2025-07-22 Derivatives Futures and Options Insights - KOSPI200 Futures

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

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

⏱️ Opening Time: 07-22 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.

📊 (⏱️ 07-22 09:01) 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	435.15	435.4	436.55	434.0	11,956	436.44	0.47	1.51	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	435.75	437.4	435.15	29	437.75	1.13	3.13	3218.12	97

📌 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	435.4	436.44	0.47	1.51	-1.04	+1.04
📙 Next Month	435.75	437.75	1.13	3.13	-2.0	+2.00

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

📉 KOSPI200 Futures Price Movement Visualization (Total: 6 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:01, total 6 points) — **As of 07-22 09:01**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:01

📌 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 435.4, 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
1,233	2	1.44	6	1.46	20.65	1.45	457.50	24.50	79.77	24.75	1	23.35	1	0
1,314	5	1.77	7	1.80	23.46	1.79	455.00	22.25	76.99	22.60	1	21.20	1	0
725	4	2.17	6	2.20	26.31	2.18	452.50	21.10	74.00	54.45	10	19.30	2	0
1,741	3	2.66	2	2.69	29.70	2.68	450.00	18.30	70.80	18.70	2	17.30	2	0
369	4	3.23	1	3.26	32.93	3.24	447.50	15.50	67.42	16.70	3	15.25	2	20
435	3	3.92	1	3.96	36.70	3.93	445.00	13.65	63.86	14.85	3	13.20	2	21
237	1	4.72	1	4.76	39.94	4.66	442.50	11.90	60.15	13.05	3	11.95	2	2
315	4	5.64	1	5.71	43.84	5.59	440.00	10.85	56.24	10.70	2	10.25	2	69
165	3	6.71	1	6.80	47.95	6.70	437.50	9.17	52.05	9.47	2	9.11	1	87
304	1	7.90	1	7.98	51.90	7.94	435.00	7.86	48.10	7.91	2	7.81	1	296
102	3	9.08	1	9.45	55.85	9.27	432.50	6.81	44.15	6.75	1	6.69	2	323
56	1	10.70	1	10.95	59.77	10.80	430.00	5.78	40.23	5.74	1	5.70	1	462
32	3	11.50	2	12.55	63.25	12.45	427.50	4.85	36.39	4.88	4	4.82	1	220
39	2	13.10	3	14.60	67.09	13.95	425.00	4.10	32.65	4.11	1	4.08	1	380
64	2	15.10	3	16.20	70.61	16.25	422.50	3.45	29.07	3.47	1	3.44	2	311
63	2	16.95	3	18.15	74.04	17.80	420.00	2.90	25.49	2.92	2	2.90	1	545
2	2	18.30	3	29.90	77.26	19.95	417.50	2.45	22.29	2.46	4	2.44	2	841
0	1	21.20	1	22.55	80.27	21.80	415.00	2.07	19.32	2.08	2	2.06	5	941
1	1	23.35	2	24.90	83.04	25	412.50	1.75	16.72	1.76	3	1.75	1	1,084

📌 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.

📊 (⏱️ 07-22 09:02) 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	435.15	434.95	436.55	434.0	14,106	436.53	0.07	1.51	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	436.1	437.4	435.15	33	438.16	1.08	3.14	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	434.95	436.53	0.07	1.51	-1.58	+1.44
📙 Next Month	436.1	438.16	1.08	3.14	-2.06	+2.06

📉 KOSPI200 Futures Price Movement Visualization (Total: 7 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:02, total 7 points) — **As of 07-22 09:02**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:02

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

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

No	Start Time	End Time	Signal Count	Market Status

📊 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
1,332	8	1.40	6	1.42	20.70	1.40	457.50	24.50	79.77	24.65	1	23.40	1	0
1,401	6	1.73	2	1.75	23.51	1.73	455.00	22.25	76.99	22.45	1	21.25	3	0
779	2	2.13	2	2.15	26.53	2.13	452.50	21.10	74.00	54.45	10	19.30	2	0
1,909	3	2.60	5	2.63	29.76	2.60	450.00	18.30	70.80	18.40	2	17.30	2	0
421	3	3.16	2	3.19	33.17	3.16	447.50	15.50	67.42	16.25	3	15.45	2	20
517	2	3.83	2	3.86	36.86	3.83	445.00	13.65	63.86	14.40	4	13.60	3	21
260	2	4.60	1	4.65	40.48	4.60	442.50	11.90	60.15	12.85	3	11.95	2	2
339	3	5.51	2	5.57	44.31	5.51	440.00	10.80	55.55	10.85	1	10.60	1	74
172	1	6.56	2	6.63	48.38	6.73	437.50	9.39	51.78	9.40	2	9.28	1	109
320	1	7.74	2	7.82	52.34	7.84	435.00	8.07	47.83	8.07	3	7.99	1	328
116	2	9.06	4	9.23	56.12	9.07	432.50	6.86	43.88	6.92	1	6.85	2	402
59	2	10.50	2	10.70	60.20	10.60	430.00	5.84	39.86	5.86	1	5.82	2	508
32	4	11.75	3	12.55	63.25	12.45	427.50	4.95	36.03	4.99	2	4.94	2	262
39	2	13.50	3	14.30	67.09	13.95	425.00	4.20	32.31	4.21	2	4.17	2	394
64	4	15.40	4	15.95	70.61	16.25	422.50	3.52	28.78	3.56	4	3.51	2	328
63	2	17.35	1	17.75	74.04	17.80	420.00	2.98	25.38	2.99	3	2.97	2	615
2	2	19.25	3	29.90	77.26	19.95	417.50	2.52	22.25	2.53	3	2.50	2	914
0	1	21.30	1	22.50	80.27	21.80	415.00	2.11	19.28	2.13	4	2.10	5	1,032
1	1	23.45	2	24.55	83.04	25	412.50	1.79	16.48	1.80	13	1.78	3	1,248

📌 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.

📊 (⏱️ 07-22 09:03) 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	435.15	435.4	436.55	434.0	16,584	436.69	0.22	1.51	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	436.1	437.4	435.15	34	438.34	0.9	3.14	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	435.4	436.69	0.22	1.51	-1.29	+1.29
📙 Next Month	436.1	438.34	0.9	3.14	-2.24	+2.24

📉 KOSPI200 Futures Price Movement Visualization (Total: 8 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:03, total 8 points) — **As of 07-22 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)

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
1,620	16	1.44	6	1.46	20.94	1.45	457.50	24.50	79.77	24.55	1	23.25	1	0
1,553	5	1.79	2	1.81	23.76	1.80	455.00	22.25	76.99	22.35	1	21.05	1	0
914	4	2.19	3	2.22	26.80	2.20	452.50	21.10	74.00	54.45	10	18.95	2	0
2,295	3	2.69	4	2.71	30.05	2.71	450.00	18.30	70.80	18.20	2	17	2	0
508	2	3.26	2	3.28	33.48	3.26	447.50	15.50	67.42	16.25	3	15.25	2	20
607	3	3.94	3	3.98	36.73	3.92	445.00	13.70	62.84	14.20	4	13.70	2	22
295	1	4.74	1	4.79	40.45	4.70	442.50	11.90	60.15	12.60	3	11.75	2	2
373	2	5.67	1	5.71	44.28	5.63	440.00	10.75	55.67	10.85	5	10.50	1	81
191	1	6.69	1	6.81	48.19	6.76	437.50	9.09	51.45	9.26	2	9.08	1	158
336	1	7.90	1	8	52.14	7.97	435.00	7.82	47.86	7.83	1	7.75	2	384
132	2	9.17	1	9.41	56.09	9.27	432.50	6.66	43.55	6.69	3	6.63	3	472
62	4	10.65	2	10.90	60.55	10.70	430.00	5.74	39.69	5.68	2	5.64	1	582
32	3	12.05	2	12.90	63.25	12.45	427.50	4.85	36.16	4.82	3	4.78	1	307
40	5	13.70	4	14.60	68.16	14.35	425.00	4.09	32.44	4.07	3	4.02	2	447
65	2	15.60	2	16.15	71.25	15.90	422.50	3.43	28.86	3.44	3	3.40	2	364
65	2	17.35	3	18.75	74.57	17.80	420.00	2.87	25.46	2.88	3	2.86	3	723
2	2	19.20	3	29.90	77.26	19.95	417.50	2.42	22.00	2.43	3	2.41	3	1,089
0	1	21.40	1	22.70	80.27	21.80	415.00	2.04	19.30	2.05	5	2.03	3	1,205
1	1	23.60	1	24.65	83.04	25	412.50	1.72	16.34	1.73	10	1.71	8	1,485

📌 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.

📊 (⏱️ 07-22 09:06) 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	435.15	435.25	436.55	434.0	20,934	437.08	0.31	1.52	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	436.5	437.4	435.15	39	438.71	0.93	3.14	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	435.25	437.08	0.31	1.52	-1.83	+1.21
📙 Next Month	436.5	438.71	0.93	3.14	-2.21	+2.21

📉 KOSPI200 Futures Price Movement Visualization (Total: 10 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:06, total 10 points) — **As of 07-22 09:06**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:06

📌 Chart Interpretation:

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

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

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
2,078	4	1.41	2	1.43	21.37	1.42	457.50	24.50	79.77	24.40	3	23.10	1	0
1,925	2	1.75	4	1.77	24.23	1.75	455.00	22.25	76.99	21.90	2	20.90	3	0
1,202	1	2.16	1	2.17	27.30	2.16	452.50	19.65	72.70	19.90	2	19	2	2
3,064	1	2.64	5	2.66	30.57	2.65	450.00	18.30	70.80	17.75	2	16.95	2	0
907	3	3.20	4	3.23	34.03	3.20	447.50	15.30	65.62	15.85	3	15.20	2	21
784	1	3.89	4	3.95	37.64	3.90	445.00	13.70	62.34	14.10	4	13.30	2	41
369	1	4.66	3	4.74	41.39	4.67	442.50	11.70	57.84	12.20	2	11.70	2	4
462	2	5.60	2	5.67	45.24	5.61	440.00	10.35	54.56	10.65	2	10.45	1	93
230	1	6.66	1	6.78	49.15	6.71	437.50	9.19	50.85	9.21	3	9.07	1	255
368	1	7.86	1	7.98	53.10	7.87	435.00	7.90	46.90	7.90	1	7.83	1	481
169	1	9.22	2	9.49	57.04	9.22	432.50	6.76	42.96	6.76	2	6.69	3	607
69	2	10.70	3	11.30	60.93	10.80	430.00	5.73	39.07	5.74	1	5.67	2	720
34	3	12.30	2	12.95	65.18	12.75	427.50	4.86	35.26	4.87	2	4.81	2	439
41	2	14.05	3	14.50	68.72	14.30	425.00	4.10	31.57	4.10	2	4.05	1	513
80	2	15.80	3	16.50	72.56	16.50	422.50	3.46	28.04	3.46	1	3.42	2	536
65	2	17.80	3	18.35	74.57	17.80	420.00	2.91	24.69	2.91	2	2.89	2	873
2	2	19.20	3	29.90	77.26	19.95	417.50	2.45	21.56	2.46	6	2.43	2	1,339
0	2	21.45	1	22.80	80.27	21.80	415.00	2.06	18.64	2.06	6	2.05	1	1,471
1	3	23.80	1	25	83.04	25	412.50	1.74	15.97	1.74	1	1.73	1	1,863

📌 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.

📊 (⏱️ 07-22 09:08) 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	435.15	435.2	436.55	434.0	23,742	436.82	0.11	1.51	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	436.6	437.4	435.15	44	438.75	0.99	3.14	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	435.2	436.82	0.11	1.51	-1.62	+1.40
📙 Next Month	436.6	438.75	0.99	3.14	-2.15	+2.15

📉 KOSPI200 Futures Price Movement Visualization (Total: 12 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:08, total 12 points) — **As of 07-22 09:08**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:08

📌 Chart Interpretation:

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

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

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
2,193	1	1.42	9	1.43	21.10	1.43	457.50	24.50	79.77	24.20	2	23.25	2	0
2,075	1	1.75	7	1.77	23.93	1.76	455.00	22.25	76.99	22.05	2	21.15	1	0
1,322	3	2.14	3	2.18	26.99	2.17	452.50	19.70	73.09	54.45	10	19.20	2	4
3,467	5	2.64	3	2.65	30.23	2.64	450.00	18.30	70.80	18.05	2	17.15	2	0
1,067	3	3.20	3	3.23	33.68	3.22	447.50	15.30	65.62	15.85	3	15.20	2	21
859	2	3.87	1	3.91	37.28	3.91	445.00	13.70	62.34	14.10	2	13.50	2	41
445	2	4.67	2	4.72	41.02	4.70	442.50	12.20	58.98	12.25	8	11.70	2	12
493	4	5.58	1	5.65	44.94	5.67	440.00	10.30	54.68	10.70	4	10.50	2	98
277	1	6.63	4	6.77	48.77	6.66	437.50	9.25	51.23	9.25	3	9.12	1	292
397	1	7.85	4	7.97	52.72	7.90	435.00	7.88	47.28	7.96	4	7.80	5	535
200	4	9.15	1	9.41	56.67	9.21	432.50	6.75	43.33	6.76	1	6.70	1	699
73	3	10.65	2	10.90	60.90	10.90	430.00	5.74	39.43	5.74	1	5.71	3	811
35	3	12.10	2	12.75	64.76	12.40	427.50	4.83	35.50	4.89	1	4.81	5	521
41	2	13.95	3	14.60	68.72	14.30	425.00	4.09	31.91	4.13	2	4.09	1	599
80	2	15.80	3	16.40	72.56	16.50	422.50	3.49	28.36	3.50	2	3.44	2	628
65	2	17.60	3	18.45	74.57	17.80	420.00	2.92	25.01	2.92	1	2.91	1	1,004
2	2	19.30	3	29.90	77.26	19.95	417.50	2.46	21.85	2.47	3	2.45	2	1,456
0	2	21.75	1	22.70	80.27	21.80	415.00	2.07	18.90	2.08	6	2.06	3	1,603
1	2	23.90	2	24.80	83.04	25	412.50	1.76	16.21	1.76	1	1.75	7	2,065

📌 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.

📊 (⏱️ 07-22 09:10) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	435.15	436.55	434.0	26,178	436.55	0.11	1.51	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	435.55	437.4	435.15	50	437.79	0.89	3.13	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	435.15	436.55	0.11	1.51	-1.4	+1.40
📙 Next Month	435.55	437.79	0.89	3.13	-2.24	+2.24

📉 KOSPI200 Futures Price Movement Visualization (Total: 14 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:10, total 14 points) — **As of 07-22 09:10**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:10

📌 Chart Interpretation:

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

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

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
2,400	4	1.40	13	1.41	20.74	1.40	457.50	24.50	79.77	24.70	1	23.70	2	0
2,273	4	1.73	15	1.75	23.55	1.74	455.00	22.25	76.99	22.40	1	21.40	3	0
1,449	4	2.13	5	2.15	26.58	2.14	452.50	19.70	73.09	54.45	10	19.25	2	4
3,760	8	2.61	5	2.63	29.85	2.62	450.00	18.30	70.80	18.45	2	17.20	2	0
1,178	2	3.18	7	3.20	33.23	3.18	447.50	15.30	65.62	16.15	3	15.35	2	21
926	5	3.84	4	3.88	36.82	3.86	445.00	13.70	62.34	14.55	3	13.55	2	41
486	3	4.62	3	4.67	40.54	4.64	442.50	12.20	58.98	13	2	11.75	2	12
532	1	5.56	2	5.61	44.42	5.61	440.00	10.30	54.68	11.05	2	10.40	1	98
293	2	6.61	2	6.65	48.33	6.60	437.50	9.23	51.67	9.60	3	9.22	1	308
415	1	7.81	5	7.87	52.23	7.82	435.00	7.95	47.77	7.98	1	7.91	1	571
216	1	9.12	1	9.24	56.18	9.16	432.50	6.79	43.77	6.83	2	6.78	1	758
82	2	10.30	3	10.75	60.09	10.65	430.00	5.81	39.91	5.81	2	5.75	4	876
36	3	11.70	2	12.60	63.78	11.95	427.50	4.93	36.07	4.93	4	4.88	5	576
41	2	13.45	3	14.30	68.72	14.30	425.00	4.19	32.57	4.17	4	4.13	1	636
80	2	15.05	3	16.10	72.56	16.50	422.50	3.52	28.78	3.52	3	3.49	1	731
65	2	17	3	18.05	74.57	17.80	420.00	2.95	25.39	2.96	5	2.94	5	1,123
2	2	19	3	29.90	77.26	19.95	417.50	2.49	22.20	2.51	5	2.48	3	1,624
0	2	21.25	1	22.50	80.27	21.80	415.00	2.13	19.26	2.10	3	2.09	2	1,718
1	2	23.50	2	24.50	83.04	25	412.50	1.79	16.51	1.78	6	1.77	3	2,158

📌 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.

🧮 (⏱️ 07-22 09:32) 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
4,007	16	1.44	1	1.45	21.14	1.44	455.00	22.25	76.99	23.85	1	23	1	0
2,665	4	1.78	10	1.80	23.95	1.79	452.50	19.70	73.09	22	1	20.25	1	4
5,718	3	2.19	6	2.21	27.02	2.19	450.00	18.70	72.04	19.70	2	18.85	2	3
2,105	3	2.68	2	2.70	30.35	2.68	447.50	16.40	68.34	17.60	3	16.90	2	25
1,660	2	3.26	3	3.29	33.81	3.26	445.00	13.70	62.34	15.65	3	15.05	2	41
801	1	3.95	1	3.98	37.44	3.95	442.50	13.60	62.54	14.15	2	13.30	2	21
900	1	4.76	3	4.80	41.20	4.76	440.00	11.70	58.52	12	1	11.90	1	126
494	2	5.70	2	5.74	45.20	5.70	437.50	10.45	54.80	10.50	2	10.35	1	472
629	1	6.78	3	6.84	49.02	6.80	435.00	9	50.98	9.06	1	8.97	2	839
322	1	7.99	1	8.05	53.11	8.01	432.50	7.73	47.08	7.76	2	7.72	1	1,089
175	2	9.32	3	9.49	57.29	9.62	430.00	6.60	43.12	6.63	3	6.59	3	1,322
44	4	10.75	2	11.45	61.20	11	427.50	5.65	39.02	5.64	2	5.61	2	987
55	2	12	3	13	64.71	12.55	425.00	4.78	35.37	4.78	4	4.75	1	1,086
81	2	14.10	3	14.65	69.81	15	422.50	4.03	31.64	4.03	1	4	2	1,080
65	2	16	3	16.65	74.57	17.80	420.00	3.39	28.10	3.41	4	3.38	5	2,233
6	2	17.55	3	18.65	76.95	19.25	417.50	2.86	24.73	2.87	3	2.85	2	2,728
1	1	19.95	2	21.60	79.92	21.40	415.00	2.41	21.57	2.42	5	2.40	6	2,741
1	1	21.70	1	22.80	83.04	25	412.50	2.05	18.64	2.04	1	2.03	11	3,330
2	1	24	1	24.95	86.66	27.15	410.00	1.73	15.96	1.73	2	1.72	14	3,306

📌 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.

📊 (⏱️ 07-22 09:32) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	432.8	436.55	432.8	44,562	434.42	0.11	1.51	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	434.0	437.4	434.0	98	436.18	0.94	3.12	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	432.8	434.42	0.11	1.51	-1.62	+1.40
📙 Next Month	434.0	436.18	0.94	3.12	-2.18	+2.18

📉 KOSPI200 Futures Price Movement Visualization (Total: 23 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:32, total 23 points) — **As of 07-22 09:32**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:32

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 432.8, 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	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
4,016	29	1.42	48	1.44	21.06	1.43	455.00	22.25	76.99	24.25	1	23.05	1	0
2,675	13	1.76	2	1.77	23.89	1.77	452.50	19.70	73.09	22	1	20.35	1	4
5,737	8	2.16	6	2.18	26.98	2.18	450.00	18.70	72.04	19.70	2	18.85	2	3
2,109	3	2.65	4	2.67	30.18	2.67	447.50	16.40	68.34	17.60	3	16.90	2	25
1,661	2	3.23	2	3.25	33.76	3.25	445.00	13.70	62.34	15.65	3	15.05	2	41
802	1	3.91	3	3.95	37.40	3.92	442.50	13.60	62.54	14.15	2	13.30	2	21
902	1	4.72	3	4.77	41.14	4.74	440.00	12.05	58.84	12.15	1	12	1	128
497	2	5.65	1	5.70	45.01	5.67	437.50	10.45	54.80	10.55	1	10.50	1	472
632	2	6.72	3	6.79	48.95	6.75	435.00	9.08	51.05	9.11	1	9.03	3	840
323	1	7.93	1	8	52.92	7.97	432.50	7.79	47.08	7.82	1	7.75	4	1,090
175	1	9.29	3	9.49	57.29	9.62	430.00	6.68	43.25	6.70	1	6.64	1	1,328
44	4	10.75	2	11.45	61.20	11	427.50	5.65	39.20	5.69	1	5.66	3	990
55	2	12	3	13	64.71	12.55	425.00	4.80	35.37	4.83	4	4.79	1	1,087
81	2	14.10	3	14.65	69.81	15	422.50	4.05	31.70	4.08	1	4.04	3	1,083
65	2	15.85	3	16.65	74.57	17.80	420.00	3.42	28.14	3.45	4	3.43	2	2,236
6	2	17.55	3	18.65	76.95	19.25	417.50	2.89	24.73	2.91	8	2.89	2	2,731
1	1	19.95	2	21.60	79.92	21.40	415.00	2.45	21.66	2.46	2	2.45	2	2,763
1	2	21.80	1	22.75	83.04	25	412.50	2.07	18.73	2.08	1	2.07	6	3,367
2	1	24	1	24.95	86.66	27.15	410.00	1.75	15.99	1.76	9	1.75	2	3,312

📌 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.

📊 (⏱️ 07-22 10:03) 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	435.15	432.35	436.55	432.35	62,629	433.84	0.01	1.5	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	433.5	437.4	433.5	127	435.63	0.98	3.11	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	432.35	433.84	0.01	1.5	-1.49	+1.49
📙 Next Month	433.5	435.63	0.98	3.11	-2.13	+2.13

📉 KOSPI200 Futures Price Movement Visualization (Total: 30 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:03, total 30 points) — **As of 07-22 10:03**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:03

📌 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 432.35, 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	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	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
5,573	22	1.36	18	1.38	20.41	1.38	455.00	23.75	79.44	24.25	1	23.55	1	1
4,382	4	1.69	8	1.70	23.21	1.69	452.50	19.70	73.09	22.15	1	21.45	1	4
8,237	4	2.08	2	2.09	26.23	2.09	450.00	18.70	72.04	51.95	10	19.35	2	3
3,234	4	2.55	5	2.57	29.46	2.56	447.50	17.10	69.09	17.95	3	17.45	2	29
2,299	2	3.11	5	3.14	32.88	3.12	445.00	14.85	64.92	16.05	3	15.45	2	46
1,133	3	3.77	3	3.80	36.48	3.80	442.50	13.55	62.36	14.20	2	13.65	2	30
1,651	1	4.57	3	4.60	40.21	4.59	440.00	12.30	59.51	12.45	2	12.30	2	222
851	2	5.48	3	5.52	44.06	5.50	437.50	10.70	55.66	11.15	4	10.75	2	531
954	2	6.51	2	6.58	47.99	6.55	435.00	9.33	52.01	9.39	3	9.24	1	1,029
546	1	7.72	2	7.77	52.25	7.80	432.50	7.99	47.75	8.08	1	7.97	3	1,415
301	1	9.07	1	9.17	55.94	9.10	430.00	6.86	44.06	6.90	2	6.85	2	1,712
142	4	10.35	2	11.05	60.31	10.70	427.50	5.79	39.85	5.90	3	5.83	4	1,227
67	2	12.10	3	12.65	64.74	12.75	425.00	5	36.26	5	3	4.99	2	1,472
88	2	13.85	3	14.35	68.61	14.50	422.50	4.23	32.51	4.25	1	4.18	4	1,329
68	2	15.35	3	16.15	72.64	16.60	420.00	3.59	28.91	3.60	7	3.58	2	3,275
6	2	17.55	3	18.05	76.95	19.25	417.50	3.02	25.26	3.05	4	3.03	4	3,952
2	2	19.10	2	21.60	78.23	19.95	415.00	2.57	22.28	2.58	4	2.56	4	4,352
1	1	21.55	1	22.30	83.04	25	412.50	2.16	19.09	2.18	3	2.17	7	4,795
4	1	23.75	1	24.50	83.73	24.20	410.00	1.85	16.55	1.86	5	1.84	8	4,437

📌 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.

📊 (⏱️ 07-22 10:11) 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	435.15	432.8	436.55	432.15	66,652	433.92	0.38	1.5	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	433.35	437.4	433.1	141	435.01	1.45	3.11	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	432.8	433.92	0.38	1.5	-1.12	+1.12
📙 Next Month	433.35	435.01	1.45	3.11	-1.66	+1.66

📉 KOSPI200 Futures Price Movement Visualization (Total: 31 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:11, total 31 points) — **As of 07-22 10:11**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:11

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 432.8, 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	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
5,990	4	1.42	25	1.43	20.27	1.42	455.00	23.75	79.44	24.30	1	23.55	1	1
5,005	12	1.75	3	1.76	23.13	1.75	452.50	19.70	73.09	22.10	1	21.45	1	4
8,752	6	2.16	2	2.17	26.12	2.15	450.00	18.70	72.04	51.95	10	19.35	2	3
3,393	4	2.64	1	2.65	29.42	2.63	447.50	17.10	69.09	18.10	3	17.45	2	29
2,531	2	3.22	1	3.23	33.00	3.22	445.00	15.75	67.49	15.70	2	15.20	2	48
1,187	1	3.89	1	3.92	36.30	3.90	442.50	13.55	62.36	14.20	2	13.45	2	30
1,861	2	4.69	2	4.74	40.03	4.71	440.00	12.35	60.48	12.20	1	12.05	2	238
906	3	5.63	1	5.67	43.95	5.63	437.50	10.70	56.41	11.10	4	10.45	3	536
989	2	6.69	2	6.75	47.80	6.67	435.00	9.18	52.12	9.17	2	9.08	2	1,060
619	3	7.92	1	7.97	52.09	7.95	432.50	7.87	48.23	7.86	1	7.79	2	1,490
316	2	9.23	1	9.34	55.48	9.26	430.00	6.72	44.25	6.76	4	6.70	1	1,804
187	1	10.75	4	10.95	59.56	10.65	427.50	5.75	40.57	5.75	2	5.71	1	1,278
93	1	12.40	1	12.45	63.36	12.30	425.00	4.86	36.44	4.88	4	4.84	1	1,530
88	2	13.75	3	14.35	68.61	14.50	422.50	4.16	32.74	4.13	2	4.10	1	1,377
68	2	15.65	3	16.25	72.64	16.60	420.00	3.47	28.80	3.48	2	3.46	2	3,488
6	2	17.40	2	18.10	76.95	19.25	417.50	2.93	25.39	2.94	4	2.92	4	4,225
2	2	19.50	2	21.60	78.23	19.95	415.00	2.48	22.18	2.49	3	2.47	10	4,665
1	1	21.80	2	22.55	83.04	25	412.50	2.10	19.39	2.10	6	2.09	3	5,113
4	1	23.80	1	24.50	83.73	24.20	410.00	1.78	16.66	1.78	7	1.77	12	4,801

📌 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.

📊 (⏱️ 07-22 10:58) 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	435.15	432.8	436.55	431.4	86,207	433.89	0.41	1.5	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	433.4	437.4	432.55	171	435.34	1.17	3.11	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	432.8	433.89	0.41	1.5	-1.09	+1.09
📙 Next Month	433.4	435.34	1.17	3.11	-1.94	+1.94

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:58, total 39 points) — **As of 07-22 10:58**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:58

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 432.8, 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	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
14	10:01	10:16	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
15	10:09	10:24	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
16	10:14	10:29	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
17	10:23	10:38	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
18	10:30	10:45	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
19	10:31	10:46	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
20	10:36	10:51	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
21	10:43	10:58	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
7,931	8	1.36	23	1.37	20.35	1.36	455.00	24.60	80.36	24.10	1	23.60	1	2
8,043	8	1.69	16	1.70	23.15	1.69	452.50	19.70	73.09	22	1	21.30	2	4
10,781	8	2.09	40	2.10	26.14	2.09	450.00	18.70	72.04	51.95	10	19.30	2	3
4,615	3	2.57	2	2.58	29.39	2.57	447.50	17.65	70.59	17.60	2	17.20	2	37
3,960	4	3.14	3	3.16	32.81	3.15	445.00	15.65	67.25	15.65	2	15.30	2	65
1,550	1	3.82	2	3.84	36.30	3.83	442.50	14.15	63.84	14.05	2	13.70	2	35
2,751	1	4.64	2	4.66	40.10	4.65	440.00	12.10	59.87	12.15	2	12.05	2	337
1,157	1	5.55	1	5.59	43.98	5.58	437.50	10.55	56.10	10.95	3	10.40	2	575
1,285	1	6.63	1	6.68	47.66	6.57	435.00	9.23	52.19	9.19	4	9.08	2	1,232
946	1	7.83	1	7.90	51.75	7.85	432.50	7.85	48.12	7.91	3	7.82	3	1,805
461	2	9.18	2	9.29	55.83	9.25	430.00	6.72	44.14	6.76	6	6.71	1	2,401
220	2	10.65	2	10.80	59.58	10.65	427.50	5.74	40.08	5.76	5	5.71	3	1,661
151	2	12.25	1	12.40	63.54	12.20	425.00	4.91	36.43	4.89	2	4.85	1	1,896
93	2	13.75	1	14.15	66.91	13.85	422.50	4.13	32.48	4.13	2	4.10	3	1,637
75	2	15.65	3	16.10	70.66	15.75	420.00	3.49	28.89	3.48	1	3.46	3	4,049
6	2	17.65	1	18	76.95	19.25	417.50	2.93	25.58	2.94	1	2.92	5	5,310
3	2	19.65	2	21.60	77.21	19.60	415.00	2.48	22.34	2.48	10	2.47	5	6,019
2	1	21.75	1	22.30	80.39	21.80	412.50	2.10	19.27	2.10	7	2.09	5	6,562
9	1	23.90	1	24.45	83.10	23.85	410.00	1.78	16.66	1.78	3	1.77	16	6,903

📌 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.

🧮 (⏱️ 07-22 12:15) 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
9,750	23	1.48	19	1.50	20.92	1.50	452.50	19.70	73.09	24.05	1	22.95	1	4
12,784	4	1.85	10	1.86	23.78	1.85	450.00	20.65	75.23	22.20	1	20.55	1	4
5,902	9	2.27	4	2.29	26.85	2.28	447.50	17.75	70.58	19.50	3	18.95	2	39
5,283	2	2.79	3	2.80	30.22	2.80	445.00	15.85	67.19	18.10	3	16.90	2	67
1,996	4	3.40	1	3.42	33.82	3.40	442.50	15.25	65.76	15.85	2	15.10	2	36
3,430	2	4.12	3	4.15	37.30	4.12	440.00	13.50	62.09	13.80	2	13.30	2	440
1,477	1	4.96	1	4.99	41.28	4.95	437.50	12.05	58.97	12.10	2	11.95	2	600
1,595	2	5.92	1	5.97	45.12	5.95	435.00	10.50	54.81	10.60	4	10.45	2	1,351
1,196	1	7.03	2	7.09	48.88	7	432.50	9.12	51.12	9.22	1	9.11	1	2,216
655	1	8.28	3	8.36	53.11	8.29	430.00	7.89	47.13	7.96	4	7.87	3	2,852
262	1	9.65	1	9.73	57.11	9.66	427.50	6.78	43.14	6.83	2	6.77	2	2,287
209	1	11.15	1	11.30	61.46	11.35	425.00	5.81	39.20	5.85	2	5.80	2	2,546
97	2	12.60	3	13.20	66.00	13.40	422.50	5	35.11	4.99	1	4.75	4	1,999
82	2	14.50	1	14.70	69.51	15.05	420.00	4.23	31.61	4.26	2	4.22	3	4,573
8	2	15.95	4	16.95	72.56	16.70	417.50	3.61	28.04	3.63	1	3.60	1	6,220
4	2	18.20	2	18.85	76.55	19.20	415.00	3.07	24.57	3.09	2	3.06	3	7,388
4	2	20.10	2	21.95	79.63	21.10	412.50	2.62	21.48	2.63	5	2.62	3	8,463
10	1	22.25	1	23.10	83.05	24	410.00	2.23	18.51	2.24	12	2.23	2	8,880
4	1	24.35	1	25.35	84.68	25.15	407.50	1.90	15.85	1.91	9	1.90	6	6,961

📌 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.

📊 (⏱️ 07-22 12:35) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	430.0	436.55	430.0	121,192	431.52	0.02	1.5	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	431.05	437.4	431.05	214	433.11	1.03	3.09	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	430.0	431.52	0.02	1.5	-1.52	+1.48
📙 Next Month	431.05	433.11	1.03	3.09	-2.06	+2.06

📉 KOSPI200 Futures Price Movement Visualization (Total: 45 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 12:35, total 45 points) — **As of 07-22 12:35**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 12:35

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 430.0, and the threshold movement size is 0.1%.

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

No	Start Time	End Time	Signal Count	Market Status
0	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
14	10:01	10:16	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
15	10:09	10:24	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
16	10:14	10:29	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
17	10:23	10:38	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
18	10:30	10:45	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
19	10:31	10:46	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
20	10:36	10:51	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
21	10:43	10:58	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
22	10:50	11:05	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
23	11:02	11:17	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
24	11:07	11:22	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
25	11:56	12:11	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
26	12:00	12:15	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
27	12:20	12:35	Now: 1 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
10,283	3	1.42	10	1.44	20.47	1.43	452.50	19.70	73.09	24.25	1	23.55	1	4
13,566	21	1.77	7	1.78	23.30	1.78	450.00	20.65	75.23	22.05	1	21.40	1	4
6,467	8	2.18	11	2.20	26.34	2.19	447.50	19.35	73.13	19.85	1	19.40	2	41
5,911	15	2.67	3	2.69	29.59	2.68	445.00	15.85	67.19	17.85	1	17.40	2	67
2,219	3	3.25	2	3.28	33.04	3.27	442.50	15.65	66.49	16	2	15.40	2	37
3,832	1	3.96	2	4.01	36.66	3.97	440.00	13.95	63.48	14.35	4	13.60	3	458
1,622	1	4.78	1	4.84	40.42	4.80	437.50	12.15	58.78	12.60	4	12	2	613
1,741	6	5.72	3	5.79	44.16	5.74	435.00	10.80	55.84	10.95	35	10.45	5	1,427
1,275	1	6.80	1	6.87	48.25	6.82	432.50	9.31	51.62	9.47	1	9.34	1	2,312
738	1	8.03	1	8.11	52.25	8.04	430.00	8.15	47.75	8.17	1	8.08	1	2,960
284	4	9.07	1	9.89	56.24	9.42	427.50	7.03	43.76	7.05	1	6.98	1	2,394
216	1	10.85	1	11	60.54	10.95	425.00	6.02	39.80	6.04	1	5.95	1	2,703
100	1	12.35	3	12.90	64.07	12.50	422.50	5.14	35.93	5.15	2	5.13	1	2,105
91	2	14.05	3	14.40	67.94	14.45	420.00	4.38	32.17	4.39	4	4.36	1	4,740
8	2	15.95	3	16.45	72.56	16.70	417.50	3.75	28.57	3.76	1	3.72	3	6,333
4	2	17.90	2	18.45	76.55	19.20	415.00	3.18	25.15	3.19	3	3.17	1	7,883
4	2	19.10	2	21.95	79.63	21.10	412.50	2.70	21.94	2.71	3	2.69	9	9,271
11	1	21.95	1	22.50	81.49	22.60	410.00	2.30	18.96	2.31	3	2.29	3	9,454
4	1	24	1	24.70	84.68	25.15	407.50	1.95	16.23	1.95	4	1.94	4	7,604

📌 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.

📊 (⏱️ 07-22 12:38) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	430.45	436.55	430.0	122,319	431.59	0.36	1.5	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	431.05	437.4	431.05	214	433.11	1.03	3.09	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	430.45	431.59	0.36	1.5	-1.14	+1.14
📙 Next Month	431.05	433.11	1.03	3.09	-2.06	+2.06

📉 KOSPI200 Futures Price Movement Visualization (Total: 46 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 12:38, total 46 points) — **As of 07-22 12:38**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 12:38

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 430.45, 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	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
14	10:01	10:16	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
15	10:09	10:24	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
16	10:14	10:29	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
17	10:23	10:38	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
18	10:30	10:45	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
19	10:31	10:46	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
20	10:36	10:51	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
21	10:43	10:58	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
22	10:50	11:05	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
23	11:02	11:17	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
24	11:07	11:22	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
25	11:56	12:11	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
26	12:00	12:15	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
27	12:20	12:35	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market
28	12:23	12:38	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
10,389	19	1.46	3	1.47	20.53	1.47	452.50	19.70	73.09	24.05	1	23.45	1	4
13,694	16	1.81	12	1.83	23.21	1.82	450.00	20.65	75.23	22	1	21.30	1	4
6,526	16	2.23	4	2.25	26.41	2.25	447.50	19.35	73.13	49.35	3	18.95	2	41
5,981	5	2.74	5	2.76	29.50	2.75	445.00	15.85	67.19	17.85	3	17.40	2	67
2,273	5	3.34	3	3.37	33.11	3.36	442.50	15.65	66.49	15.90	2	15.50	2	37
3,849	3	4.05	3	4.09	36.74	4.08	440.00	13.95	63.48	14.15	3	13.70	2	458
1,630	5	4.88	2	4.93	40.55	4.87	437.50	12.15	58.78	12.50	3	12	2	613
1,772	4	5.84	2	5.89	44.38	5.85	435.00	10.80	55.84	10.70	2	10.45	5	1,427
1,304	2	6.94	2	7	48.14	6.98	432.50	9.21	51.86	9.27	1	9.20	1	2,336
745	1	8.17	1	8.24	52.09	8.16	430.00	8.02	47.93	8.01	1	7.93	1	2,966
288	1	9.57	1	9.84	56.24	9.52	427.50	6.86	43.87	6.91	4	6.83	1	2,408
218	1	11	3	11.20	60.03	11.05	425.00	5.86	39.91	5.89	3	5.84	3	2,719
100	2	12.40	3	12.90	64.07	12.50	422.50	5	35.85	5.03	3	4.98	2	2,127
96	3	14.40	1	14.55	67.83	14.40	420.00	4.27	32.27	4.28	1	4.24	4	4,765
8	2	16.05	1	16.40	72.56	16.70	417.50	3.62	28.50	3.63	2	3.61	1	6,360
4	2	18	2	18.55	76.55	19.20	415.00	3.10	24.96	3.08	2	3.06	3	7,914
4	2	19.10	2	21.95	79.63	21.10	412.50	2.61	21.88	2.61	3	2.60	8	9,368
11	1	22.05	1	22.60	81.49	22.60	410.00	2.22	19.04	2.22	2	2.21	6	9,531
4	1	24.20	1	24.80	84.68	25.15	407.50	1.89	16.30	1.89	6	1.88	9	7,639

📌 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.

📊 (⏱️ 07-22 12:55) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	430.0	436.55	430.0	127,202	431.22	0.27	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	431.15	437.4	431.05	223	433.18	1.06	3.09	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	430.0	431.22	0.27	1.49	-1.22	+1.22
📙 Next Month	431.15	433.18	1.06	3.09	-2.03	+2.03

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 12:55, total 47 points) — **As of 07-22 12:55**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 12:55

📌 Chart Interpretation:

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

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

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 430.0, and the threshold movement size is 0.1%.

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

No	Start Time	End Time	Signal Count	Market Status
0	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
14	10:01	10:16	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
15	10:09	10:24	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
16	10:14	10:29	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
17	10:23	10:38	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
18	10:30	10:45	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
19	10:31	10:46	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
20	10:36	10:51	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
21	10:43	10:58	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
22	10:50	11:05	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
23	11:02	11:17	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
24	11:07	11:22	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
25	11:56	12:11	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
26	12:00	12:15	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
27	12:20	12:35	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market
28	12:23	12:38	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
29	12:40	12:55	Now: 1 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
10,619	9	1.43	18	1.44	20.13	1.44	452.50	19.70	73.09	24.15	1	23.65	1	4
14,266	22	1.77	1	1.78	23.15	1.78	450.00	20.65	75.23	22	1	21.55	1	4
6,727	23	2.18	4	2.20	25.93	2.21	447.50	19.35	73.13	49.35	3	19.45	2	41
7,070	11	2.68	9	2.70	29.18	2.70	445.00	15.85	67.19	18	3	17.40	2	67
2,431	5	3.27	3	3.29	32.59	3.31	442.50	15.70	67.34	16.10	2	15.60	2	42
3,945	2	3.97	2	4.01	36.36	4	440.00	13.75	63.45	14.25	3	13.75	2	462
1,734	2	4.78	4	4.82	39.93	4.83	437.50	12.45	59.81	12.45	1	12.05	2	615
1,828	1	5.73	2	5.77	44.01	5.76	435.00	10.85	55.97	10.90	14	10.75	1	1,452
1,331	1	6.80	1	6.84	47.96	6.85	432.50	9.40	52.23	9.50	2	9.37	3	2,417
788	1	8.02	1	8.06	51.73	8.10	430.00	8.16	47.94	8.19	1	8.11	2	3,012
303	4	9.18	3	9.79	56.08	9.50	427.50	7.02	43.95	7.04	1	6.90	5	2,451
229	2	10.85	2	10.95	60.31	10.85	425.00	6.03	40.25	6.04	1	5.98	3	2,799
100	2	12.40	3	12.85	64.07	12.50	422.50	5.10	36.03	5.16	3	5.10	5	2,220
108	2	14	2	14.35	67.73	14.50	420.00	4.38	32.59	4.40	26	4.38	1	4,881
8	2	15.90	3	16.35	72.56	16.70	417.50	3.71	28.83	3.74	2	3.72	2	6,487
8	2	17.90	2	18.25	74.48	18.10	415.00	3.17	25.30	3.18	2	3.16	3	8,159
4	2	19.10	2	21.95	79.63	21.10	412.50	2.69	22.28	2.70	6	2.68	10	9,864
11	2	21.80	2	22.55	81.49	22.60	410.00	2.28	19.09	2.30	11	2.28	7	9,930
4	1	24.10	1	24.60	84.68	25.15	407.50	1.92	16.55	1.95	6	1.94	5	7,924

📌 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.

🧮 (⏱️ 07-22 13:13) Delta-Based Center Strike Identification Algorithm

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
15,634	2	1.56	17	1.58	20.27	1.57	450.00	20.65	75.23	24.05	1	23	1	4
7,655	2	1.94	1	1.95	23.17	1.95	447.50	19.35	73.13	49.35	3	19.60	2	41
8,013	9	2.39	5	2.41	26.24	2.40	445.00	19.45	73.59	46.90	3	18.85	2	71
3,160	2	2.93	5	2.95	29.69	2.94	442.50	15.70	67.34	17.80	2	16.45	2	42
4,415	3	3.57	3	3.59	33.16	3.57	440.00	14.35	64.38	15.85	2	15.15	2	463
2,064	1	4.30	5	4.40	37.02	4.40	437.50	13.85	62.98	14.25	3	13	2	622
2,136	1	5.17	3	5.22	40.59	5.25	435.00	12.40	59.41	12.45	2	12.30	4	1,547
1,488	3	6.15	1	6.23	44.27	6.20	432.50	10.70	55.40	10.90	1	10.20	4	2,492
915	2	7.28	1	7.35	48.47	7.31	430.00	9.47	51.87	9.55	1	9.48	1	3,236
344	4	8.52	1	8.63	52.17	8.59	427.50	8.29	47.74	8.33	1	8.25	2	2,570
266	1	9.95	3	10.25	56.50	9.97	425.00	7.11	43.83	7.22	1	7.17	1	3,083
123	2	11.20	3	11.95	61.02	11.55	422.50	6.18	39.85	6.22	2	6.18	3	2,388
152	1	13.05	2	13.20	64.40	13.30	420.00	5.33	35.94	5.37	10	5.34	2	5,308
8	2	14.65	3	15.55	72.56	16.70	417.50	4.62	32.07	4.62	3	4.59	4	6,802
20	2	16.60	2	17.15	71.86	17	415.00	3.96	28.26	3.98	1	3.95	2	8,790
5	2	18.45	2	19.85	75.76	19	412.50	3.41	25.02	3.43	3	3.38	4	10,444
11	2	18.70	2	22.55	81.49	22.60	410.00	2.93	21.63	2.94	7	2.92	8	11,512
4	2	18.10	2	23.80	84.68	25.15	407.50	2.52	18.82	2.53	3	2.51	4	8,976
0	1	24.70	1	25.70	89.85	30.30	405.00	2.17	15.95	2.18	13	2.16	6	9,928

📌 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.

📊 (⏱️ 07-22 13:14) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	427.7	436.55	427.7	142,684	428.87	0.32	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	428.8	437.4	428.8	256	430.36	1.5	3.06	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	427.7	428.87	0.32	1.49	-1.17	+1.17
📙 Next Month	428.8	430.36	1.5	3.06	-1.56	+1.56

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 13:14, total 52 points) — **As of 07-22 13:14**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 13:14

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 427.7, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
15,964	9	1.55	2	1.56	20.28	1.56	450.00	23.80	79.85	24.20	1	23.40	1	7
7,862	3	1.92	3	1.94	23.11	1.93	447.50	19.35	73.13	23.05	3	19.85	2	41
8,294	7	2.37	5	2.39	26.03	2.37	445.00	19.45	73.59	46.90	3	18.85	2	71
3,455	4	2.90	3	2.92	29.42	2.92	442.50	17.70	70.63	17.85	8	16.45	2	45
4,565	3	3.53	5	3.55	32.70	3.56	440.00	14.35	64.38	16.25	3	15.15	2	463
2,096	1	4.27	6	4.33	36.30	4.32	437.50	13.85	62.98	14.25	1	13	2	622
2,166	3	5.12	2	5.16	40.29	5.14	435.00	12.40	59.77	12.60	27	12.45	4	1,559
1,527	2	6.11	1	6.16	44.19	6.14	432.50	11	55.81	11.10	3	10.35	4	2,503
959	1	7.23	1	7.25	47.94	7.31	430.00	9.58	52.06	9.70	1	9.58	1	3,245
370	2	8.49	2	8.54	51.99	8.58	427.50	8.40	47.82	8.45	2	8.39	1	2,583
280	2	9.86	3	10.15	56.20	9.86	425.00	7.31	43.96	7.33	2	7.26	1	3,101
124	1	11.35	3	11.95	60.06	11.45	422.50	6.33	39.98	6.34	3	6.30	2	2,413
158	1	12.95	2	13.10	64.08	13.15	420.00	5.45	35.92	5.47	1	5.44	2	5,368
8	2	14.65	3	15.55	72.56	16.70	417.50	4.72	32.29	4.72	1	4.70	2	6,873
24	2	16.35	2	16.80	71.44	16.85	415.00	4.05	28.52	4.07	3	4.03	2	8,880
5	2	18.30	2	19.85	75.76	19	412.50	3.50	25.21	3.50	1	3.46	4	10,477
11	2	18.70	2	22.55	81.49	22.60	410.00	3.01	21.98	3.02	3	3	5	11,911
4	2	18.10	2	23.80	84.68	25.15	407.50	2.59	18.87	2.60	3	2.58	6	9,130
0	1	24.15	1	25.60	89.85	30.30	405.00	2.23	16.13	2.24	1	2.23	1	10,090

📌 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.

📊 (⏱️ 07-22 13:17) 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	435.15	427.7	436.55	427.7	145,781	428.76	0.43	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	428.8	437.4	428.8	273	430.38	1.48	3.06	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	427.7	428.76	0.43	1.49	-1.06	+1.06
📙 Next Month	428.8	430.38	1.48	3.06	-1.58	+1.58

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 13:17, total 54 points) — **As of 07-22 13:17**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 13:17

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 427.7, and the threshold movement size is 0.1%.

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

No	Start Time	End Time	Signal Count	Market Status
0	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
14	10:01	10:16	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
15	10:09	10:24	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
16	10:14	10:29	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
17	10:23	10:38	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
18	10:30	10:45	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
19	10:31	10:46	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
20	10:36	10:51	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
21	10:43	10:58	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
22	10:50	11:05	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
23	11:02	11:17	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
24	11:07	11:22	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
25	11:56	12:11	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
26	12:00	12:15	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
27	12:20	12:35	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market
28	12:23	12:38	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
29	12:40	12:55	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market 📉
30	12:47	13:02	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
31	12:51	13:06	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
32	12:55	13:10	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
33	12:57	13:12	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
34	12:59	13:14	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
35	13:00	13:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
36	13:02	13:17	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
16,114	8	1.57	9	1.59	20.04	1.58	450.00	23.80	79.77	24.10	1	23.40	1	9
7,946	7	1.94	5	1.96	22.84	1.97	447.50	19.35	73.13	22.90	3	19.85	2	41
8,431	7	2.39	4	2.41	25.88	2.40	445.00	19.45	73.59	46.90	3	19	2	71
3,581	2	2.93	3	2.94	29.10	2.94	442.50	17.70	70.63	18.65	2	16.45	2	45
4,679	3	3.55	4	3.59	32.34	3.57	440.00	14.35	64.38	16.05	3	15.30	2	463
2,121	3	4.29	4	4.37	36.16	4.31	437.50	13.85	62.98	14.45	3	13.50	2	622
2,201	1	5.15	1	5.21	39.96	5.17	435.00	12.50	60.11	12.75	5	12.50	1	1,577
1,563	3	6.14	1	6.19	43.82	6.16	432.50	11.05	56.03	11.15	2	10.80	3	2,504
979	2	7.25	1	7.32	47.83	7.27	430.00	9.70	52.17	9.75	1	9.62	2	3,254
384	3	8.50	1	8.58	51.84	8.52	427.50	8.45	48.16	8.47	1	8.33	7	2,611
292	1	9.89	2	9.99	56.23	10.05	425.00	7.27	43.96	7.37	7	7.31	1	3,143
142	1	11.35	1	11.45	59.82	11.45	422.50	6.34	40.18	6.37	1	6.23	4	2,448
163	2	12.95	1	13.15	64.12	13.25	420.00	5.46	36.16	5.51	1	5.48	2	5,436
8	2	14.50	3	15.55	72.56	16.70	417.50	4.71	32.52	4.76	2	4.73	2	6,954
27	2	16.55	2	16.95	71.56	16.85	415.00	4.06	28.71	4.10	1	4.06	1	8,979
5	2	18.30	2	19.65	75.76	19	412.50	3.54	25.35	3.54	1	3.51	2	10,539
11	2	18.70	2	22.55	81.49	22.60	410.00	3.01	22.15	3.04	1	3.03	4	12,207
4	2	18.10	2	23.80	84.68	25.15	407.50	2.61	19.12	2.62	5	2.61	1	9,347
0	1	24.55	1	25.50	89.85	30.30	405.00	2.25	16.37	2.26	1	2.24	6	10,411

📌 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.

📊 (⏱️ 07-22 13:18) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	427.25	436.55	427.25	146,794	428.21	0.52	1.48	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	428.5	437.4	428.5	275	430.02	1.54	3.06	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	427.25	428.21	0.52	1.48	-0.96	+0.96
📙 Next Month	428.5	430.02	1.54	3.06	-1.52	+1.52

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 13:18, total 55 points) — **As of 07-22 13:18**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 13:18

📌 Chart Interpretation:

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

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

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 427.25, 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	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
14	10:01	10:16	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
15	10:09	10:24	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
16	10:14	10:29	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
17	10:23	10:38	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
18	10:30	10:45	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
19	10:31	10:46	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
20	10:36	10:51	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
21	10:43	10:58	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
22	10:50	11:05	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
23	11:02	11:17	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
24	11:07	11:22	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
25	11:56	12:11	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
26	12:00	12:15	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
27	12:20	12:35	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market
28	12:23	12:38	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
29	12:40	12:55	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market 📉
30	12:47	13:02	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
31	12:51	13:06	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
32	12:55	13:10	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
33	12:57	13:12	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
34	12:59	13:14	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
35	13:00	13:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
36	13:02	13:17	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
37	13:03	13:18	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
16,160	5	1.56	8	1.57	19.62	1.57	450.00	23.80	79.77	24.50	1	23.80	1	9
7,966	5	1.92	4	1.94	22.20	1.93	447.50	19.35	73.13	22.75	3	20.65	1	41
8,488	25	2.36	5	2.38	25.18	2.37	445.00	19.45	73.59	46.90	3	19.20	1	71
3,611	3	2.89	2	2.90	28.62	2.90	442.50	17.70	70.63	18.35	2	16.45	2	45
4,706	1	3.51	1	3.53	31.79	3.51	440.00	14.35	64.38	16.40	1	15.30	2	463
2,184	2	4.23	2	4.27	35.38	4.25	437.50	14.30	64.21	14.65	1	13.50	3	625
2,210	5	5.06	2	5.12	39.33	5.10	435.00	12.85	60.63	12.95	5	12.85	3	1,582
1,568	1	6.05	2	6.10	43.23	6.09	432.50	11.35	56.74	11.45	2	11.25	2	2,512
992	1	7.14	2	7.20	47.21	7.20	430.00	9.92	52.77	10.05	1	9.92	2	3,265
390	1	8.37	4	8.44	51.25	8.43	427.50	8.65	48.75	8.76	2	8.63	4	2,617
301	2	9.74	1	9.85	55.00	9.78	425.00	7.54	44.71	7.63	1	7.57	1	3,152
144	2	11.05	1	11.30	59.27	11.30	422.50	6.60	40.99	6.63	1	6.55	2	2,477
163	1	12.80	2	12.95	64.12	13.25	420.00	5.66	36.83	5.72	2	5.69	3	5,468
8	2	13.80	3	15.35	72.56	16.70	417.50	4.94	33.24	4.95	4	4.91	2	6,989
28	4	16.25	3	16.80	71.03	16.55	415.00	4.21	29.28	4.27	3	4.23	1	9,025
5	2	18.15	2	19.65	75.76	19	412.50	3.68	26.06	3.69	1	3.65	3	10,573
11	2	18.70	2	22.55	81.49	22.60	410.00	3.17	22.77	3.17	3	3.15	6	12,305
4	2	18.10	2	23.80	84.68	25.15	407.50	2.74	19.70	2.75	2	2.72	2	9,393
0	1	24.25	1	25.25	89.85	30.30	405.00	2.35	16.76	2.37	4	2.35	1	10,451

📌 Notes on Option Price Data:

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

📊 (⏱️ 07-22 13:32) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	427.7	436.55	426.9	159,089	428.96	0.23	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	429.15	437.4	428.0	292	430.6	1.61	3.06	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	427.7	428.96	0.23	1.49	-1.26	+1.26
📙 Next Month	429.15	430.6	1.61	3.06	-1.45	+1.45

📉 KOSPI200 Futures Price Movement Visualization (Total: 58 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 13:32, total 58 points) — **As of 07-22 13:32**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 13:32

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 427.7, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
17,079	13	1.54	11	1.55	20.08	1.55	450.00	23.80	79.77	24.05	4	23.20	1	9
8,417	23	1.90	7	1.92	22.90	1.91	447.50	19.35	73.13	22	2	21.15	1	41
9,407	9	2.34	3	2.35	26.12	2.35	445.00	19.45	73.59	46.90	3	19.25	2	71
4,231	3	2.86	3	2.88	29.18	2.87	442.50	17.70	70.63	18	2	17.45	2	45
5,272	5	3.49	3	3.51	32.56	3.50	440.00	15.80	67.03	15.95	1	15.50	2	467
2,325	3	4.21	2	4.25	36.25	4.22	437.50	14	63.44	14.30	3	13.90	2	632
2,358	2	5.06	3	5.12	40.00	5.08	435.00	12.50	59.78	12.60	3	12.35	1	1,613
1,727	1	6.05	1	6.10	44.19	6.13	432.50	11	56.08	11.30	4	10.75	4	2,565
1,164	1	7.17	2	7.22	47.89	7.18	430.00	9.64	52.06	9.69	1	9.61	1	3,346
490	1	8.43	2	8.47	51.91	8.44	427.50	8.38	47.90	8.43	2	8.34	3	2,806
332	1	9.58	2	9.88	55.71	9.92	425.00	7.28	44.07	7.29	2	7.26	4	3,362
216	1	11.30	4	11.40	60.06	11.45	422.50	6.29	39.84	6.31	1	6.28	2	2,674
198	3	12.80	3	13.05	63.82	12.95	420.00	5.42	36.18	5.44	1	5.41	2	5,882
8	2	14.60	3	15	72.56	16.70	417.50	4.59	32.46	4.69	1	4.64	3	7,387
69	2	16.30	2	16.85	71.58	16.70	415.00	4.03	28.75	4.03	2	4	2	9,586
6	2	18.30	2	18.80	75.30	18.65	412.50	3.46	25.30	3.47	2	3.45	1	10,771
11	2	19.50	2	22.55	81.49	22.60	410.00	2.99	21.87	2.99	1	2.97	6	12,999
4	2	18.10	2	23.80	84.68	25.15	407.50	2.57	19.06	2.58	3	2.56	1	10,251
0	1	24.50	1	25.10	89.85	30.30	405.00	2.22	16.30	2.23	4	2.21	2	11,029

📌 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.

📊 (⏱️ 07-22 13:54) 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	435.15	427.7	436.55	426.85	170,367	428.34	0.84	1.48	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	427.95	437.4	427.95	304	429.43	1.57	3.05	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	427.7	428.34	0.84	1.48	-0.64	+0.64
📙 Next Month	427.95	429.43	1.57	3.05	-1.48	+1.48

📉 KOSPI200 Futures Price Movement Visualization (Total: 60 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 13:54, total 60 points) — **As of 07-22 13:54**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 13:54

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

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
18,492	13	1.62	13	1.64	19.58	1.63	450.00	23.55	79.83	24.50	1	24	1	24
9,165	1	1.99	2	2	22.33	2	447.50	19.35	73.13	22.40	1	21.75	2	41
10,472	5	2.43	3	2.44	25.35	2.44	445.00	19.45	73.59	46.90	3	19.55	2	71
5,135	2	2.96	4	2.98	28.56	2.97	442.50	17.70	70.63	18.30	2	17.90	2	45
6,040	1	3.58	3	3.60	31.98	3.60	440.00	16.40	68.73	16.35	3	16	2	474
2,589	3	4.29	2	4.33	35.51	4.32	437.50	14.55	65.06	14.40	2	13.85	3	639
2,623	5	5.13	2	5.18	39.29	5.15	435.00	12.75	60.81	12.80	1	12.65	1	1,638
1,946	1	6.11	2	6.16	43.20	6.14	432.50	11.30	57.24	11.25	2	11	3	2,621
1,356	1	7.21	1	7.27	47.05	7.24	430.00	9.92	53.32	9.86	1	9.73	1	3,395
587	3	8.47	3	8.59	51.10	8.46	427.50	8.54	48.85	8.62	4	8.51	1	2,931
338	2	9.54	3	9.97	54.33	9.53	425.00	7.42	44.82	7.46	1	7.39	2	3,561
281	1	11.30	3	11.45	59.18	11.40	422.50	6.43	40.79	6.46	2	6.41	3	2,867
213	2	12.60	3	13.15	62.17	12.55	420.00	5.57	36.86	5.58	2	5.53	1	6,388
12	4	14.35	4	14.95	66.60	14.45	417.50	4.79	33.05	4.80	2	4.76	1	7,658
109	3	16.20	2	16.60	70.69	16.50	415.00	4.16	29.25	4.14	6	4.10	3	10,081
7	2	18.05	2	18.75	73.32	18	412.50	3.58	26.05	3.58	5	3.54	2	11,010
11	2	19.70	2	22.55	81.49	22.60	410.00	3.06	22.63	3.09	6	3.05	4	13,927
4	2	18.10	2	23.80	84.68	25.15	407.50	2.64	19.56	2.66	2	2.63	3	10,930
0	1	24.30	1	24.90	89.85	30.30	405.00	2.27	16.76	2.29	3	2.27	1	11,503

📌 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.

📊 (⏱️ 07-22 14:01) 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	435.15	427.7	436.55	426.85	174,802	428.76	0.43	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	429.15	437.4	427.95	306	430.5	1.71	3.06	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	427.7	428.76	0.43	1.49	-1.06	+1.06
📙 Next Month	429.15	430.5	1.71	3.06	-1.35	+1.35

📉 KOSPI200 Futures Price Movement Visualization (Total: 62 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 14:01, total 62 points) — **As of 07-22 14:01**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 14:01

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

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
19,046	16	1.62	1	1.63	20.04	1.63	450.00	23.55	79.83	24.35	2	23.50	1	24
9,434	1	1.99	5	2	22.85	1.99	447.50	19.35	73.13	22.35	2	21.25	2	41
10,858	4	2.42	2	2.43	25.88	2.43	445.00	19.45	73.59	46.90	2	19.35	2	71
5,361	1	2.94	3	2.95	29.20	2.95	442.50	17.70	70.63	18.20	2	17.35	2	45
6,193	2	3.55	2	3.58	32.59	3.57	440.00	15.75	67.32	16.15	2	15.70	2	479
2,795	2	4.26	2	4.29	36.19	4.27	437.50	13.95	63.37	14.35	1	13.90	2	646
2,683	1	5.10	7	5.18	39.98	5.12	435.00	12.50	60.02	12.70	3	12.50	1	1,681
2,050	2	6.07	4	6.13	43.85	6.08	432.50	11.05	56.15	11.10	2	10.60	2	2,637
1,422	2	7.16	2	7.23	48.13	7.23	430.00	9.50	51.88	9.76	1	9.59	1	3,409
616	2	8.38	2	8.46	51.84	8.42	427.50	8.40	48.16	8.44	1	8.32	4	3,001
350	2	9.44	2	10.25	56.23	9.90	425.00	7.15	43.83	7.32	4	7.21	4	3,617
291	2	11.20	4	11.40	60.07	11.40	422.50	6.28	40.15	6.29	1	6.24	4	2,978
216	2	12.80	2	13.15	63.78	12.95	420.00	5.36	35.92	5.43	2	5.36	4	6,645
12	2	14.45	2	15.05	66.60	14.45	417.50	4.57	32.14	4.66	1	4.62	2	7,754
115	8	16.45	2	16.75	71.25	16.65	415.00	3.98	28.81	3.99	1	3.96	2	10,227
7	2	18.20	2	18.80	73.32	18	412.50	3.41	25.35	3.42	1	3.34	8	11,245
11	2	19.70	2	22.55	81.49	22.60	410.00	2.92	22.11	2.93	4	2.91	3	14,423
4	2	18.10	2	23.80	84.68	25.15	407.50	2.50	19.10	2.51	2	2.49	5	11,101
0	2	24.35	1	25.10	89.85	30.30	405.00	2.12	16.33	2.16	3	2.14	2	11,726

📌 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.

📊 (⏱️ 07-22 14:13) 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	435.15	427.7	436.55	426.85	179,279	428.76	0.43	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	429.0	437.4	427.95	307	430.63	1.43	3.06	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	427.7	428.76	0.43	1.49	-1.06	+1.06
📙 Next Month	429.0	430.63	1.43	3.06	-1.63	+1.63

📉 KOSPI200 Futures Price Movement Visualization (Total: 64 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 14:13, total 64 points) — **As of 07-22 14:13**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 14:13

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

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
19,531	11	1.60	4	1.61	19.98	1.61	450.00	23.55	79.83	24.20	1	23.65	1	24
9,822	14	1.96	2	1.97	22.72	1.97	447.50	19.35	73.13	22.35	2	20.90	2	41
11,116	5	2.39	2	2.41	25.76	2.40	445.00	19.45	73.59	46.90	2	19.50	2	71
5,568	1	2.91	2	2.92	29.18	2.92	442.50	17.70	70.63	18.10	2	17.50	2	45
6,360	1	3.52	2	3.55	32.76	3.58	440.00	15.55	67.16	16.20	2	15.70	2	480
2,900	3	4.22	2	4.24	36.29	4.25	437.50	14	63.46	14.30	2	13.85	2	648
2,760	1	5.06	2	5.11	39.82	5.07	435.00	12.45	59.91	12.60	3	12.45	2	1,692
2,071	1	6.02	2	6.08	44.08	6.05	432.50	10.90	56.02	11.05	1	10.65	5	2,657
1,439	3	7.08	2	7.17	47.89	7.18	430.00	9.44	52.22	9.67	2	9.53	1	3,440
642	2	8.34	3	8.43	51.70	8.35	427.50	8.29	48.17	8.34	1	8.26	3	3,087
358	2	9.62	2	9.81	56.15	9.81	425.00	7.18	44.21	7.19	2	7.02	4	3,660
302	3	10.90	1	11.30	59.99	11.30	422.50	6.15	40.18	6.21	1	6.15	2	3,094
219	1	12.75	2	13.20	63.64	12.85	420.00	5.29	36.38	5.32	1	5.28	2	6,747
13	2	14.25	2	14.95	68.00	14.85	417.50	4.48	32.42	4.54	1	4.50	2	7,869
124	1	16.30	2	16.65	71.12	16.45	415.00	3.85	28.64	3.88	1	3.84	1	10,345
7	2	18.05	2	18.60	73.32	18	412.50	3.29	25.47	3.31	2	3.29	2	11,505
11	2	19.70	2	22.55	81.49	22.60	410.00	2.81	22.11	2.82	1	2.80	4	14,806
4	2	21.75	2	23.35	84.68	25.15	407.50	2.39	19.10	2.40	4	2.37	2	11,267
0	1	24.30	1	25	89.85	30.30	405.00	2.04	16.43	2.05	2	2.03	3	12,109

📌 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.

📊 (⏱️ 07-22 14:35) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	427.7	436.55	426.8	188,174	428.31	0.87	1.48	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	428.6	437.4	427.95	319	430.06	1.6	3.06	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	427.7	428.31	0.87	1.48	-0.61	+0.61
📙 Next Month	428.6	430.06	1.6	3.06	-1.46	+1.46

📉 KOSPI200 Futures Price Movement Visualization (Total: 66 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 14:35, total 66 points) — **As of 07-22 14:35**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 14:35

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 427.7, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
20,337	9	1.59	16	1.60	19.55	1.59	450.00	24.35	80.24	24.45	1	23.70	2	26
10,493	3	1.94	4	1.96	22.32	1.96	447.50	19.35	73.13	22.30	1	21.70	1	41
11,859	4	2.37	7	2.39	25.31	2.38	445.00	19.45	73.59	46.90	2	19.45	2	71
6,097	8	2.88	3	2.90	28.45	2.89	442.50	18.15	71.49	18.30	2	17.75	2	49
6,872	3	3.49	13	3.51	31.93	3.50	440.00	15.95	67.85	16.30	2	15.80	2	502
3,026	2	4.19	2	4.23	35.45	4.21	437.50	14.50	64.41	14.20	2	14.05	2	649
2,907	4	5	1	5.05	39.54	5.01	435.00	12.55	60.46	12.55	2	12.45	1	1,734
2,200	2	5.96	2	6.01	43.15	5.90	432.50	10.95	56.85	11.05	2	10.90	1	2,777
1,536	1	7.04	3	7.13	47.04	7.09	430.00	9.65	52.61	9.69	1	9.51	1	3,471
757	1	8.26	2	8.35	51.38	8.31	427.50	8.29	48.87	8.37	1	8.27	2	3,237
377	2	9	3	9.75	55.44	9.66	425.00	7.17	44.84	7.23	3	7.14	1	3,834
405	1	11.10	1	11.20	59.43	11.15	422.50	6.17	40.60	6.21	1	6.14	1	3,241
229	2	12.45	1	12.85	63.35	12.75	420.00	5.38	36.99	5.33	5	5.27	1	6,961
13	2	14.15	2	14.75	68.00	14.85	417.50	4.50	33.09	4.53	1	4.50	1	8,155
128	2	15.95	2	16.45	69.84	15.85	415.00	3.88	29.18	3.88	3	3.85	1	10,547
7	2	17.85	2	18.50	73.32	18	412.50	3.34	25.70	3.32	2	3.28	2	11,673
11	2	19.60	2	22.55	81.49	22.60	410.00	2.81	22.64	2.84	1	2.80	1	15,395
4	2	21.40	2	23.35	84.68	25.15	407.50	2.41	19.65	2.41	5	2.39	3	11,666
0	1	24.05	1	24.70	89.85	30.30	405.00	2.05	16.79	2.07	3	2.04	3	12,550

📌 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.

📊 (⏱️ 07-22 14:36) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	428.15	436.55	426.8	189,456	428.95	0.69	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	428.6	437.4	427.95	319	430.06	1.6	3.06	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	428.15	428.95	0.69	1.49	-0.8	+0.80
📙 Next Month	428.6	430.06	1.6	3.06	-1.46	+1.46

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 14:36, total 67 points) — **As of 07-22 14:36**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 14:36

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 428.15, 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	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
14	10:01	10:16	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
15	10:09	10:24	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
16	10:14	10:29	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
17	10:23	10:38	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
18	10:30	10:45	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
19	10:31	10:46	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
20	10:36	10:51	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
21	10:43	10:58	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
22	10:50	11:05	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
23	11:02	11:17	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
24	11:07	11:22	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
25	11:56	12:11	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
26	12:00	12:15	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
27	12:20	12:35	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market
28	12:23	12:38	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
29	12:40	12:55	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market 📉
30	12:47	13:02	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
31	12:51	13:06	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
32	12:55	13:10	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
33	12:57	13:12	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
34	12:59	13:14	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
35	13:00	13:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
36	13:02	13:17	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
37	13:03	13:18	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
38	13:05	13:20	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
39	13:12	13:27	Now: 7 signals / Last 3 windows total: 22	⚖️ Neutral Market
40	13:17	13:32	Now: 5 signals / Last 3 windows total: 20	⚖️ Neutral Market
41	13:32	13:47	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market 📉
42	13:39	13:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
43	13:44	13:59	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
44	13:46	14:01	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
45	13:49	14:04	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
46	13:58	14:13	Now: 4 signals / Last 3 windows total: 12	⚖️ Neutral Market
47	14:04	14:19	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	14:20	14:35	Now: 1 signals / Last 3 windows total: 8	🧊 Slow Market
49	14:21	14:36	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
20,388	24	1.62	9	1.64	20.26	1.63	450.00	24.35	80.24	24.10	2	23.45	1	26
10,518	3	1.99	6	2.01	23.08	2	447.50	19.35	73.13	22.25	2	21.25	2	41
11,908	3	2.43	1	2.44	26.13	2.44	445.00	19.45	73.59	46.90	2	19.25	2	71
6,199	3	2.95	4	2.97	29.39	2.96	442.50	18.15	71.49	18.15	2	17.40	2	49
6,918	1	3.57	4	3.59	32.85	3.58	440.00	15.75	67.60	16.15	2	15.55	1	503
3,036	2	4.29	2	4.33	36.48	4.31	437.50	14.50	64.41	14.15	2	13.55	2	649
2,913	2	5.13	3	5.17	40.26	5.15	435.00	12.55	60.46	12.30	1	12.20	1	1,734
2,206	2	6.08	1	6.14	43.73	6.07	432.50	10.80	56.02	10.80	1	10.60	2	2,779
1,545	4	7.18	2	7.25	48.00	7.21	430.00	9.31	52.12	9.43	1	9.27	1	3,472
757	1	8.42	1	8.51	51.38	8.31	427.50	8.07	47.85	8.11	2	8.05	2	3,239
379	2	9.13	2	9.93	55.52	9.76	425.00	6.96	43.83	7.02	3	6.95	1	3,849
409	1	11.30	1	11.40	59.93	11.35	422.50	5.98	39.85	6.03	3	5.96	3	3,246
231	3	12.55	4	13.30	63.58	12.95	420.00	5.15	35.95	5.13	3	5.10	5	6,986
13	2	14.35	2	15.15	68.00	14.85	417.50	4.40	32.13	4.40	1	4.35	3	8,187
128	2	16.15	2	17.15	69.84	15.85	415.00	3.74	28.48	3.75	4	3.72	5	10,562
7	2	18.10	2	18.85	73.32	18	412.50	3.18	25.29	3.19	1	3.16	1	11,682
11	2	19.60	2	22.55	81.49	22.60	410.00	2.70	21.88	2.71	3	2.69	8	15,510
4	2	21.40	2	23.35	84.68	25.15	407.50	2.32	18.84	2.31	1	2.30	1	11,684
0	1	24.35	1	25	89.85	30.30	405.00	1.99	16.40	1.98	5	1.96	9	12,587

📌 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.

📊 (⏱️ 07-22 14:37) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	435.15	427.7	436.55	426.8	190,780	428.79	0.4	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	429.15	437.4	427.95	322	430.47	1.74	3.06	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	427.7	428.79	0.4	1.49	-1.09	+1.09
📙 Next Month	429.15	430.47	1.74	3.06	-1.32	+1.32

📉 KOSPI200 Futures Price Movement Visualization (Total: 68 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 14:37, total 68 points) — **As of 07-22 14:37**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 14:37

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 427.7, and the threshold movement size is 0.1%.

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

No	Start Time	End Time	Signal Count	Market Status
0	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
14	10:01	10:16	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
15	10:09	10:24	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
16	10:14	10:29	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
17	10:23	10:38	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
18	10:30	10:45	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
19	10:31	10:46	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
20	10:36	10:51	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
21	10:43	10:58	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
22	10:50	11:05	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
23	11:02	11:17	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
24	11:07	11:22	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
25	11:56	12:11	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
26	12:00	12:15	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
27	12:20	12:35	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market
28	12:23	12:38	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
29	12:40	12:55	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market 📉
30	12:47	13:02	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
31	12:51	13:06	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
32	12:55	13:10	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
33	12:57	13:12	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
34	12:59	13:14	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
35	13:00	13:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
36	13:02	13:17	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
37	13:03	13:18	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
38	13:05	13:20	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
39	13:12	13:27	Now: 7 signals / Last 3 windows total: 22	⚖️ Neutral Market
40	13:17	13:32	Now: 5 signals / Last 3 windows total: 20	⚖️ Neutral Market
41	13:32	13:47	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market 📉
42	13:39	13:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
43	13:44	13:59	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
44	13:46	14:01	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
45	13:49	14:04	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
46	13:58	14:13	Now: 4 signals / Last 3 windows total: 12	⚖️ Neutral Market
47	14:04	14:19	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	14:20	14:35	Now: 1 signals / Last 3 windows total: 8	🧊 Slow Market
49	14:21	14:36	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
50	14:22	14:37	Now: 3 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
20,484	14	1.59	27	1.61	20.06	1.60	450.00	24.35	80.24	24.25	1	23.60	1	26
10,562	4	1.96	3	1.97	22.81	1.97	447.50	19.35	73.13	22.25	2	21.05	2	41
11,967	1	2.39	3	2.40	25.97	2.40	445.00	19.45	73.59	46.90	2	19.35	2	71
6,260	7	2.90	5	2.91	29.23	2.91	442.50	18.15	71.49	18	2	17.40	2	49
6,953	3	3.50	2	3.52	32.59	3.51	440.00	15.55	67.22	16.15	2	15.60	2	504
3,054	3	4.21	3	4.25	36.21	4.22	437.50	14.50	64.41	14.20	2	13.75	2	649
2,942	2	5.04	1	5.09	39.93	5.08	435.00	12.40	60.07	12.50	2	12.20	3	1,741
2,211	2	5.99	6	6.07	44.06	6.03	432.50	10.90	56.32	11.05	2	10.90	10	2,793
1,557	1	7.09	3	7.17	47.70	7.12	430.00	9.27	51.95	9.58	1	9.47	1	3,473
768	2	8.31	3	8.40	52.10	8.34	427.50	8.11	47.69	8.28	15	8.22	1	3,263
379	2	9.42	2	9.85	55.52	9.76	425.00	7.14	44.12	7.16	1	7.09	3	3,861
411	2	11.05	1	11.30	59.76	11.20	422.50	6.11	39.94	6.15	1	6.08	3	3,263
231	3	12.65	2	13	63.58	12.95	420.00	5.24	36.19	5.27	1	5.23	3	7,017
13	2	14.25	2	14.95	68.00	14.85	417.50	4.49	32.43	4.51	2	4.46	1	8,209
128	2	16.25	2	16.80	69.84	15.85	415.00	3.81	28.96	3.85	3	3.81	1	10,581
7	4	18.10	4	18.65	73.32	18	412.50	3.26	25.34	3.28	2	3.25	1	11,700
11	2	19.60	2	22.55	81.49	22.60	410.00	2.78	22.10	2.79	4	2.77	3	15,631
4	2	21.55	2	23.20	84.68	25.15	407.50	2.37	19.09	2.39	2	2.36	1	11,750
0	1	24.35	1	25	89.85	30.30	405.00	2.02	16.40	2.03	5	2.02	6	12,671

📌 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.

📊 (⏱️ 07-22 14:45) 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	435.15	427.7	436.55	426.8	193,158	428.74	0.45	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	429.0	437.4	427.95	324	430.34	1.72	3.06	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	427.7	428.74	0.45	1.49	-1.04	+1.04
📙 Next Month	429.0	430.34	1.72	3.06	-1.34	+1.34

📉 KOSPI200 Futures Price Movement Visualization (Total: 70 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 14:45, total 70 points) — **As of 07-22 14:45**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 14:45

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

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
20,701	20	1.57	8	1.59	20.02	1.58	450.00	24.35	80.24	24.25	1	23.65	1	26
10,701	5	1.93	2	1.94	22.89	1.94	447.50	19.35	73.13	22.20	1	21.10	1	41
12,175	9	2.36	3	2.37	25.95	2.37	445.00	19.45	74.03	46.90	2	19.55	2	72
6,413	3	2.87	4	2.89	29.17	2.89	442.50	18.15	71.49	18.15	2	17.45	2	49
7,076	2	3.47	2	3.49	32.62	3.49	440.00	15.85	67.28	15.95	1	15.65	2	517
3,112	2	4.17	2	4.20	36.38	4.21	437.50	14.50	64.41	14.25	2	13.75	2	649
2,974	1	5.01	2	5.05	40.01	5.04	435.00	12.45	59.99	12.60	1	12.40	1	1,790
2,221	1	5.96	1	6.03	44.22	6.14	432.50	10.80	56.07	11.05	2	10.90	1	2,892
1,572	5	7.02	1	7.12	47.84	7.08	430.00	9.34	52.06	9.65	1	9.44	2	3,493
787	1	8.27	3	8.36	51.81	8.29	427.50	8.28	48.19	8.33	1	8.23	3	3,328
387	3	9.43	1	9.73	55.98	9.73	425.00	7.12	44.09	7.16	1	7.10	3	3,900
413	3	10.85	3	11.30	59.96	11.40	422.50	6.12	40.10	6.16	2	6.10	1	3,282
232	3	12.65	2	13.10	64.05	13.05	420.00	5.25	36.30	5.28	2	5.24	3	7,107
13	2	14.35	2	14.85	68.00	14.85	417.50	4.49	32.48	4.51	2	4.49	1	8,302
129	2	16.15	2	16.70	71.33	16.60	415.00	3.82	28.77	3.86	3	3.82	1	10,632
8	2	18.15	2	18.60	74.50	18.45	412.50	3.28	25.38	3.29	2	3.24	5	11,746
11	2	19.60	2	22.55	81.49	22.60	410.00	2.79	22.14	2.80	4	2.78	5	15,894
4	2	22	2	22.90	84.68	25.15	407.50	2.37	19.07	2.39	3	2.37	2	11,812
0	1	24.25	1	24.90	89.85	30.30	405.00	2.03	16.36	2.04	3	2.02	4	12,819

📌 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	435.15	429.05	436.55	426.8	216,744	429.54	1.0	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	429.8	437.4	427.95	356	431.15	1.72	3.07	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	429.05	429.54	1.0	1.49	-0.49	+0.49
📙 Next Month	429.8	431.15	1.72	3.07	-1.35	+1.35

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 15:33, total 73 points) — **As of 07-22 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 429.05, 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	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
14	10:01	10:16	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
15	10:09	10:24	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
16	10:14	10:29	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
17	10:23	10:38	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
18	10:30	10:45	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
19	10:31	10:46	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
20	10:36	10:51	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
21	10:43	10:58	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
22	10:50	11:05	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
23	11:02	11:17	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
24	11:07	11:22	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
25	11:56	12:11	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
26	12:00	12:15	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
27	12:20	12:35	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market
28	12:23	12:38	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
29	12:40	12:55	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market 📉
30	12:47	13:02	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
31	12:51	13:06	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
32	12:55	13:10	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
33	12:57	13:12	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
34	12:59	13:14	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
35	13:00	13:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
36	13:02	13:17	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
37	13:03	13:18	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
38	13:05	13:20	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
39	13:12	13:27	Now: 7 signals / Last 3 windows total: 22	⚖️ Neutral Market
40	13:17	13:32	Now: 5 signals / Last 3 windows total: 20	⚖️ Neutral Market
41	13:32	13:47	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market 📉
42	13:39	13:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
43	13:44	13:59	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
44	13:46	14:01	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
45	13:49	14:04	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
46	13:58	14:13	Now: 4 signals / Last 3 windows total: 12	⚖️ Neutral Market
47	14:04	14:19	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	14:20	14:35	Now: 1 signals / Last 3 windows total: 8	🧊 Slow Market
49	14:21	14:36	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
50	14:22	14:37	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
51	14:25	14:40	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
52	14:30	14:45	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
53	14:54	15:09	Now: 1 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	14:59	15:14	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
55	15:18	15:33	Now: 1 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
23,288	1	1.70	1	1.71	20.94	1.70	450.00	23.95	80.22	23.20	1	22.65	1	27
13,033	1	2.09	3	2.10	23.82	2.09	447.50	19.35	73.13	22.20	2	19.85	2	41
13,200	3	2.54	1	2.56	26.91	2.55	445.00	18.80	72.86	19	2	18.60	2	76
8,699	3	3.09	5	3.11	30.22	3.08	442.50	16.95	69.64	17.10	2	16.55	2	53
7,861	2	3.74	32	3.77	33.72	3.76	440.00	15	66.28	15	1	14.95	1	626
3,356	4	4.47	1	4.54	37.38	4.53	437.50	13.30	62.62	13.30	1	13.20	1	721
3,399	1	5.42	2	5.43	41.19	5.42	435.00	11.80	58.55	11.80	2	11.60	2	1,944
2,472	3	6.41	2	6.47	45.10	6.44	432.50	10.30	54.90	10.30	1	10.15	1	2,972
2,406	1	7.59	1	7.62	49.08	7.61	430.00	8.80	50.92	8.88	3	8.74	30	3,608
1,090	1	8.87	1	8.92	53.10	8.85	427.50	7.67	46.90	7.68	1	7.61	2	3,560
498	1	10.30	1	10.35	57.11	10.30	425.00	6.58	42.89	6.71	3	6.57	7	4,342
487	1	11.85	3	11.90	61.07	11.90	422.50	5.64	38.93	5.71	3	5.63	1	3,576
309	1	13.50	1	13.60	64.94	13.45	420.00	4.88	35.06	4.85	3	4.81	4	7,788
66	1	15.30	1	15.40	68.68	15.30	417.50	4.14	31.32	4.14	5	4.11	3	8,625
156	1	17.20	1	17.30	72.26	17.30	415.00	3.50	27.74	3.53	1	3.50	3	11,154
18	1	19.15	1	19.25	75.68	19.10	412.50	3.03	24.36	3.01	3	2.99	5	12,165
15	1	21.20	1	21.35	79.01	21.15	410.00	2.55	21.19	2.57	3	2.55	7	17,450
4	1	23.10	1	23.65	84.68	25.15	407.50	2.19	18.26	2.20	5	2.17	17	12,291
0	1	25.15	1	25.80	89.85	30.30	405.00	1.86	15.58	1.88	9	1.86	3	13,989

📌 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.

📉 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	435.15	429.0	436.55	426.8	224,204	429.54	0.95	1.49	3211.47	37
📙 Next Month	101WC000	F 202512	436.55	429.85	437.4	427.95	368	431.12	1.8	3.07	3218.12	97

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	429.0	429.54	0.95	1.49	-0.54	+0.54
📙 Next Month	429.85	431.12	1.8	3.07	-1.27	+1.27

📉 KOSPI200 Futures Price Movement Visualization (Total: 73 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 429.0, and the threshold movement size is 0.1%.

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

No	Start Time	End Time	Signal Count	Market Status
0	09:02	09:17	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:09	09:24	Now: 7 signals / Last 2 windows total: 19 (Insufficient Data)	⚖️ Neutral Market
2	09:14	09:29	Now: 4 signals / Last 3 windows total: 23	🔥 Fast Market
3	09:15	09:30	Now: 4 signals / Last 3 windows total: 15	⚖️ Neutral Market
4	09:16	09:31	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
5	09:17	09:32	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
6	09:22	09:37	Now: 6 signals / Last 3 windows total: 17	⚖️ Neutral Market
7	09:25	09:40	Now: 6 signals / Last 3 windows total: 18	⚖️ Neutral Market
8	09:28	09:43	Now: 7 signals / Last 3 windows total: 19	⚖️ Neutral Market
9	09:30	09:45	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
10	09:34	09:49	Now: 5 signals / Last 3 windows total: 19	⚖️ Neutral Market
11	09:46	10:01	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market
12	09:48	10:03	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market 📉
13	09:56	10:11	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
14	10:01	10:16	Now: 4 signals / Last 3 windows total: 10	⚖️ Neutral Market
15	10:09	10:24	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
16	10:14	10:29	Now: 3 signals / Last 3 windows total: 10	⚖️ Neutral Market
17	10:23	10:38	Now: 3 signals / Last 3 windows total: 9	🧊 Slow Market
18	10:30	10:45	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
19	10:31	10:46	Now: 3 signals / Last 3 windows total: 8	🧊 Slow Market
20	10:36	10:51	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
21	10:43	10:58	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
22	10:50	11:05	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
23	11:02	11:17	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
24	11:07	11:22	Now: 2 signals / Last 3 windows total: 7	🧊 Slow Market
25	11:56	12:11	Now: 1 signals / Last 3 windows total: 5	🧊 Slow Market
26	12:00	12:15	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
27	12:20	12:35	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market
28	12:23	12:38	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
29	12:40	12:55	Now: 1 signals / Last 3 windows total: 4	🧊 Slow Market 📉
30	12:47	13:02	Now: 2 signals / Last 3 windows total: 5	🧊 Slow Market
31	12:51	13:06	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
32	12:55	13:10	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
33	12:57	13:12	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
34	12:59	13:14	Now: 5 signals / Last 3 windows total: 13	⚖️ Neutral Market
35	13:00	13:15	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
36	13:02	13:17	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
37	13:03	13:18	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
38	13:05	13:20	Now: 8 signals / Last 3 windows total: 22	⚖️ Neutral Market
39	13:12	13:27	Now: 7 signals / Last 3 windows total: 22	⚖️ Neutral Market
40	13:17	13:32	Now: 5 signals / Last 3 windows total: 20	⚖️ Neutral Market
41	13:32	13:47	Now: 2 signals / Last 3 windows total: 14	⚖️ Neutral Market 📉
42	13:39	13:54	Now: 2 signals / Last 3 windows total: 9	🧊 Slow Market
43	13:44	13:59	Now: 3 signals / Last 3 windows total: 7	🧊 Slow Market
44	13:46	14:01	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
45	13:49	14:04	Now: 4 signals / Last 3 windows total: 11	⚖️ Neutral Market
46	13:58	14:13	Now: 4 signals / Last 3 windows total: 12	⚖️ Neutral Market
47	14:04	14:19	Now: 3 signals / Last 3 windows total: 11	⚖️ Neutral Market
48	14:20	14:35	Now: 1 signals / Last 3 windows total: 8	🧊 Slow Market
49	14:21	14:36	Now: 2 signals / Last 3 windows total: 6	🧊 Slow Market
50	14:22	14:37	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
51	14:25	14:40	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
52	14:30	14:45	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
53	14:54	15:09	Now: 1 signals / Last 3 windows total: 10	⚖️ Neutral Market
54	14:59	15:14	Now: 2 signals / Last 3 windows total: 8	🧊 Slow Market
55	15:18	15:33	Now: 1 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
23,420	1	1.68	7	1.70	20.94	1.70	450.00	23.95	80.22	23.90	2	21.80	2	27
13,083	2	2.02	3	2.08	23.82	2.08	447.50	19.35	73.13	22.20	2	19.85	2	41
13,285	38	2.51	1	2.52	26.91	2.51	445.00	18.80	72.86	19.90	2	18.45	7	76
8,741	1	3.01	1	3.07	30.22	3.07	442.50	16.95	69.64	17.75	2	15.95	2	53
7,912	1	3.70	1	3.74	33.72	3.71	440.00	15	66.28	16.05	2	14.10	2	632
3,363	1	4.40	1	4.50	37.38	4.49	437.50	13.25	62.62	13.65	1	13.25	1	723
3,419	8	5.37	6	5.45	41.19	5.37	435.00	11.30	58.81	11.30	1	10.90	1	1,947
2,479	1	6.25	6	6.45	45.10	6.44	432.50	9.83	54.90	9.85	2	9.83	1	2,974
2,449	2	7.57	7	7.70	49.08	7.60	430.00	8.82	50.92	9.09	1	8.82	3	3,619
1,092	1	8	1	8.87	53.10	8.88	427.50	7.35	46.90	7.46	2	7.35	2	3,564
499	2	9.49	1	15	57.11	10.25	425.00	6.53	42.89	6.77	1	6.53	9	4,357
494	1	11.80	1	12.30	61.07	11.80	422.50	5.61	38.93	5.64	1	5.61	9	3,590
314	1	12.85	2	18.30	64.94	13.55	420.00	4.77	35.06	4.91	1	4.77	13	7,822
69	2	14.50	0	0	68.68	15.40	417.50	4.11	31.32	5.15	1	4.11	1	8,640
158	2	16.30	6	55	72.26	17.25	415.00	3.50	27.74	3.53	1	3.48	16	11,187
18	2	18.35	0	0	75.68	19.10	412.50	2.99	24.36	3	1	2.99	2	12,179
15	2	19.60	10	60.85	79.01	21.15	410.00	2.58	21.19	2.58	29	2.56	2	17,481
4	2	22.45	10	63.80	84.68	25.15	407.50	2.19	18.26	2.26	1	2.19	38	12,311
0	2	24.60	2	26.60	89.85	30.30	405.00	1.88	15.58	1.88	17	1.87	1	14,030

📌 Notes on Option Price Data:

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