64	14:29	14:44	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
65	14:32	14:47	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
66	14:41	14:56	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
67	14:45	15:00	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market

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

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

Displays ±9 rows from the central strike, including bid/ask prices, volumes, delta, and executed volume,
in a symmetric layout for easy comparison between call and put options.

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
38,819	1	0.98	13	0.99	13.20	0.99	435.00	21.05	83.63	23.95	2	21.85	2	10
29,275	7	1.20	79	1.26	16.12	1.26	432.50	20.80	83.88	22.15	2	19.15	2	9
34,951	1	1.56	87	1.59	19.44	1.59	430.00	18.75	80.56	19.75	2	17.65	2	21
16,430	2	1.99	16	2	23.18	2	427.50	17.45	78.75	17.70	2	15.55	2	9
17,795	4	2.50	49	2.51	27.32	2.51	425.00	14.45	73.30	15.45	2	13.60	2	123
5,470	32	3.06	1	3.13	31.82	3.06	422.50	12.90	69.12	13.40	2	11.65	2	248
10,460	8	3.81	1	3.82	36.63	3.81	420.00	11	64.36	11.05	1	8.72	2	1,418
3,958	1	4.70	21	4.72	41.69	4.72	417.50	9.30	58.31	9.30	17	8.57	1	2,051
4,499	3	5.70	3	5.75	46.93	5.75	415.00	7.52	53.07	7.52	1	7.02	1	4,599
2,102	1	6.89	1	6.94	52.25	6.94	412.50	6.45	47.75	6.51	1	6.45	16	3,851
1,247	1	7.96	1	8.29	57.56	8.28	410.00	5.30	42.44	5.46	1	5.30	18	6,423
417	3	8.98	1	9.95	62.77	9.74	407.50	4.33	37.23	4.51	1	4.33	6	5,204
313	1	11.20	2	12.40	67.79	11.35	405.00	3.51	32.21	3.55	1	3.51	18	12,905
130	1	12.60	1	13.50	71.65	13.10	402.50	2.84	27.47	2.85	1	2.84	14	24,923
184	1	14.95	1	15.60	76.92	15.05	400.00	2.28	23.08	2.30	1	2.28	5	34,909
35	2	16.25	2	18.35	80.86	17.25	397.50	1.83	19.09	1.84	1	1.83	3	28,746
104	1	19.35	2	20.40	84.47	19.35	395.00	1.47	15.53	1.49	9	1.47	69	29,263
125	2	20.50	2	22.60	87.26	21.60	392.50	1.19	12.42	1.20	1	1.19	29	20,832
54	3	23.50	2	24.85	90.18	23.50	390.00	0.99	9.76	1	2	0.99	6	25,223

📌 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.