2025-07-07 Derivatives Futures and Options: Index Futures 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: 07-07 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.

🧮 (⏱️ 07-07 09:01) Delta-Based Center Strike Identification Algorithm

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

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

🧠 Unlike simple price averaging, this delta-based ATM detection relies on the balance of market sensitivity (delta), enabling more precise and data-driven decision-making. (Automated Trading System using Kiwoom Open API+ and Python)

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
1,732	84	0.19	54	0.20	1.44	0.20	432.50	23	97.10	23.90	1	22.95	1	1
5,327	54	0.27	51	0.28	2.39	0.28	430.00	19.75	95.13	21.50	1	20.65	1	4
4,569	7	0.40	19	0.41	4.29	0.40	427.50	18.45	95.37	19.10	1	18.40	1	22
5,270	9	0.58	10	0.59	6.70	0.59	425.00	16.05	92.53	16.60	3	16.15	3	65
3,841	15	0.84	13	0.86	10.67	0.85	422.50	13.50	82.53	14.60	2	14.05	3	30
5,539	2	1.23	6	1.24	15.85	1.23	420.00	10.90	75.56	12.25	4	11.70	3	118
2,472	2	1.76	5	1.78	22.14	1.77	417.50	10	76.74	10.30	4	10.10	2	165
2,187	3	2.46	3	2.49	30.12	2.47	415.00	8.40	69.14	8.45	2	8.24	1	430
1,322	2	3.37	4	3.41	40.06	3.42	412.50	6.68	59.32	6.85	1	6.75	1	929
1,832	4	4.48	1	4.58	49.91	4.52	410.00	5.44	50.93	5.45	4	5.40	4	1,682
261	1	5.82	1	5.91	59.01	5.88	407.50	4.27	40.99	4.29	2	4.27	1	1,819
62	2	7.24	2	7.51	68.81	7.46	405.00	3.34	31.55	3.36	2	3.33	2	3,096
8	3	9.08	2	9.68	85.43	9.93	402.50	2.60	23.13	2.61	3	2.59	6	3,397
57	4	10.80	3	11.60	90.50	12.25	400.00	2.03	16.10	2.04	4	2.02	15	4,505
0	3	13.05	2	13.65	94.16	16.35	397.50	1.58	10.61	1.59	7	1.57	6	3,789
8	3	15.10	4	15.75	94.05	15.55	395.00	1.24	6.44	1.25	10	1.23	6	3,598
0	2	17.40	2	18.20	98.16	21.15	392.50	0.97	3.76	0.98	6	0.96	5	2,404
0	1	19.35	2	20.50	99.06	23.60	390.00	0.77	2.06	0.78	17	0.76	8	2,276
0	1	21.70	2	22.80	99.55	25.90	387.50	0.61	1.09	0.62	15	0.61	1	1,603

📌 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.

📊 (⏱️ 07-07 09:03) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

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

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	411.15	410.7	412.1	409.35	21,950	411.3	1.23	1.83	3058.05	48
📙 Next Month	101WC000	F 202512	411.9	411.45	412.85	410.4	52	412.94	1.82	3.31	3064.34	108

📌 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	410.7	411.3	1.23	1.83	-0.6	+0.60
📙 Next Month	411.45	412.94	1.82	3.31	-1.49	+1.49

📌 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: 15 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:03, total 15 points) — **As of 07-07 09:03**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:03

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 410.7, 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
2,081	89	0.18	81	0.20	1.31	0.19	432.50	23.10	98.77	23.25	1	22.10	1	3
6,483	9	0.27	53	0.28	2.45	0.27	430.00	19.75	95.13	20.90	3	19.75	1	4
5,716	7	0.40	33	0.41	4.19	0.40	427.50	18.70	96.31	18.55	1	17.55	1	25
6,560	10	0.60	26	0.61	6.62	0.61	425.00	15.40	93.01	16.10	2	15.40	2	67
4,947	4	0.89	1	0.90	10.34	0.90	422.50	13.35	89.25	13.85	2	13.30	2	38
6,878	12	1.31	10	1.33	15.42	1.32	420.00	11.50	84.75	11.50	1	11.05	3	131
3,389	2	1.88	4	1.90	21.96	1.89	417.50	9.43	77.92	9.57	1	9.38	1	186
3,158	3	2.62	1	2.63	29.91	2.63	415.00	7.70	69.25	7.84	2	7.64	6	551
1,712	1	3.58	2	3.62	39.01	3.62	412.50	6.14	60.99	6.28	5	6.14	2	1,215
1,997	3	4.76	1	4.84	48.83	4.83	410.00	4.88	51.17	4.92	3	4.88	1	2,127
371	3	6.16	3	6.25	59.71	6.20	407.50	3.80	41.23	3.84	2	3.80	1	2,439
74	3	7.70	3	8.21	67.37	7.58	405.00	2.93	31.76	2.95	1	2.93	2	3,810
10	3	9.52	3	10.05	77.41	9.93	402.50	2.25	23.32	2.27	1	2.25	1	4,843
63	3	11.30	2	11.80	84.43	12.05	400.00	1.74	16.25	1.75	4	1.73	3	6,330
5	3	13.55	2	14.10	89.66	13.35	397.50	1.34	10.72	1.35	9	1.33	7	5,496
8	2	15.75	3	16.35	94.05	15.55	395.00	1.03	6.67	1.05	4	1.03	25	4,997
0	1	17.80	2	18.85	98.16	21.15	392.50	0.82	3.91	0.83	9	0.81	6	3,367
0	1	20.05	2	21.20	99.06	23.60	390.00	0.65	2.15	0.66	5	0.65	7	2,973
0	1	22.45	2	23.65	99.55	25.90	387.50	0.52	1.11	0.53	5	0.52	6	2,257

📌 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.

🧮 (⏱️ 07-07 09:05) Delta-Based Center Strike Identification Algorithm

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

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

📊 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
3,864	68	0.19	23	0.20	1.47	0.20	435.00	20.85	98.35	23.30	1	21.60	1	0
2,544	24	0.28	9	0.29	2.61	0.29	432.50	23.10	98.77	20.80	2	19.25	1	3
8,124	5	0.42	12	0.43	4.43	0.42	430.00	19.75	95.13	17.95	2	17.05	2	4
8,011	8	0.62	27	0.64	7.03	0.63	427.50	15.40	93.13	16.05	2	15.15	2	30
8,124	2	0.92	8	0.93	10.89	0.92	425.00	13.05	88.78	13.40	2	13	2	120
6,945	6	1.34	14	1.35	16.10	1.34	422.50	11.30	84.74	11.35	2	11.05	2	122
9,107	4	1.90	6	1.92	22.76	1.91	420.00	9.01	76.61	9.38	2	9.04	3	257
4,642	1	2.65	2	2.68	30.79	2.65	417.50	7.43	68.96	7.62	2	7.37	2	217
4,353	2	3.62	2	3.63	39.93	3.62	415.00	6.02	59.69	6.05	1	5.98	2	683
2,054	2	4.80	1	4.84	49.71	4.81	412.50	4.74	49.89	4.74	2	4.69	2	1,701
2,484	1	6.20	1	6.27	59.96	6.24	410.00	3.64	40.04	3.66	2	3.63	1	2,644
427	1	7.05	1	8.03	69.23	7.93	407.50	2.79	30.73	2.80	2	2.77	2	2,992
84	2	9.62	2	10.20	75.62	9.48	405.00	2.11	22.78	2.13	3	2.11	2	4,583
19	2	11.40	2	12.15	81.07	11	402.50	1.60	15.62	1.60	1	1.59	5	5,942
68	3	13.60	3	14.30	85.98	12.55	400.00	1.21	10.46	1.22	7	1.20	7	7,871
6	2	15.65	1	16.60	93.73	16.15	397.50	0.92	6.51	0.92	2	0.91	9	6,469
8	1	17.85	2	18.95	94.05	15.55	395.00	0.70	3.82	0.70	2	0.69	4	6,596
0	1	20.05	2	21.50	98.16	21.15	392.50	0.54	2.10	0.55	11	0.53	22	4,021
0	1	22.50	2	23.80	99.06	23.60	390.00	0.42	1.06	0.43	15	0.42	6	4,119

📌 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.

📊 (⏱️ 07-07 09:05) 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	411.15	413.4	413.95	409.35	31,892	414.04	1.21	1.85	3058.05	48
📙 Next Month	101WC000	F 202512	411.9	414.35	414.35	410.4	65	415.72	1.97	3.34	3064.34	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.4	414.04	1.21	1.85	-0.64	+0.64
📙 Next Month	414.35	415.72	1.97	3.34	-1.37	+1.37

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:05, total 17 points) — **As of 07-07 09:05**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:05

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 413.4, and the threshold movement size is 0.1%.

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

No	Start Time	End Time	Signal Count	Market Status

📊 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
3,864	68	0.19	23	0.20	1.47	0.20	435.00	20.85	98.35	23.30	1	21.60	1	0
2,544	24	0.28	9	0.29	2.61	0.29	432.50	23.10	98.77	20.80	2	19.25	1	3
8,124	5	0.42	12	0.43	4.43	0.42	430.00	19.75	95.13	17.95	2	17.05	2	4
8,011	8	0.62	27	0.64	7.03	0.63	427.50	15.40	93.13	16.05	2	15.15	2	30
8,124	2	0.92	8	0.93	10.89	0.92	425.00	13.05	88.78	13.40	2	13	2	120
6,945	6	1.34	14	1.35	16.10	1.34	422.50	11.30	84.74	11.35	2	11.05	2	122
9,107	4	1.90	6	1.92	22.76	1.91	420.00	9.01	76.61	9.38	2	9.04	3	257
4,642	1	2.65	2	2.68	30.79	2.65	417.50	7.43	68.96	7.62	2	7.37	2	217
4,353	2	3.62	2	3.63	39.93	3.62	415.00	6.02	59.69	6.05	1	5.98	2	683
2,054	2	4.80	1	4.84	49.71	4.81	412.50	4.74	49.89	4.74	2	4.69	2	1,701
2,484	1	6.20	1	6.27	59.96	6.24	410.00	3.64	40.04	3.66	2	3.63	1	2,644
427	1	7.05	1	8.03	69.23	7.93	407.50	2.79	30.73	2.80	2	2.77	2	2,992
84	2	9.62	2	10.20	75.62	9.48	405.00	2.11	22.78	2.13	3	2.11	2	4,583
19	2	11.40	2	12.15	81.07	11	402.50	1.60	15.62	1.60	1	1.59	5	5,942
68	3	13.60	3	14.30	85.98	12.55	400.00	1.21	10.46	1.22	7	1.20	7	7,871
6	2	15.65	1	16.60	93.73	16.15	397.50	0.92	6.51	0.92	2	0.91	9	6,469
8	1	17.85	2	18.95	94.05	15.55	395.00	0.70	3.82	0.70	2	0.69	4	6,596
0	1	20.05	2	21.50	98.16	21.15	392.50	0.54	2.10	0.55	11	0.53	22	4,021
0	1	22.50	2	23.80	99.06	23.60	390.00	0.42	1.06	0.43	15	0.42	6	4,119

📌 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.

📊 (⏱️ 07-07 09:19) 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	411.15	413.45	413.95	409.35	59,268	414.29	1.01	1.85	3058.05	48
📙 Next Month	101WC000	F 202512	411.9	413.95	414.5	410.4	98	415.49	1.8	3.34	3064.34	108

✅ 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	414.29	1.01	1.85	-0.84	+0.84
📙 Next Month	413.95	415.49	1.8	3.34	-1.54	+1.54

📈 KOSPI200 Futures Price Movement Visualization (Total: 29 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:19, total 29 points) — **As of 07-07 09:19**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:19

📌 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)

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: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 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
6,083	110	0.18	115	0.19	1.52	0.18	435.00	20.85	98.35	23	1	22.30	1	0
4,554	117	0.26	53	0.27	2.72	0.26	432.50	23.10	98.77	20.55	1	19.85	2	3
12,068	7	0.39	127	0.40	4.57	0.39	430.00	18.10	96.00	17.95	2	17.50	2	25
12,674	7	0.57	50	0.58	7.37	0.57	427.50	15.40	93.13	15.75	2	15.25	1	30
14,507	6	0.84	25	0.85	11.36	0.84	425.00	13.45	88.95	13.35	1	13	1	147
12,451	4	1.23	11	1.24	16.71	1.23	422.50	11.15	83.61	11.40	3	11	2	159
17,190	4	1.78	4	1.79	23.52	1.78	420.00	9.10	76.21	9.25	1	9.05	2	413
9,642	3	2.52	3	2.54	31.67	2.52	417.50	7.35	69.10	7.66	3	7.30	1	361
6,739	2	3.47	1	3.53	41.24	3.46	415.00	5.88	59.07	5.90	1	5.80	2	1,305
3,044	1	4.67	2	4.74	51.06	4.66	412.50	4.53	49.29	4.56	1	4.52	5	3,334
3,287	1	6.09	3	6.18	60.88	6.12	410.00	3.48	39.46	3.52	4	3.47	1	4,136
513	3	7.60	1	7.94	69.41	7.55	407.50	2.69	29.90	2.68	1	2.65	1	4,785
134	1	9.52	2	9.83	76.95	9.58	405.00	2.01	22.04	2.02	1	2	3	7,682
39	3	11.50	1	11.80	83.73	11.40	402.50	1.52	15.26	1.53	8	1.51	12	12,189
86	2	13.70	2	13.90	90.15	13.85	400.00	1.15	10.01	1.16	9	1.14	16	13,524
8	3	15.85	2	16.15	94.06	16.20	397.50	0.88	6.20	0.89	9	0.87	29	9,998
10	1	17.95	2	18.50	95.76	17.50	395.00	0.68	3.61	0.68	14	0.67	38	10,991
0	2	20.20	2	20.85	98.16	21.15	392.50	0.53	1.94	0.53	17	0.52	62	6,270
3	2	22.70	3	23.35	98.93	22.40	390.00	0.42	1.02	0.42	13	0.41	84	7,170

📌 Notes on Option Price Data:

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

📊 (⏱️ 07-07 09:33) 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	411.15	413.35	414.3	409.35	73,024	414.11	1.09	1.85	3058.05	48
📙 Next Month	101WC000	F 202512	411.9	413.3	415.0	410.4	130	414.95	1.68	3.33	3064.34	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.35	414.11	1.09	1.85	-0.76	+0.76
📙 Next Month	413.3	414.95	1.68	3.33	-1.65	+1.65

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:33, total 36 points) — **As of 07-07 09:33**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:33

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
8,268	168	0.17	53	0.18	1.46	0.18	435.00	20.85	98.35	23.25	1	22.15	1	0
6,407	28	0.25	57	0.26	2.59	0.25	432.50	23.10	98.77	20.75	1	19.90	1	3
15,383	61	0.36	13	0.37	4.29	0.36	430.00	17.75	95.60	18.10	1	17.55	1	32
15,886	43	0.53	2	0.54	7.13	0.54	427.50	15.40	93.13	15.75	2	15.20	1	30
18,262	6	0.79	24	0.81	11.02	0.80	425.00	13.60	89.48	13.35	2	12.65	2	169
16,122	12	1.16	7	1.18	16.27	1.17	422.50	11.60	84.67	11.25	3	10.90	2	184
21,410	2	1.71	2	1.72	22.97	1.71	420.00	9.84	78.72	9.33	2	9.02	1	523
12,446	4	2.43	3	2.45	31.04	2.43	417.50	7.35	69.52	7.49	2	7.29	1	534
7,724	6	3.35	2	3.43	40.20	3.40	415.00	5.78	59.80	5.86	1	5.74	4	1,695
3,710	1	4.56	1	4.63	49.99	4.61	412.50	4.50	50.64	4.54	6	4.44	1	4,223
3,681	1	6	3	6.09	59.85	6.05	410.00	3.44	40.15	3.45	1	3.39	4	5,107
549	2	7.48	2	7.80	68.74	7.47	407.50	2.62	30.84	2.63	1	2.59	3	5,600
173	4	9.33	1	9.67	77.07	9.38	405.00	1.98	22.57	1.99	4	1.96	2	9,439
57	3	11.40	2	11.70	83.70	11.30	402.50	1.49	15.69	1.49	10	1.48	5	16,365
99	3	13.50	1	13.90	89.01	12.85	400.00	1.13	10.33	1.13	1	1.12	5	17,287
26	3	15.65	2	16.15	93.33	15.75	397.50	0.86	6.42	0.86	9	0.85	16	11,949
13	1	17.80	2	18.65	96.85	18.85	395.00	0.66	3.76	0.67	23	0.66	1	13,951
2	1	20.05	2	21.05	98.30	21.20	392.50	0.52	2.07	0.53	43	0.51	47	7,932
7	1	22.45	3	23.40	99.14	23.05	390.00	0.42	1.09	0.42	42	0.41	10	9,208

📌 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.

📊 (⏱️ 07-07 09:40) 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	411.15	413.4	414.6	409.35	81,126	414.23	1.02	1.85	3058.05	48
📙 Next Month	101WC000	F 202512	411.9	413.9	415.35	410.4	139	415.56	1.68	3.34	3064.34	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.4	414.23	1.02	1.85	-0.83	+0.83
📙 Next Month	413.9	415.56	1.68	3.34	-1.66	+1.66

📈 KOSPI200 Futures Price Movement Visualization (Total: 41 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:40, total 41 points) — **As of 07-07 09:40**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:40

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
10	09:19	09:34	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market 📈
11	09:20	09:35	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
12	09:22	09:37	Now: 9 signals / Last 3 windows total: 27	🔥 Fast Market
13	09:23	09:38	Now: 10 signals / Last 3 windows total: 28	🔥 Fast Market
14	09:25	09:40	Now: 11 signals / Last 3 windows total: 30	🔥 Fast Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
9,037	36	0.17	122	0.18	1.49	0.17	435.00	20.85	98.35	23.25	1	22.45	1	0
7,761	8	0.25	163	0.26	2.67	0.25	432.50	23.10	98.77	20.80	1	19.75	1	3
17,322	60	0.36	96	0.38	4.51	0.37	430.00	17.75	95.49	18.15	1	17.55	3	40
17,487	1	0.55	39	0.56	7.29	0.55	427.50	15.10	92.00	15.90	2	15.40	1	32
20,871	12	0.81	11	0.82	11.24	0.82	425.00	12.95	87.16	13.70	3	13.15	2	190
18,498	9	1.20	9	1.22	16.56	1.21	422.50	11.20	83.51	11.20	2	10.95	1	188
23,921	4	1.74	1	1.75	23.33	1.75	420.00	9.32	76.76	9.34	2	9.03	1	587
13,972	2	2.46	1	2.48	31.46	2.47	417.50	7.36	68.54	7.52	3	7.36	1	656
8,186	2	3.38	2	3.43	40.66	3.40	415.00	5.83	59.34	5.94	4	5.80	1	1,895
3,952	1	4.57	1	4.63	50.35	4.59	412.50	4.60	49.65	4.62	5	4.51	2	4,615
3,975	1	5.98	1	6.08	60.19	6	410.00	3.46	39.69	3.50	1	3.46	2	5,597
569	2	7.55	1	7.78	69.62	7.63	407.50	2.64	30.42	2.67	4	2.63	3	6,082
201	2	9.03	1	9.69	79.18	9.86	405.00	2.01	22.51	2.02	3	1.98	1	10,663
64	3	11.40	2	11.65	84.55	11.20	402.50	1.48	15.41	1.49	5	1.48	2	18,342
105	1	13.55	2	13.80	89.49	13.15	400.00	1.12	10.12	1.13	10	1.12	17	19,540
26	3	14.90	2	16.05	93.33	15.75	397.50	0.87	6.31	0.87	8	0.86	15	12,840
15	1	17.75	1	18.30	96.68	18.80	395.00	0.66	3.66	0.67	27	0.66	1	15,996
2	1	20	4	20.80	98.30	21.20	392.50	0.52	2.01	0.53	28	0.52	5	8,420
8	2	22.50	1	23.05	99.07	23.40	390.00	0.43	1.04	0.42	24	0.41	51	9,989

📌 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.

📊 (⏱️ 07-07 09:45) 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	411.15	413.4	414.6	409.35	83,926	414.31	0.94	1.85	3058.05	48
📙 Next Month	101WC000	F 202512	411.9	413.85	415.35	410.4	142	415.82	1.37	3.34	3064.34	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.4	414.31	0.94	1.85	-0.91	+0.91
📙 Next Month	413.85	415.82	1.37	3.34	-1.97	+1.97

📈 KOSPI200 Futures Price Movement Visualization (Total: 43 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:45, total 43 points) — **As of 07-07 09:45**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:45

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
10	09:19	09:34	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market 📈
11	09:20	09:35	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
12	09:22	09:37	Now: 9 signals / Last 3 windows total: 27	🔥 Fast Market
13	09:23	09:38	Now: 10 signals / Last 3 windows total: 28	🔥 Fast Market
14	09:25	09:40	Now: 11 signals / Last 3 windows total: 30	🔥 Fast Market
15	09:29	09:44	Now: 11 signals / Last 3 windows total: 32	🔥 Fast Market
16	09:30	09:45	Now: 11 signals / Last 3 windows total: 33	🔥 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
9,146	107	0.16	98	0.17	1.55	0.16	435.00	20.85	98.35	23.15	1	22.40	1	0
8,360	49	0.24	111	0.25	2.67	0.24	432.50	23.10	98.77	20.70	1	19.95	1	3
18,283	70	0.35	110	0.37	4.51	0.36	430.00	17.75	95.41	18.25	1	17.55	1	42
18,120	21	0.53	28	0.55	7.40	0.54	427.50	15.10	92.00	15.80	2	15.35	1	32
21,975	9	0.80	17	0.81	11.40	0.80	425.00	13.10	88.33	13.35	2	13.05	2	191
19,466	8	1.18	1	1.19	16.76	1.19	422.50	11	82.78	11.70	3	11	1	192
25,368	4	1.72	4	1.74	23.58	1.73	420.00	9.31	77.00	9.63	3	9.06	2	595
14,728	3	2.45	1	2.47	31.74	2.46	417.50	7.29	68.26	7.44	2	7.28	1	707
8,387	4	3.37	1	3.45	40.97	3.41	415.00	5.76	59.03	5.87	1	5.75	1	1,968
4,012	4	4.56	2	4.62	50.39	4.52	412.50	4.49	49.21	4.56	2	4.44	5	4,780
4,049	2	6.01	1	6.05	60.61	6.01	410.00	3.41	39.39	3.46	1	3.40	1	5,740
575	2	7.58	2	7.76	69.48	7.57	407.50	2.62	30.14	2.65	3	2.60	2	6,270
201	3	9.11	2	9.72	79.18	9.86	405.00	1.95	21.98	1.97	3	1.95	1	11,149
64	4	11.15	2	11.90	84.55	11.20	402.50	1.47	15.22	1.48	5	1.46	8	19,331
107	2	13.60	1	13.80	90.25	13.35	400.00	1.13	10.13	1.13	9	1.12	4	20,387
28	3	15.35	2	16.55	93.83	16	397.50	0.86	6.26	0.86	8	0.85	8	13,326
15	1	17.65	2	18.60	96.68	18.80	395.00	0.65	3.60	0.66	20	0.65	1	16,751
2	1	20.05	2	20.75	98.30	21.20	392.50	0.53	2.02	0.53	40	0.51	74	8,622
8	1	22.45	1	23.05	99.07	23.40	390.00	0.41	1.01	0.42	57	0.41	7	10,458

📌 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 Opening Strategy Overview (System Restart Notification)

This report provides a comprehensive overview of the KOSPI200 futures and options automated trading strategy executed at market open.
Developed using the Kiwoom Open API+ and Python, the system is designed to assess market conditions and manage risk in real time prior to trade execution.

⏱️ Market Opening Timestamp: 07-07 10:22

⚠️ Note: This opening timestamp was manually set by the operator following a system restart after the market had already opened.
As such, the displayed time may not exactly match the actual market open time. Please consider this when interpreting strategy performance and data.

✅ System Workflow: Strategy Initialization → Live Market Monitoring → Auto Order Execution on Signal Trigger → Auto Exit on Profit Target or Risk Threshold

📋 Strategy Structure

📌 Strategy Summary	A pair trading model based on KOSPI200 futures, implementing either short strangle (dual option writing) or long strangle (dual option buying) positions. Designed to operate effectively during both range-bound and high-volatility market phases.
📈 Price Action Trigger	When real-time futures price fluctuations exceed 0.1% from the reference price, the system evaluates entry conditions for trade initiation.
⚙️ Option Quote Aggregation	Real-time option quotes are continuously collected for ±9 strike prices surrounding the at-the-money strike. If price movement surpasses 0.1%, data is stored in the database for live execution logic and historical backtesting.
🔍 Market Speed Assessment	Execution intervals and trade volume changes are used to classify the market as fast or slow, dynamically adapting scenario rules accordingly.
🧭 Basis Arbitrage Analysis	Analyzes pricing differentials between the near-month and next-month futures contracts to identify arbitrage opportunities and structural inefficiencies.
📅 Conditional Strategy Diversification	Immediately after market open, volatility and trade density are assessed to branch into either a defensive strategy (risk-controlled) or a trend-following strategy (momentum-based).
🧠 System Architecture	The system is fully automated, encompassing monitoring, execution, and exit logic, and has been refined through continuous backtesting using actual trade data.
🛡️ Risk Management Protocols	Proactive risk mitigation is performed when significant directional shifts or option pricing distortions are detected. This includes preemptive exits or strategic model transitions.

📊 This strategy is powered by a high-frequency trading engine capable of reacting swiftly to market volatility,
enabling fully automated trade execution based on real-time data analytics and predefined signal logic.

📈 Post-Close Reports: An automated end-of-day P&L summary and strategy performance report is generated daily, providing a quantitative breakdown of trade outcomes and system behavior.

🧮 (⏱️ 07-07 10:27) 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
5,905	121	0.12	116	0.13	1.26	0.12	437.50	19.90	98.95	24	2	23	1	0
10,905	82	0.18	112	0.19	2.30	0.18	435.00	20.85	98.10	21.50	1	20.65	1	0
11,961	78	0.26	38	0.27	3.99	0.27	432.50	19.80	96.69	18.95	1	18.30	2	4
25,173	45	0.40	49	0.41	6.50	0.41	430.00	16.15	93.71	16.30	2	16	2	65
24,871	41	0.60	9	0.61	10.14	0.61	427.50	15.10	91.31	14.15	2	13.75	2	32
32,450	27	0.91	4	0.92	15.08	0.92	425.00	11.65	85.33	11.80	2	11.60	2	245
29,284	4	1.36	5	1.37	21.45	1.37	422.50	10.35	81.06	9.90	3	9.54	2	256
37,138	12	1.99	14	2.01	29.21	2	420.00	7.80	71.93	7.89	2	7.71	2	805
21,036	3	2.84	2	2.86	38.13	2.86	417.50	6.10	61.95	6.18	1	6.10	3	1,401
11,375	5	3.92	3	3.96	47.12	3.96	415.00	4.76	52.21	4.77	1	4.70	3	2,781
4,906	4	5.27	1	5.35	57.59	5.34	412.50	3.62	42.37	3.62	1	3.60	2	7,299
4,662	1	6.85	3	6.96	66.57	6.92	410.00	2.72	32.92	2.72	1	2.70	1	7,662
631	3	8.46	1	8.88	72.70	8.20	407.50	2.01	24.41	2.03	3	2	4	9,138
247	2	10.10	2	10.90	80.50	9.86	405.00	1.50	17.21	1.51	2	1.50	4	20,098
81	1	12.65	1	13.20	86.79	12.05	402.50	1.12	11.53	1.13	8	1.12	10	28,924
141	1	14.95	2	15.25	91.30	14.15	400.00	0.85	7.29	0.86	18	0.85	15	29,947
31	1	16.85	2	48.45	95.07	16.90	397.50	0.65	4.33	0.67	31	0.65	27	19,147
18	1	19.30	2	19.90	97.22	19.50	395.00	0.52	2.51	0.52	38	0.51	42	24,818
16	2	21.75	2	22.35	98.42	21.25	392.50	0.41	1.28	0.42	63	0.41	9	11,415

📌 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.

🧮 (⏱️ 07-07 10:37) 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
11,410	142	0.14	115	0.15	1.71	0.15	435.00	20.85	98.10	22.70	1	21.85	1	0
12,969	120	0.21	119	0.22	3.00	0.22	432.50	18.35	95.90	20.30	1	19.35	3	6
27,014	81	0.32	80	0.33	4.96	0.33	430.00	15.95	93.41	17.90	2	17.25	3	66
27,213	19	0.48	30	0.49	7.93	0.49	427.50	15.10	91.31	15.45	2	15.20	2	32
35,900	11	0.73	22	0.74	12.12	0.73	425.00	11.75	84.36	13.30	2	12.70	2	273
31,589	8	1.09	7	1.11	17.70	1.10	422.50	10.55	82.22	11.05	2	10.80	2	267
39,406	10	1.61	7	1.63	24.73	1.62	420.00	8.80	75.09	9.08	3	8.85	5	814
22,398	2	2.32	2	2.35	33.07	2.34	417.50	7.20	66.93	7.21	1	7.09	2	1,505
11,891	4	3.25	5	3.34	42.41	3.27	415.00	5.60	57.98	5.65	1	5.58	3	2,968
5,065	1	4.46	2	4.50	52.25	4.48	412.50	4.33	47.75	4.36	6	4.28	5	7,813
4,727	3	5.88	3	6.03	61.64	5.98	410.00	3.26	38.55	3.29	2	3.26	2	8,274
644	2	7.56	2	8.21	71.47	7.91	407.50	2.47	28.87	2.49	4	2.46	3	9,906
254	1	9.45	3	9.98	79.97	9.98	405.00	1.85	20.90	1.86	6	1.84	9	22,520
88	2	11.45	2	11.65	86.12	11.80	402.50	1.39	14.37	1.39	5	1.38	3	30,251
169	3	13.60	2	13.85	90.49	13.75	400.00	1.05	9.35	1.05	5	1.04	17	31,704
33	3	15.80	2	16.75	94.75	16.45	397.50	0.80	5.74	0.81	22	0.79	30	20,512
19	1	18.10	2	18.90	97.62	19.90	395.00	0.62	3.32	0.62	6	0.61	51	26,070
16	1	20.50	2	21.25	98.42	21.25	392.50	0.49	1.80	0.49	7	0.48	67	12,130
23	1	22.75	2	23.60	99.20	23.70	390.00	0.39	0.92	0.40	107	0.38	100	14,458

📌 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.

📊 (⏱️ 07-07 10:51) 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	411.15	413.45	415.5	409.35	141,614	414.25	1.05	1.85	3068.86	48
📙 Next Month	101WC000	F 202512	411.9	413.8	416.2	410.4	236	415.65	1.49	3.34	3076.78	108

✅ 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	414.25	1.05	1.85	-0.8	+0.80
📙 Next Month	413.8	415.65	1.49	3.34	-1.85	+1.85

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:51, total 57 points) — **As of 07-07 10:51**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:51

📌 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: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
10	09:19	09:34	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market 📈
11	09:20	09:35	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
12	09:22	09:37	Now: 9 signals / Last 3 windows total: 27	🔥 Fast Market
13	09:23	09:38	Now: 10 signals / Last 3 windows total: 28	🔥 Fast Market
14	09:25	09:40	Now: 11 signals / Last 3 windows total: 30	🔥 Fast Market
15	09:29	09:44	Now: 11 signals / Last 3 windows total: 32	🔥 Fast Market
16	09:30	09:45	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
17	09:33	09:48	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
18	09:37	09:52	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:38	09:53	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
20	09:41	09:56	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	10:11	10:26	Now: 1 signals / Last 3 windows total: 14	⚖️ Neutral Market
22	10:13	10:28	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
23	10:16	10:31	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
24	10:18	10:33	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
25	10:20	10:35	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
26	10:22	10:37	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
27	10:23	10:38	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
28	10:27	10:42	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
29	10:35	10:50	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
30	10:36	10:51	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
11,648	90	0.14	93	0.15	1.45	0.14	435.00	20.85	98.10	23.20	1	22.30	1	0
13,368	79	0.21	49	0.22	2.68	0.21	432.50	20.30	97.29	20.45	2	19.90	1	7
28,296	50	0.32	45	0.33	4.27	0.32	430.00	17.75	95.49	17.95	3	17.60	2	71
28,513	10	0.49	34	0.50	7.42	0.49	427.50	15.65	93.01	15.70	2	15.30	2	37
38,311	21	0.74	27	0.75	11.22	0.74	425.00	13.15	88.22	13.25	1	13.10	2	277
33,779	15	1.10	26	1.12	16.61	1.11	422.50	11	83.29	11.10	1	10.75	2	283
42,023	4	1.63	7	1.64	23.76	1.64	420.00	9.07	76.94	9.45	3	8.98	2	821
23,975	2	2.35	5	2.37	31.78	2.35	417.50	7.26	68.96	7.31	1	7.20	3	1,672
12,259	2	3.29	1	3.33	40.01	3.28	415.00	5.82	59.80	5.77	1	5.70	1	3,116
5,197	2	4.48	9	4.53	50.55	4.48	412.50	4.42	49.65	4.45	1	4.39	2	8,367
4,898	3	5.88	1	5.97	59.85	5.93	410.00	3.39	39.62	3.37	2	3.34	2	8,834
664	2	7.60	1	7.72	69.65	7.58	407.50	2.57	30.35	2.55	1	2.53	4	10,841
254	2	9.10	2	9.73	79.97	9.98	405.00	1.91	21.80	1.93	4	1.91	1	24,388
104	2	11.45	2	11.60	84.26	11.40	402.50	1.44	15.43	1.44	3	1.43	9	32,021
274	1	13.55	1	13.70	89.92	13.55	400.00	1.09	9.98	1.09	3	1.08	15	33,724
37	3	15.60	2	16	93.64	15.50	397.50	0.84	6.25	0.84	11	0.83	5	22,114
20	2	17.85	3	18.45	96.49	18.10	395.00	0.65	3.59	0.65	15	0.64	24	27,847
16	1	20.20	3	20.85	98.42	21.25	392.50	0.51	2.01	0.52	33	0.51	17	12,999
23	2	22.50	3	23.25	99.20	23.70	390.00	0.41	1.00	0.42	45	0.40	51	14,978

📌 Notes on Option Price Data:

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

💼 Matched Entry & Exit Positions + Margin Summary

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

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
2025_0707_0958_4989	📈 Entry (Long)	201W7425	0.74	0.9	-0.16
2025_0707_0958_4989	📈 Entry (Long)	301W7400	1.03	0.9	0.13

ℹ️ Interpretation Guide

Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.

📊 (⏱️ 07-07 10:57) 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	411.15	413.45	415.5	409.35	144,239	414.65	0.65	1.85	3068.86	48
📙 Next Month	101WC000	F 202512	411.9	414.8	416.2	410.4	237	416.12	2.02	3.34	3076.78	108

✅ 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	414.65	0.65	1.85	-1.2	+1.20
📙 Next Month	414.8	416.12	2.02	3.34	-1.32	+1.32

📈 KOSPI200 Futures Price Movement Visualization (Total: 59 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:57, total 59 points) — **As of 07-07 10:57**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:57

📌 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: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
10	09:19	09:34	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market 📈
11	09:20	09:35	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
12	09:22	09:37	Now: 9 signals / Last 3 windows total: 27	🔥 Fast Market
13	09:23	09:38	Now: 10 signals / Last 3 windows total: 28	🔥 Fast Market
14	09:25	09:40	Now: 11 signals / Last 3 windows total: 30	🔥 Fast Market
15	09:29	09:44	Now: 11 signals / Last 3 windows total: 32	🔥 Fast Market
16	09:30	09:45	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
17	09:33	09:48	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
18	09:37	09:52	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:38	09:53	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
20	09:41	09:56	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	10:11	10:26	Now: 1 signals / Last 3 windows total: 14	⚖️ Neutral Market
22	10:13	10:28	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
23	10:16	10:31	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
24	10:18	10:33	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
25	10:20	10:35	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
26	10:22	10:37	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
27	10:23	10:38	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
28	10:27	10:42	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
29	10:35	10:50	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
30	10:36	10:51	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
31	10:40	10:55	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:42	10:57	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
11,802	114	0.13	21	0.14	1.61	0.14	435.00	20.85	98.10	22.75	1	21.85	1	0
13,486	91	0.20	11	0.21	2.83	0.21	432.50	20.30	97.29	20.20	1	19.65	1	7
28,681	79	0.31	11	0.32	4.77	0.32	430.00	17.15	95.17	17.85	2	17.35	2	76
28,876	18	0.48	29	0.49	7.87	0.49	427.50	15.65	93.01	15.45	2	14.95	2	37
39,055	20	0.73	25	0.74	11.74	0.74	425.00	13.10	88.26	13.25	3	13	2	299
34,298	8	1.10	4	1.11	17.22	1.11	422.50	10.85	82.27	11.05	3	10.80	2	299
42,755	4	1.63	8	1.64	24.13	1.63	420.00	8.81	75.65	9.04	2	8.88	2	834
24,353	2	2.35	4	2.37	32.38	2.34	417.50	7.25	67.62	7.25	2	7.13	1	1,717
12,431	1	3.29	3	3.33	41.67	3.31	415.00	5.49	57.83	5.72	1	5.63	3	3,148
5,274	3	4.48	1	4.55	51.50	4.50	412.50	4.39	48.50	4.39	1	4.30	5	8,519
4,992	1	5.96	1	6.05	61.30	5.95	410.00	3.34	38.70	3.35	1	3.31	3	8,932
676	1	7.60	2	8.02	70.99	7.71	407.50	2.46	29.18	2.53	2	2.49	4	10,977
263	2	9.44	2	9.73	78.75	9.76	405.00	1.90	21.45	1.91	3	1.89	1	24,619
104	3	11.45	2	11.70	84.26	11.40	402.50	1.42	14.80	1.43	8	1.42	1	32,428
325	1	13.65	3	13.95	90.59	13.75	400.00	1.08	9.67	1.08	6	1.07	9	34,793
37	3	15.60	2	16.40	93.64	15.50	397.50	0.84	5.96	0.83	3	0.82	16	22,627
22	1	18.15	2	18.75	96.52	18.70	395.00	0.64	3.46	0.65	22	0.64	11	28,841
16	1	20.35	2	21.10	98.42	21.25	392.50	0.51	1.89	0.52	34	0.51	6	13,471
23	1	22.85	2	23.55	99.20	23.70	390.00	0.41	0.96	0.42	45	0.40	56	15,088

📌 Notes on Option Price Data:

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

💼 Matched Entry & Exit Positions + Margin Summary

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
2025_0707_0958_4989	📈 Entry (Long)	201W7425	0.74	0.9	-0.16
2025_0707_0958_4989	📈 Entry (Long)	301W7400	1.03	0.9	0.13

ℹ️ Interpretation Guide

Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.

📊 (⏱️ 07-07 11:07) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	411.15	413.45	415.5	409.35	148,369	414.22	1.08	1.85	3068.86	48
📙 Next Month	101WC000	F 202512	411.9	414.4	416.2	410.4	244	415.53	2.21	3.34	3076.78	108

✅ 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	414.22	1.08	1.85	-0.77	+0.77
📙 Next Month	414.4	415.53	2.21	3.34	-1.13	+1.13

📈 KOSPI200 Futures Price Movement Visualization (Total: 61 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 11:07, total 61 points) — **As of 07-07 11:07**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 11:07

📌 Chart Interpretation:

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

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

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: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
10	09:19	09:34	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market 📈
11	09:20	09:35	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
12	09:22	09:37	Now: 9 signals / Last 3 windows total: 27	🔥 Fast Market
13	09:23	09:38	Now: 10 signals / Last 3 windows total: 28	🔥 Fast Market
14	09:25	09:40	Now: 11 signals / Last 3 windows total: 30	🔥 Fast Market
15	09:29	09:44	Now: 11 signals / Last 3 windows total: 32	🔥 Fast Market
16	09:30	09:45	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
17	09:33	09:48	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
18	09:37	09:52	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:38	09:53	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
20	09:41	09:56	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	10:11	10:26	Now: 1 signals / Last 3 windows total: 14	⚖️ Neutral Market
22	10:13	10:28	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
23	10:16	10:31	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
24	10:18	10:33	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
25	10:20	10:35	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
26	10:22	10:37	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
27	10:23	10:38	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
28	10:27	10:42	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
29	10:35	10:50	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
30	10:36	10:51	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
31	10:40	10:55	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:42	10:57	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
33	10:43	10:58	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
34	10:52	11:07	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
12,045	170	0.13	142	0.14	1.44	0.14	435.00	20.85	98.10	23.10	1	22.35	1	0
13,750	51	0.20	89	0.21	2.55	0.20	432.50	20.30	97.39	20.55	1	19.95	1	8
29,300	99	0.30	19	0.31	4.24	0.30	430.00	17.85	95.74	17.95	2	17.60	2	79
29,939	62	0.46	12	0.47	7.28	0.47	427.50	15.65	93.01	15.55	2	15.25	1	37
40,316	41	0.71	10	0.72	11.22	0.72	425.00	13.30	89.13	13.15	7	12.95	1	324
35,470	6	1.08	17	1.09	16.54	1.08	422.50	11.20	84.19	11.25	4	10.85	1	309
44,122	3	1.60	8	1.61	23.30	1.60	420.00	9.03	76.64	9.03	2	8.92	2	865
25,021	2	2.31	2	2.33	31.43	2.32	417.50	7.25	68.47	7.26	3	7.12	2	1,788
12,638	2	3.24	2	3.28	40.43	3.25	415.00	5.65	59.57	5.66	3	5.57	1	3,216
5,400	4	4.44	4	4.48	50.55	4.45	412.50	4.35	50.29	4.38	5	4.31	1	8,809
5,058	1	5.88	1	5.95	59.31	5.74	410.00	3.29	39.92	3.31	3	3.27	1	9,139
685	2	7.17	2	7.75	69.02	7.44	407.50	2.49	30.63	2.49	5	2.47	1	11,173
270	2	9.06	2	9.54	76.98	9.35	405.00	1.86	22.24	1.87	5	1.85	7	25,309
124	4	11.20	2	11.60	83.80	11.25	402.50	1.40	15.55	1.40	8	1.39	6	33,654
362	4	13.40	2	13.75	89.38	13.50	400.00	1.07	10.24	1.06	12	1.05	10	36,481
38	3	15.55	2	16.05	93.44	15.60	397.50	0.81	6.35	0.81	1	0.80	33	23,572
23	1	17.80	1	18.35	96.57	18.15	395.00	0.64	3.65	0.63	5	0.62	50	29,578
16	1	20.20	1	20.75	98.42	21.25	392.50	0.51	2.04	0.51	54	0.50	5	14,171
23	1	22.60	3	23.30	99.20	23.70	390.00	0.42	1.10	0.41	69	0.40	8	15,268

📌 Notes on Option Price Data:

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

💼 Matched Entry & Exit Positions + Margin Summary

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
2025_0707_0958_4989	📈 Entry (Long)	201W7425	0.74	0.9	-0.16
2025_0707_0958_4989	📈 Entry (Long)	301W7400	1.03	0.9	0.13

ℹ️ Interpretation Guide

Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.

📊 (⏱️ 07-07 11:11) 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	411.15	413.35	415.5	409.35	150,716	414.56	0.64	1.85	3068.86	48
📙 Next Month	101WC000	F 202512	411.9	414.5	416.2	410.4	247	416.25	1.59	3.34	3076.78	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.35	414.56	0.64	1.85	-1.21	+1.21
📙 Next Month	414.5	416.25	1.59	3.34	-1.75	+1.75

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 11:11, total 63 points) — **As of 07-07 11:11**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 11:11

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 413.35, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
12,163	131	0.12	174	0.14	1.64	0.13	435.00	20.85	98.10	22.85	1	21.85	1	0
14,029	143	0.19	73	0.20	3.03	0.20	432.50	20.30	97.39	20.35	2	19.50	1	8
29,608	32	0.29	95	0.31	4.84	0.30	430.00	17.85	95.74	17.75	3	17.40	2	79
30,272	75	0.45	17	0.46	7.76	0.46	427.50	15.65	93.01	15.95	2	14.95	3	37
40,976	31	0.70	25	0.71	11.88	0.70	425.00	12.90	87.62	14.05	2	13	2	350
35,963	1	1.05	2	1.06	17.39	1.05	422.50	11.20	84.19	11	2	10.50	2	309
44,677	7	1.56	9	1.57	24.35	1.56	420.00	9.02	75.65	9.07	3	8.85	2	874
25,289	1	2.27	2	2.29	32.64	2.28	417.50	7.27	67.36	7.27	1	7.11	2	1,832
12,764	6	3.16	2	3.21	41.94	3.21	415.00	5.58	57.67	5.66	4	5.57	1	3,286
5,522	2	4.41	1	4.45	51.78	4.41	412.50	4.39	48.22	4.40	1	4.32	3	8,940
5,098	3	5.87	3	5.99	61.98	5.95	410.00	3.33	38.43	3.38	6	3.30	3	9,339
685	3	7.49	2	8	69.02	7.44	407.50	2.51	29.28	2.52	1	2.47	7	11,277
272	2	9.18	2	9.96	78.35	9.57	405.00	1.89	21.25	1.90	3	1.86	1	25,596
135	1	11.05	2	11.60	86.23	11.95	402.50	1.41	14.64	1.42	1	1.40	2	34,184
370	3	13.60	2	13.80	90.74	13.75	400.00	1.06	9.55	1.06	18	1.05	11	37,100
38	2	15.85	2	16.25	93.44	15.60	397.50	0.81	5.88	0.81	1	0.80	39	23,969
23	2	18.05	2	18.70	96.57	18.15	395.00	0.63	3.41	0.63	10	0.62	58	29,996
16	2	20.35	2	21.05	98.42	21.25	392.50	0.50	1.85	0.51	53	0.49	71	14,387
23	2	22.75	2	23.55	99.20	23.70	390.00	0.41	0.95	0.41	32	0.40	88	15,350

📌 Notes on Option Price Data:

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

💼 Matched Entry & Exit Positions + Margin Summary

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
2025_0707_0958_4989	📈 Entry (Long)	201W7425	0.74	0.9	-0.16
2025_0707_0958_4989	📈 Entry (Long)	301W7400	1.03	0.9	0.13

ℹ️ Interpretation Guide

Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.

📊 (⏱️ 07-07 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	411.15	413.25	415.5	409.35	155,072	414.47	0.63	1.85	3068.86	48
📙 Next Month	101WC000	F 202512	411.9	414.35	416.2	410.4	253	416.23	1.46	3.34	3076.78	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.25	414.47	0.63	1.85	-1.22	+1.22
📙 Next Month	414.35	416.23	1.46	3.34	-1.88	+1.88

📈 KOSPI200 Futures Price Movement Visualization (Total: 67 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 11:22, total 67 points) — **As of 07-07 11:22**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 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)

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 413.25, 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: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
10	09:19	09:34	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market 📈
11	09:20	09:35	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
12	09:22	09:37	Now: 9 signals / Last 3 windows total: 27	🔥 Fast Market
13	09:23	09:38	Now: 10 signals / Last 3 windows total: 28	🔥 Fast Market
14	09:25	09:40	Now: 11 signals / Last 3 windows total: 30	🔥 Fast Market
15	09:29	09:44	Now: 11 signals / Last 3 windows total: 32	🔥 Fast Market
16	09:30	09:45	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
17	09:33	09:48	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
18	09:37	09:52	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:38	09:53	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
20	09:41	09:56	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	10:11	10:26	Now: 1 signals / Last 3 windows total: 14	⚖️ Neutral Market
22	10:13	10:28	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
23	10:16	10:31	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
24	10:18	10:33	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
25	10:20	10:35	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
26	10:22	10:37	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
27	10:23	10:38	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
28	10:27	10:42	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
29	10:35	10:50	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
30	10:36	10:51	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
31	10:40	10:55	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:42	10:57	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
33	10:43	10:58	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
34	10:52	11:07	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
35	10:55	11:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
36	10:56	11:11	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
37	10:58	11:13	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
38	11:04	11:19	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
39	11:06	11:21	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
40	11:07	11:22	Now: 7 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
12,332	16	0.13	107	0.14	1.82	0.14	435.00	20.85	98.10	23.05	2	22	1	0
14,350	103	0.19	88	0.20	2.97	0.20	432.50	20.30	97.39	20.50	2	19.65	1	8
30,372	95	0.29	70	0.30	5.02	0.30	430.00	17.85	95.74	18.05	1	17.50	2	79
31,029	94	0.44	15	0.45	7.67	0.45	427.50	15.65	93.01	15.60	2	15.25	1	37
42,263	39	0.68	25	0.69	11.76	0.69	425.00	12.75	87.33	13.25	1	13.10	1	383
37,003	9	1.03	5	1.04	17.45	1.03	422.50	11.20	84.19	11.15	1	10.95	2	309
46,204	4	1.54	12	1.55	24.41	1.54	420.00	9	75.37	9.13	1	9	2	894
26,027	1	2.24	1	2.25	32.42	2.24	417.50	7.27	67.29	7.31	2	7.18	3	1,916
13,041	2	3.16	1	3.18	42.02	3.16	415.00	5.51	57.09	5.74	1	5.62	3	3,330
5,870	1	4.33	1	4.38	51.86	4.37	412.50	4.39	48.14	4.41	2	4.36	1	9,153
5,116	2	5.80	1	5.85	61.34	5.81	410.00	3.33	38.66	3.35	5	3.32	1	9,474
708	2	7.41	7	7.59	71.13	7.50	407.50	2.52	29.21	2.53	2	2.50	3	11,545
278	2	9.24	3	9.70	79.30	9.85	405.00	1.89	21.51	1.89	4	1.87	17	26,231
144	3	11.15	2	11.45	86.47	11.90	402.50	1.41	14.85	1.42	13	1.40	13	34,952
404	4	13.40	2	13.65	90.65	13.55	400.00	1.07	9.70	1.07	4	1.06	24	38,056
38	3	15.70	2	16.35	93.44	15.60	397.50	0.82	5.98	0.82	3	0.81	24	24,647
23	2	17.75	2	18.65	96.57	18.15	395.00	0.64	3.39	0.64	10	0.63	33	31,067
16	1	20.35	2	21.05	98.42	21.25	392.50	0.51	1.85	0.52	43	0.50	44	14,701
23	1	22.75	2	23.45	99.20	23.70	390.00	0.41	0.96	0.42	52	0.40	59	15,540

📌 Notes on Option Price Data:

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

💼 Matched Entry & Exit Positions + Margin Summary

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
2025_0707_0958_4989	📈 Entry (Long)	201W7425	0.74	0.9	-0.16
2025_0707_0958_4989	📈 Entry (Long)	301W7400	1.03	0.9	0.13

ℹ️ Interpretation Guide

Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.

📊 (⏱️ 07-07 11:31) 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	411.15	413.25	415.5	409.35	157,758	414.4	0.7	1.85	3068.86	48
📙 Next Month	101WC000	F 202512	411.9	414.35	416.2	410.4	253	416.23	1.46	3.34	3076.78	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.25	414.4	0.7	1.85	-1.15	+1.15
📙 Next Month	414.35	416.23	1.46	3.34	-1.88	+1.88

📈 KOSPI200 Futures Price Movement Visualization (Total: 69 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 11:31, total 69 points) — **As of 07-07 11:31**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 11:31

📌 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 413.25, 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: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
10	09:19	09:34	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market 📈
11	09:20	09:35	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
12	09:22	09:37	Now: 9 signals / Last 3 windows total: 27	🔥 Fast Market
13	09:23	09:38	Now: 10 signals / Last 3 windows total: 28	🔥 Fast Market
14	09:25	09:40	Now: 11 signals / Last 3 windows total: 30	🔥 Fast Market
15	09:29	09:44	Now: 11 signals / Last 3 windows total: 32	🔥 Fast Market
16	09:30	09:45	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
17	09:33	09:48	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
18	09:37	09:52	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:38	09:53	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
20	09:41	09:56	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	10:11	10:26	Now: 1 signals / Last 3 windows total: 14	⚖️ Neutral Market
22	10:13	10:28	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
23	10:16	10:31	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
24	10:18	10:33	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
25	10:20	10:35	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
26	10:22	10:37	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
27	10:23	10:38	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
28	10:27	10:42	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
29	10:35	10:50	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
30	10:36	10:51	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
31	10:40	10:55	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:42	10:57	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
33	10:43	10:58	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
34	10:52	11:07	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
35	10:55	11:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
36	10:56	11:11	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
37	10:58	11:13	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
38	11:04	11:19	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
39	11:06	11:21	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
40	11:07	11:22	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
41	11:12	11:27	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
42	11:16	11:31	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
12,365	92	0.13	108	0.14	1.61	0.14	435.00	20.85	98.10	22.80	1	22.10	1	0
14,518	113	0.19	96	0.20	2.78	0.20	432.50	20.30	97.39	20.35	1	19.80	1	8
30,652	78	0.29	70	0.30	4.68	0.30	430.00	17.85	95.74	17.90	1	17.60	2	79
31,510	93	0.44	13	0.45	7.51	0.45	427.50	15.65	93.01	15.55	2	15.40	2	37
42,848	61	0.68	22	0.69	11.55	0.69	425.00	13.05	88.31	13.35	2	13.15	2	404
37,418	13	1.03	7	1.04	16.96	1.04	422.50	11.20	84.19	11.20	4	10.95	3	309
47,124	6	1.54	8	1.55	23.64	1.54	420.00	8.68	75.68	9.14	1	9.01	1	909
26,383	3	2.24	9	2.26	31.78	2.25	417.50	7.27	67.97	7.32	1	7.24	1	1,969
13,290	2	3.17	2	3.19	41.01	3.18	415.00	5.64	59.26	5.76	3	5.68	3	3,383
5,968	2	4.33	3	4.39	51.18	4.38	412.50	4.40	48.90	4.41	1	4.37	2	9,329
5,188	1	5.78	5	5.85	60.69	5.80	410.00	3.35	39.08	3.36	1	3.33	2	9,590
714	2	7.29	2	7.96	69.96	7.63	407.50	2.54	30.07	2.54	2	2.50	3	11,784
279	2	9.18	2	9.74	78.17	9.45	405.00	1.90	21.74	1.91	5	1.89	2	26,613
147	3	11.30	2	11.45	85.38	11.80	402.50	1.42	15.03	1.43	5	1.42	3	35,405
426	2	13.45	2	13.60	89.94	13.60	400.00	1.07	9.84	1.08	4	1.07	16	38,583
38	3	15.65	2	16.30	93.44	15.60	397.50	0.83	6.07	0.83	2	0.82	18	24,942
23	2	17.85	3	18.45	96.57	18.15	395.00	0.64	3.54	0.65	25	0.64	27	31,461
16	1	20.30	3	20.80	98.42	21.25	392.50	0.51	1.93	0.52	37	0.51	29	14,877
23	1	22.70	3	23.20	99.20	23.70	390.00	0.41	0.98	0.42	49	0.41	41	15,676

📌 Notes on Option Price Data:

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

💼 Matched Entry & Exit Positions + Margin Summary

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
2025_0707_0958_4989	📈 Entry (Long)	201W7425	0.74	0.9	-0.16
2025_0707_0958_4989	📈 Entry (Long)	301W7400	1.03	0.9	0.13

ℹ️ Interpretation Guide

Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.

📊 (⏱️ 07-07 12:03) 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	411.15	413.15	415.5	409.35	167,620	414.22	0.78	1.85	3068.86	48
📙 Next Month	101WC000	F 202512	411.9	414.6	416.2	410.4	267	416.03	1.91	3.34	3076.78	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.15	414.22	0.78	1.85	-1.07	+1.07
📙 Next Month	414.6	416.03	1.91	3.34	-1.43	+1.43

📈 KOSPI200 Futures Price Movement Visualization (Total: 75 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 12:03, total 75 points) — **As of 07-07 12:03**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 12:03

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 413.15, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
13,553	131	0.11	103	0.12	1.48	0.11	435.00	20.85	98.10	22.90	1	22.25	1	0
15,872	33	0.17	90	0.18	2.68	0.18	432.50	19.80	97.31	20.75	2	19.85	1	10
32,108	31	0.26	53	0.27	4.53	0.27	430.00	17.35	95.24	18.30	1	17.60	2	81
33,610	47	0.40	42	0.41	7.26	0.41	427.50	15.30	92.74	15.95	1	15.45	2	62
45,755	1	0.62	47	0.63	11.22	0.62	425.00	12.45	87.45	13.50	2	13.05	2	452
40,498	6	0.95	17	0.96	16.51	0.96	422.50	10.60	82.50	11.35	2	11	2	323
50,940	11	1.44	7	1.45	23.30	1.45	420.00	8.80	76.24	9.18	2	8.81	2	943
28,127	3	2.13	1	2.14	31.43	2.14	417.50	7.24	68.54	7.38	2	7.22	1	2,180
14,353	1	3.05	2	3.06	40.62	3.06	415.00	5.71	59.42	5.78	1	5.65	1	3,505
6,302	1	4.22	1	4.28	50.47	4.31	412.50	4.41	49.57	4.46	1	4.28	6	9,817
5,421	1	5.67	1	5.77	60.27	5.69	410.00	3.31	39.69	3.38	1	3.33	5	10,352
722	2	7.26	2	7.77	69.86	7.49	407.50	2.54	30.45	2.55	7	2.52	2	13,358
291	1	9.15	1	9.35	78.08	9.55	405.00	1.91	22.24	1.93	5	1.91	5	28,883
173	2	11.20	2	11.35	84.71	11.65	402.50	1.44	15.43	1.45	11	1.43	12	38,145
475	2	13.35	2	13.60	90.04	13.65	400.00	1.09	10.13	1.10	14	1.09	4	41,368
41	3	15.40	2	16.05	93.45	15.60	397.50	0.83	6.30	0.84	2	0.83	12	26,245
25	1	17.85	2	18.40	95.92	17.70	395.00	0.65	3.67	0.66	25	0.65	14	33,433
16	1	20.20	3	20.70	98.42	21.25	392.50	0.52	2.01	0.53	48	0.51	32	15,840
23	2	22.50	3	23.10	99.20	23.70	390.00	0.41	1.03	0.42	21	0.41	29	16,332

📌 Notes on Option Price Data:

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

💼 Matched Entry & Exit Positions + Margin Summary

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
2025_0707_0958_4989	📈 Entry (Long)	201W7425	0.74	0.9	-0.16
2025_0707_0958_4989	📈 Entry (Long)	301W7400	1.03	0.9	0.13

ℹ️ Interpretation Guide

Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.

🧮 (⏱️ 07-07 14:20) 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
10,183	247	0.06	300	0.07	1.32	0.07	437.50	19.90	98.95	23.55	1	23	1	0
19,057	167	0.10	524	0.11	2.22	0.11	435.00	21.20	97.96	21	1	20.70	1	2
22,337	147	0.16	139	0.17	4.01	0.17	432.50	18.80	96.41	18.55	1	18	1	13
40,739	130	0.27	77	0.28	6.45	0.28	430.00	16.80	94.87	16.15	1	15.80	2	92
45,765	52	0.45	51	0.46	10.09	0.46	427.50	15.30	92.74	13.95	2	13.50	2	62
58,046	42	0.73	20	0.74	14.85	0.74	425.00	11.50	84.83	11.55	1	11.45	2	524
52,945	5	1.16	12	1.17	21.37	1.16	422.50	9.75	80.08	9.60	3	9.21	2	357
65,452	9	1.77	10	1.79	29.11	1.78	420.00	7.47	71.23	7.66	3	7.49	2	1,101
34,995	1	2.63	2	2.64	38.02	2.66	417.50	5.91	62.77	5.99	3	5.86	4	2,670
18,308	4	3.73	1	3.75	47.39	3.76	415.00	4.54	52.33	4.57	1	4.51	1	4,274
7,526	2	5.10	1	5.16	57.44	5.17	412.50	3.42	42.76	3.44	2	3.41	2	12,441
5,757	3	6.69	4	6.84	66.79	6.87	410.00	2.56	33.03	2.57	3	2.53	2	13,592
764	2	8.39	2	8.71	75.18	8.71	407.50	1.90	24.50	1.91	5	1.89	3	17,538
399	4	10.45	3	10.70	82.43	10.70	405.00	1.41	17.29	1.42	8	1.41	11	36,363
224	4	12.65	2	12.90	87.78	12.65	402.50	1.05	11.60	1.07	23	1.05	20	44,210
499	4	14.85	2	15.20	91.84	14.55	400.00	0.80	7.22	0.81	10	0.80	33	49,634
56	3	17.20	2	17.55	94.52	16.60	397.50	0.62	4.35	0.63	40	0.62	29	31,706
49	1	19.50	2	19.90	97.07	18.95	395.00	0.49	2.41	0.50	65	0.49	26	39,094
28	1	21.95	2	22.35	98.30	21.40	392.50	0.39	1.28	0.40	62	0.39	52	18,704

📌 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.

❌ System Error Detected: Unrecognized `market_mode`

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

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	411.15	414.05	415.5	409.35	221,775	415.27	0.63	1.85	3068.86	48
📙 Next Month	101WC000	F 202512	411.9	415.25	416.25	410.4	354	416.77	1.83	3.35	3076.78	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	414.05	415.27	0.63	1.85	-1.22	+1.22
📙 Next Month	415.25	416.77	1.83	3.35	-1.52	+1.52

📈 KOSPI200 Futures Price Movement Visualization (Total: 93 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 15:27, total 93 points) — **As of 07-07 15:27**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 15:27

📌 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 414.05, 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: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
10	09:19	09:34	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market 📈
11	09:20	09:35	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
12	09:22	09:37	Now: 9 signals / Last 3 windows total: 27	🔥 Fast Market
13	09:23	09:38	Now: 10 signals / Last 3 windows total: 28	🔥 Fast Market
14	09:25	09:40	Now: 11 signals / Last 3 windows total: 30	🔥 Fast Market
15	09:29	09:44	Now: 11 signals / Last 3 windows total: 32	🔥 Fast Market
16	09:30	09:45	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
17	09:33	09:48	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
18	09:37	09:52	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:38	09:53	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
20	09:41	09:56	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	10:11	10:26	Now: 1 signals / Last 3 windows total: 14	⚖️ Neutral Market
22	10:13	10:28	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
23	10:16	10:31	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
24	10:18	10:33	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
25	10:20	10:35	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
26	10:22	10:37	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
27	10:23	10:38	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
28	10:27	10:42	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
29	10:35	10:50	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
30	10:36	10:51	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
31	10:40	10:55	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:42	10:57	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
33	10:43	10:58	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
34	10:52	11:07	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
35	10:55	11:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
36	10:56	11:11	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
37	10:58	11:13	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
38	11:04	11:19	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
39	11:06	11:21	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
40	11:07	11:22	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
41	11:12	11:27	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
42	11:16	11:31	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
43	11:17	11:32	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	11:26	11:41	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
45	11:31	11:46	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
46	11:37	11:52	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
47	11:39	11:54	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	11:48	12:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
49	12:07	12:22	Now: 1 signals / Last 3 windows total: 8	🧊 Slow Market
50	12:35	12:50	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
51	12:38	12:53	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
52	12:48	13:03	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
53	12:58	13:13	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
54	13:16	13:31	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
55	13:19	13:34	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
56	13:21	13:36	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
57	13:36	13:51	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
58	13:38	13:53	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
59	13:48	14:03	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
60	14:00	14:15	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
61	14:06	14:21	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
62	14:12	14:27	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
63	14:14	14:29	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
64	14:18	14:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
65	14:37	14:52	Now: 1 signals / Last 3 windows total: 9	🧊 Slow Market
66	15:12	15:27	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
11,325	262	0.05	244	0.06	1.07	0.05	437.50	19.90	98.95	24.55	1	23.80	1	0
23,308	368	0.08	153	0.09	1.95	0.09	435.00	21	97.79	22.05	1	21.40	1	3
26,761	127	0.13	92	0.14	3.37	0.13	432.50	18.80	96.41	19.55	1	18.95	1	13
46,199	90	0.21	53	0.22	5.59	0.22	430.00	16.75	94.41	17.05	2	16.70	2	103
52,006	36	0.35	45	0.36	8.83	0.36	427.50	14.40	91.17	14.70	1	14.50	2	66
65,966	11	0.58	28	0.59	13.34	0.58	425.00	12.10	86.66	12.40	2	12.20	2	574
60,422	1	0.94	27	0.95	19.27	0.94	422.50	10.05	81.19	10.25	2	10.10	3	390
72,743	18	1.48	6	1.49	26.61	1.48	420.00	8.09	73.39	8.32	3	8.09	2	1,214
38,186	4	2.23	2	2.26	35.22	2.26	417.50	6.41	64.78	6.93	4	6.36	3	2,831
20,367	1	3.25	4	3.33	44.71	3.29	415.00	5.04	55.29	5.09	3	4.95	3	5,078
8,742	2	4.55	3	4.67	54.58	4.65	412.50	3.80	45.42	3.84	1	3.77	5	14,099
6,028	9	6.07	4	6.22	64.23	6.14	410.00	2.90	35.77	2.91	5	2.84	4	15,226
795	4	7.87	2	7.99	73.10	7.95	407.50	2.18	26.90	2.19	3	2.13	5	20,035
497	3	9.85	2	10.15	80.74	9.85	405.00	1.63	19.26	1.64	9	1.62	1	39,823
240	1	11.90	2	12.15	86.92	12.15	402.50	1.23	13.08	1.24	16	1.22	11	48,677
529	1	14.10	1	14.35	91.78	14.35	400.00	0.94	8.40	0.94	1	0.93	20	53,609
65	3	16.30	2	16.80	94.91	16.85	397.50	0.73	5.09	0.74	31	0.72	13	34,327
79	1	18.60	2	19.10	97.09	18.80	395.00	0.57	2.91	0.58	37	0.57	12	42,795
42	1	21.05	2	21.55	98.46	21.35	392.50	0.46	1.56	0.47	26	0.46	7	21,460

📌 Notes on Option Price Data:

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

📦 Current Option Holdings

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

💼 My Option Positions

Option Code	Quantity	Position
301W7400	1	📈 Long
201W7425	1	📈 Long

❌ System Error Detected: Unrecognized `market_mode`

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

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	411.15	413.55	415.5	409.35	227,740	414.87	0.53	1.85	3068.86	48
📙 Next Month	101WC000	F 202512	411.9	414.5	416.25	410.4	356	416.37	1.48	3.35	3076.78	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.55	414.87	0.53	1.85	-1.32	+1.32
📙 Next Month	414.5	416.37	1.48	3.35	-1.87	+1.87

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 15:33, total 94 points) — **As of 07-07 15:33**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 15:33

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
10	09:19	09:34	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market 📈
11	09:20	09:35	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
12	09:22	09:37	Now: 9 signals / Last 3 windows total: 27	🔥 Fast Market
13	09:23	09:38	Now: 10 signals / Last 3 windows total: 28	🔥 Fast Market
14	09:25	09:40	Now: 11 signals / Last 3 windows total: 30	🔥 Fast Market
15	09:29	09:44	Now: 11 signals / Last 3 windows total: 32	🔥 Fast Market
16	09:30	09:45	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
17	09:33	09:48	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
18	09:37	09:52	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:38	09:53	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
20	09:41	09:56	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	10:11	10:26	Now: 1 signals / Last 3 windows total: 14	⚖️ Neutral Market
22	10:13	10:28	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
23	10:16	10:31	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
24	10:18	10:33	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
25	10:20	10:35	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
26	10:22	10:37	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
27	10:23	10:38	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
28	10:27	10:42	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
29	10:35	10:50	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
30	10:36	10:51	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
31	10:40	10:55	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:42	10:57	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
33	10:43	10:58	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
34	10:52	11:07	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
35	10:55	11:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
36	10:56	11:11	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
37	10:58	11:13	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
38	11:04	11:19	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
39	11:06	11:21	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
40	11:07	11:22	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
41	11:12	11:27	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
42	11:16	11:31	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
43	11:17	11:32	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	11:26	11:41	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
45	11:31	11:46	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
46	11:37	11:52	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
47	11:39	11:54	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	11:48	12:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
49	12:07	12:22	Now: 1 signals / Last 3 windows total: 8	🧊 Slow Market
50	12:35	12:50	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
51	12:38	12:53	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
52	12:48	13:03	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
53	12:58	13:13	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
54	13:16	13:31	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
55	13:19	13:34	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
56	13:21	13:36	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
57	13:36	13:51	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
58	13:38	13:53	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
59	13:48	14:03	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
60	14:00	14:15	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
61	14:06	14:21	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
62	14:12	14:27	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
63	14:14	14:29	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
64	14:18	14:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
65	14:37	14:52	Now: 1 signals / Last 3 windows total: 9	🧊 Slow Market
66	15:12	15:27	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
67	15:18	15:33	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
11,893	1,030	0.04	366	0.05	0.96	0.05	437.50	19.90	98.95	24.95	1	24.30	1	0
24,138	831	0.06	24	0.07	1.77	0.07	435.00	21	97.79	22.55	1	21.95	1	3
27,573	376	0.10	70	0.11	3.09	0.11	432.50	18.80	96.41	20.05	1	19.50	1	13
47,185	130	0.16	2	0.17	5.15	0.17	430.00	16.75	94.41	17.65	2	17.25	2	103
53,321	74	0.27	44	0.28	8.21	0.28	427.50	14.65	91.17	15.45	1	14.90	2	70
67,858	40	0.45	13	0.46	12.51	0.45	425.00	12.55	87.49	12.95	1	12.60	2	596
62,778	5	0.75	7	0.76	18.20	0.75	422.50	10.30	81.80	10.70	2	10.40	2	400
75,206	5	1.22	4	1.24	25.33	1.23	420.00	8.50	74.67	8.58	1	8.36	2	1,232
39,309	1	1.93	2	1.95	33.75	1.92	417.50	6.71	66.25	6.76	3	6.62	3	2,841
21,143	1	2.89	6	2.94	43.15	2.90	415.00	5.19	56.85	5.23	3	5.04	3	5,141
8,926	5	4.11	3	4.25	53.01	4.23	412.50	3.95	46.99	3.97	1	3.87	5	14,226
6,105	1	5.71	3	5.86	62.74	5.77	410.00	2.99	37.26	3	12	2.95	2	15,536
856	2	7.37	2	7.62	71.77	7.59	407.50	2.25	28.23	2.26	10	2.21	7	20,377
502	1	9.36	2	9.56	79.64	9.45	405.00	1.70	20.36	1.71	3	1.69	4	40,612
240	2	11.40	2	11.70	86.92	12.15	402.50	1.29	13.94	1.30	32	1.29	3	49,109
531	1	13.65	2	13.85	91.60	14.15	400.00	0.99	9.03	1	33	0.99	1	54,338
66	2	15.90	2	16.40	94.48	16.45	397.50	0.78	5.52	0.79	13	0.77	6	34,767
79	1	18.20	1	18.70	97.09	18.80	395.00	0.62	3.18	0.63	26	0.61	10	43,321
42	1	20.55	1	21.05	98.46	21.35	392.50	0.50	1.72	0.51	37	0.49	26	21,751

📌 Notes on Option Price Data:

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

📦 Current Option Holdings

💼 My Option Positions

Option Code	Quantity	Position
301W7400	1	📈 Long
201W7425	1	📈 Long

📈 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	411.15	413.75	415.5	409.35	234,036	414.87	0.73	1.85	3068.86	48
📙 Next Month	101WC000	F 202512	411.9	414.65	416.25	410.4	359	416.37	1.63	3.35	3076.78	108

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	413.75	414.87	0.73	1.85	-1.12	+1.12
📙 Next Month	414.65	416.37	1.63	3.35	-1.72	+1.72

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

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 413.75, 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: 16 signals / Last 1 windows total: 16 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 16 signals / Last 2 windows total: 32 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 14 signals / Last 3 windows total: 46	🔥 Fast Market
3	09:06	09:21	Now: 13 signals / Last 3 windows total: 43	🔥 Fast Market
4	09:13	09:28	Now: 7 signals / Last 3 windows total: 34	🔥 Fast Market
5	09:14	09:29	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market 📈
6	09:15	09:30	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
7	09:16	09:31	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
8	09:17	09:32	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
9	09:18	09:33	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
10	09:19	09:34	Now: 9 signals / Last 3 windows total: 24	🔥 Fast Market 📈
11	09:20	09:35	Now: 9 signals / Last 3 windows total: 26	🔥 Fast Market
12	09:22	09:37	Now: 9 signals / Last 3 windows total: 27	🔥 Fast Market
13	09:23	09:38	Now: 10 signals / Last 3 windows total: 28	🔥 Fast Market
14	09:25	09:40	Now: 11 signals / Last 3 windows total: 30	🔥 Fast Market
15	09:29	09:44	Now: 11 signals / Last 3 windows total: 32	🔥 Fast Market
16	09:30	09:45	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
17	09:33	09:48	Now: 9 signals / Last 3 windows total: 31	🔥 Fast Market
18	09:37	09:52	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:38	09:53	Now: 7 signals / Last 3 windows total: 23	🔥 Fast Market
20	09:41	09:56	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	10:11	10:26	Now: 1 signals / Last 3 windows total: 14	⚖️ Neutral Market
22	10:13	10:28	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
23	10:16	10:31	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
24	10:18	10:33	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
25	10:20	10:35	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
26	10:22	10:37	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
27	10:23	10:38	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
28	10:27	10:42	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
29	10:35	10:50	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
30	10:36	10:51	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
31	10:40	10:55	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
32	10:42	10:57	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
33	10:43	10:58	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
34	10:52	11:07	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
35	10:55	11:10	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
36	10:56	11:11	Now: 5 signals / Last 3 windows total: 14	⚖️ Neutral Market
37	10:58	11:13	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
38	11:04	11:19	Now: 5 signals / Last 3 windows total: 15	⚖️ Neutral Market
39	11:06	11:21	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
40	11:07	11:22	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
41	11:12	11:27	Now: 5 signals / Last 3 windows total: 18	⚖️ Neutral Market
42	11:16	11:31	Now: 5 signals / Last 3 windows total: 17	⚖️ Neutral Market
43	11:17	11:32	Now: 6 signals / Last 3 windows total: 16	⚖️ Neutral Market
44	11:26	11:41	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
45	11:31	11:46	Now: 4 signals / Last 3 windows total: 14	⚖️ Neutral Market
46	11:37	11:52	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
47	11:39	11:54	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	11:48	12:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
49	12:07	12:22	Now: 1 signals / Last 3 windows total: 8	🧊 Slow Market
50	12:35	12:50	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
51	12:38	12:53	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market
52	12:48	13:03	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
53	12:58	13:13	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
54	13:16	13:31	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
55	13:19	13:34	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
56	13:21	13:36	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
57	13:36	13:51	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
58	13:38	13:53	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
59	13:48	14:03	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
60	14:00	14:15	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
61	14:06	14:21	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
62	14:12	14:27	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
63	14:14	14:29	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
64	14:18	14:33	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
65	14:37	14:52	Now: 1 signals / Last 3 windows total: 9	🧊 Slow Market
66	15:12	15:27	Now: 1 signals / Last 3 windows total: 6	🧊 Slow Market
67	15:18	15:33	Now: 2 signals / Last 3 windows total: 4	🧊 Slow Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
12,439	241	0.04	38	0.05	0.96	0.05	437.50	19.90	98.95	25.90	2	23.65	2	0
24,958	16	0.07	156	0.08	1.77	0.08	435.00	21	97.79	23.40	2	21.25	2	3
27,727	101	0.10	81	0.11	3.09	0.11	432.50	18.80	96.41	20.95	2	18.70	2	13
47,947	50	0.18	12	0.19	5.15	0.18	430.00	16.75	94.41	18.55	2	16.30	2	103
53,874	333	0.28	33	0.29	8.21	0.28	427.50	14.65	91.17	16.20	2	13.80	2	70
68,609	16	0.49	26	0.50	12.51	0.49	425.00	12.55	87.49	13.90	2	1.32	1	596
63,434	5	0.82	3	0.83	18.20	0.83	422.50	10.30	81.80	11.45	2	9.59	2	400
76,346	12	1.28	8	1.29	25.33	1.28	420.00	8.51	74.67	8.51	1	8.31	1	1,242
40,337	6	2	1	2.01	33.75	2	417.50	7.12	66.25	7.26	2	6.28	2	2,859
22,003	116	2.95	1	3.04	43.15	2.95	415.00	5.17	56.85	5.20	24	5.16	3	5,208
8,973	3	4.20	101	4.31	53.01	4.31	412.50	3.95	46.99	3.95	14	3.91	1	14,311
6,122	1	5.82	51	6	62.74	5.82	410.00	2.98	37.26	2.98	47	2.97	3	15,676
864	1	7.36	1	7.98	71.77	7.56	407.50	2.24	28.23	2.24	7	2.21	6	20,645
505	1	9.56	12	10.50	79.64	9.57	405.00	1.70	20.36	1.70	82	1.68	3	41,087
240	2	10.65	2	12.50	86.92	12.15	402.50	1.29	13.94	1.29	86	1.27	3	49,462
531	2	12.75	2	14.95	91.60	14.15	400.00	1	9.03	1	159	0.99	1	54,754
66	2	15.05	2	17.15	94.48	16.45	397.50	0.78	5.52	0.78	26	0.74	1	34,892
81	2	17.40	1	18.60	96.82	18.50	395.00	0.62	3.18	0.63	49	0.61	1	43,626
42	2	19.75	2	21.80	98.46	21.35	392.50	0.50	1.72	0.50	4	0.47	7	21,979

📌 Notes on Option Price Data:

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

📦 Current Option Holdings

💼 My Option Positions

Option Code	Quantity	Position
301W7400	1	📈 Long
201W7425	1	📈 Long

📌 Unclosed Call-Put 1:1 Long Pairs

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

📈 Unclosed Long Positions

Call Option	Entry Price	Put Option	Entry Price	Order ID
201W7425	0.8	301W7400	0.81	2025_0707_1304_4989

🧮 Real-Time Margin Analysis Results

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

💰 Margin Analysis Table

Call Option	Put Option	Call Margin	Put Margin	Total Margin
201W7425	301W7400	-0.31	0.19	-0.12

📘 Margin Guide

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

💼 Matched Entry & Exit Positions + Margin Summary

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
2025_0707_0958_4989	📈 Entry (Long)	201W7425	0.74	0.9	-0.16
2025_0707_0958_4989	📈 Entry (Long)	301W7400	1.03	0.9	0.13

ℹ️ Interpretation Guide

Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
Entry Type: Classified based on the order ID suffix (e.g., 8949 for sell, 4989 for buy). Exit records are also included.
Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.

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

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

📊 Option Fees & Profit Summary Table

Order ID	Entry Type	Option Code	Entry Fee	Exit Fee	Total Fees	Total P&L (KRW)
2025_0707_0958_4989	📈 Entry (Long)	201W7425	-277	-337	-614	-40,000
2025_0707_0958_4989	📈 Entry (Long)	301W7400	-386	-337	-723	32,500
Total					-1,337	-7,500

ℹ️ How to Read This Table

Entry/Exit Fees: These are the transaction costs associated with opening and closing positions. Total fees = entry + exit.
Total P&L (KRW): Net profit or loss in Korean Won, calculated based on settlement prices.
Color Indicators: Green for gains, Red for losses.

📈 Realized Profit Overview

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

💹 Overall Profit Summary

Total P&L (KRW)	Total Fees (KRW)	Net Realized Profit (KRW)
-7,500	-1,337	❌ -8,837

ℹ️ Interpretation Guide

Total P&L: Combined profit and loss from all closed trades.
Total Fees: Sum of all entry and exit transaction costs.
Net Realized Profit: Final earnings after subtracting total fees. Displayed with
✅ if positive,
❌ if negative.