📊 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: 07-29 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.
🧮 (⏱️ 07-29 09:01) Delta-Based Center Strike Identification Algorithm
📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.
| 📐 Definition of Center Strike | The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market. |
|---|---|
| 🔍 Scanning Methodology | The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta. |
| 📊 Delta Comparison Logic | Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment. |
| 📏 Adjustment Mechanism | The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries. |
| ✅ ATM Identification Condition | If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point. |
| ⚙️ Strategic Benefit | By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models. |
| ⚠️ Filtering Criteria | Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis. |
| 💡 Practical Applications | The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers. |
🧠 Unlike simple price averaging, this delta-based ATM detection relies on the balance of market sensitivity (delta), enabling more precise and data-driven decision-making. (Automated Trading System using Kiwoom Open API+ and Python)
📌 Note: The same center strike identification logic is applied not only in real-time strategy execution but also in backtesting evaluations and automated report generation for the previous trading day.
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 1,152 | 7 | 1.38 | 6 | 1.40 | 15.63 | 1.40 | 452.50 | 23.10 | 80.27 | 24.55 | 1 | 23.40 | 1 | 0 |
| 2,758 | 6 | 1.71 | 8 | 1.73 | 18.55 | 1.72 | 450.00 | 19.65 | 76.92 | 22.65 | 1 | 21.05 | 1 | 0 |
| 1,230 | 5 | 2.10 | 5 | 2.13 | 21.80 | 2.12 | 447.50 | 17.35 | 73.25 | 50 | 10 | 19 | 2 | 0 |
| 1,386 | 5 | 2.57 | 2 | 2.59 | 25.38 | 2.58 | 445.00 | 17.60 | 74.10 | 18.15 | 2 | 17.25 | 2 | 1 |
| 763 | 2 | 3.13 | 4 | 3.14 | 29.19 | 3.13 | 442.50 | 15.80 | 70.79 | 16.30 | 2 | 15.30 | 2 | 21 |
| 578 | 2 | 3.79 | 1 | 3.82 | 33.45 | 3.80 | 440.00 | 13.80 | 65.81 | 14.30 | 2 | 13.45 | 2 | 70 |
| 313 | 1 | 4.54 | 2 | 4.60 | 37.76 | 4.56 | 437.50 | 12.25 | 62.00 | 12.30 | 1 | 12.20 | 1 | 76 |
| 433 | 1 | 5.47 | 1 | 5.51 | 42.61 | 5.50 | 435.00 | 10.70 | 57.39 | 10.70 | 2 | 10.60 | 1 | 227 |
| 362 | 1 | 6.52 | 1 | 6.56 | 47.35 | 6.51 | 432.50 | 9.18 | 52.79 | 9.23 | 2 | 9.18 | 1 | 431 |
| 238 | 2 | 7.71 | 1 | 7.76 | 52.15 | 7.73 | 430.00 | 7.89 | 47.85 | 7.93 | 1 | 7.88 | 1 | 891 |
| 132 | 2 | 9.06 | 1 | 9.11 | 56.95 | 9.09 | 427.50 | 6.79 | 43.30 | 6.83 | 2 | 6.75 | 2 | 435 |
| 95 | 1 | 10.55 | 1 | 10.65 | 61.67 | 10.55 | 425.00 | 5.76 | 38.45 | 5.78 | 1 | 5.74 | 2 | 373 |
| 50 | 1 | 12.15 | 1 | 12.25 | 66.08 | 12.25 | 422.50 | 4.91 | 33.87 | 4.91 | 1 | 4.88 | 1 | 219 |
| 81 | 1 | 13.90 | 1 | 14 | 70.44 | 13.95 | 420.00 | 4.17 | 29.58 | 4.20 | 2 | 4.14 | 3 | 675 |
| 24 | 1 | 15.75 | 1 | 15.90 | 74.76 | 15.80 | 417.50 | 3.50 | 25.37 | 3.53 | 3 | 3.50 | 3 | 684 |
| 22 | 1 | 17.70 | 1 | 17.85 | 78.57 | 17.75 | 415.00 | 2.99 | 21.61 | 2.99 | 1 | 2.98 | 1 | 1,338 |
| 0 | 1 | 19.75 | 1 | 19.90 | 85.81 | 19.85 | 412.50 | 2.51 | 18.05 | 2.52 | 4 | 2.51 | 3 | 1,835 |
| 1 | 1 | 21.40 | 1 | 22.60 | 85.17 | 22 | 410.00 | 2.12 | 14.92 | 2.14 | 7 | 2.12 | 5 | 2,120 |
| 0 | 1 | 23.65 | 1 | 24.75 | 90.74 | 26.65 | 407.50 | 1.81 | 12.09 | 1.82 | 6 | 1.80 | 3 | 1,168 |
📌 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.
📊 (⏱️ 07-29 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 | 432.3 | 430.05 | 432.8 | 429.9 | 13,722 | 431.32 | 0.02 | 1.29 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 431.1 | 433.5 | 431.0 | 47 | 432.9 | 1.06 | 2.86 | 3206.04 | 92 |
📌 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 | 430.05 | 431.32 | 0.02 | 1.29 | -1.27 | +1.27 |
| 📙 Next Month | 431.1 | 432.9 | 1.06 | 2.86 | -1.8 | +1.80 |
📌 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: 8 events)
⏱️ Time Interval: 08:47 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 430.05, and the threshold movement size is 0.1%.
| 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 1,152 | 7 | 1.38 | 6 | 1.40 | 15.63 | 1.40 | 452.50 | 23.10 | 80.27 | 24.55 | 1 | 23.40 | 1 | 0 |
| 2,758 | 6 | 1.71 | 8 | 1.73 | 18.55 | 1.72 | 450.00 | 19.65 | 76.92 | 22.65 | 1 | 21.05 | 1 | 0 |
| 1,230 | 5 | 2.10 | 5 | 2.13 | 21.80 | 2.12 | 447.50 | 17.35 | 73.25 | 50 | 10 | 19 | 2 | 0 |
| 1,386 | 5 | 2.57 | 2 | 2.59 | 25.38 | 2.58 | 445.00 | 17.60 | 74.10 | 18.15 | 2 | 17.25 | 2 | 1 |
| 763 | 2 | 3.13 | 4 | 3.14 | 29.19 | 3.13 | 442.50 | 15.80 | 70.79 | 16.30 | 2 | 15.30 | 2 | 21 |
| 578 | 2 | 3.79 | 1 | 3.82 | 33.45 | 3.80 | 440.00 | 13.80 | 65.81 | 14.30 | 2 | 13.45 | 2 | 70 |
| 313 | 1 | 4.54 | 2 | 4.60 | 37.76 | 4.56 | 437.50 | 12.25 | 62.00 | 12.30 | 1 | 12.20 | 1 | 76 |
| 433 | 1 | 5.47 | 1 | 5.51 | 42.61 | 5.50 | 435.00 | 10.70 | 57.39 | 10.70 | 2 | 10.60 | 1 | 227 |
| 362 | 1 | 6.52 | 1 | 6.56 | 47.35 | 6.51 | 432.50 | 9.18 | 52.79 | 9.23 | 2 | 9.18 | 1 | 431 |
| 238 | 2 | 7.71 | 1 | 7.76 | 52.15 | 7.73 | 430.00 | 7.89 | 47.85 | 7.93 | 1 | 7.88 | 1 | 891 |
| 132 | 2 | 9.06 | 1 | 9.11 | 56.95 | 9.09 | 427.50 | 6.79 | 43.30 | 6.83 | 2 | 6.75 | 2 | 435 |
| 95 | 1 | 10.55 | 1 | 10.65 | 61.67 | 10.55 | 425.00 | 5.76 | 38.45 | 5.78 | 1 | 5.74 | 2 | 373 |
| 50 | 1 | 12.15 | 1 | 12.25 | 66.08 | 12.25 | 422.50 | 4.91 | 33.87 | 4.91 | 1 | 4.88 | 1 | 219 |
| 81 | 1 | 13.90 | 1 | 14 | 70.44 | 13.95 | 420.00 | 4.17 | 29.58 | 4.20 | 2 | 4.14 | 3 | 675 |
| 24 | 1 | 15.75 | 1 | 15.90 | 74.76 | 15.80 | 417.50 | 3.50 | 25.37 | 3.53 | 3 | 3.50 | 3 | 684 |
| 22 | 1 | 17.70 | 1 | 17.85 | 78.57 | 17.75 | 415.00 | 2.99 | 21.61 | 2.99 | 1 | 2.98 | 1 | 1,338 |
| 0 | 1 | 19.75 | 1 | 19.90 | 85.81 | 19.85 | 412.50 | 2.51 | 18.05 | 2.52 | 4 | 2.51 | 3 | 1,835 |
| 1 | 1 | 21.40 | 1 | 22.60 | 85.17 | 22 | 410.00 | 2.12 | 14.92 | 2.14 | 7 | 2.12 | 5 | 2,120 |
| 0 | 1 | 23.65 | 1 | 24.75 | 90.74 | 26.65 | 407.50 | 1.81 | 12.09 | 1.82 | 6 | 1.80 | 3 | 1,168 |
📌 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.
🧮 (⏱️ 07-29 09:11) Delta-Based Center Strike Identification Algorithm
📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.
| 📐 Definition of Center Strike | The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market. |
|---|---|
| 🔍 Scanning Methodology | The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta. |
| 📊 Delta Comparison Logic | Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment. |
| 📏 Adjustment Mechanism | The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries. |
| ✅ ATM Identification Condition | If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point. |
| ⚙️ Strategic Benefit | By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models. |
| ⚠️ Filtering Criteria | Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis. |
| 💡 Practical Applications | The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers. |
🧠 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 5,168 | 1 | 1.66 | 3 | 1.67 | 16.28 | 1.66 | 450.00 | 19.65 | 76.92 | 24.10 | 2 | 23.15 | 2 | 0 |
| 4,532 | 4 | 2.01 | 2 | 2.03 | 19.23 | 2.02 | 447.50 | 17.35 | 73.25 | 22.60 | 1 | 20.15 | 1 | 0 |
| 3,739 | 3 | 2.44 | 1 | 2.45 | 22.44 | 2.45 | 445.00 | 17.60 | 74.10 | 19.85 | 2 | 19.15 | 2 | 1 |
| 2,607 | 4 | 2.93 | 3 | 2.95 | 26.24 | 2.95 | 442.50 | 15.95 | 71.14 | 17.75 | 2 | 17.30 | 2 | 22 |
| 1,623 | 2 | 3.53 | 1 | 3.54 | 30.22 | 3.54 | 440.00 | 15.20 | 68.59 | 0 | 0 | 14.05 | 2 | 74 |
| 1,052 | 1 | 4.22 | 2 | 4.25 | 34.47 | 4.23 | 437.50 | 13.90 | 65.78 | 14 | 1 | 13.90 | 1 | 152 |
| 930 | 1 | 5.02 | 1 | 5.06 | 38.69 | 5.04 | 435.00 | 12.25 | 60.98 | 12.30 | 1 | 12.20 | 2 | 329 |
| 777 | 1 | 5.96 | 1 | 5.99 | 43.34 | 5.97 | 432.50 | 10.70 | 56.57 | 10.75 | 1 | 10.65 | 2 | 770 |
| 904 | 4 | 7.01 | 3 | 7.07 | 48.46 | 7.02 | 430.00 | 9.27 | 51.54 | 9.29 | 1 | 9.23 | 1 | 1,767 |
| 473 | 1 | 8.24 | 1 | 8.29 | 52.94 | 8.26 | 427.50 | 7.96 | 46.79 | 8 | 1 | 7.96 | 2 | 1,202 |
| 302 | 2 | 9.59 | 1 | 9.65 | 58.10 | 9.67 | 425.00 | 6.82 | 41.98 | 6.88 | 3 | 6.83 | 3 | 1,169 |
| 105 | 1 | 11.05 | 1 | 11.20 | 62.82 | 11.10 | 422.50 | 5.84 | 37.26 | 5.88 | 1 | 5.84 | 2 | 1,195 |
| 138 | 1 | 12.70 | 1 | 12.80 | 67.31 | 12.75 | 420.00 | 4.97 | 32.69 | 5.02 | 2 | 4.98 | 3 | 1,929 |
| 56 | 1 | 14.45 | 1 | 14.55 | 71.44 | 14.70 | 417.50 | 4.25 | 28.28 | 4.27 | 1 | 4.23 | 1 | 1,761 |
| 36 | 1 | 16.30 | 1 | 16.45 | 75.79 | 16.70 | 415.00 | 3.60 | 24.28 | 3.61 | 1 | 3.59 | 2 | 3,161 |
| 8 | 1 | 18.25 | 1 | 18.40 | 80.31 | 18.75 | 412.50 | 3.05 | 20.53 | 3.07 | 2 | 3.05 | 2 | 4,698 |
| 2 | 1 | 20.25 | 1 | 20.45 | 83.31 | 20.70 | 410.00 | 2.59 | 17.24 | 2.60 | 4 | 2.58 | 10 | 7,528 |
| 0 | 2 | 22.15 | 3 | 23.15 | 90.74 | 26.65 | 407.50 | 2.19 | 14.09 | 2.21 | 5 | 2.19 | 8 | 3,709 |
| 0 | 2 | 24.35 | 2 | 25.25 | 92.69 | 28.35 | 405.00 | 1.86 | 11.51 | 1.88 | 8 | 1.86 | 3 | 2,997 |
📌 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.
📊 (⏱️ 07-29 09:13) 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 | 432.3 | 427.6 | 432.8 | 427.55 | 43,101 | 428.72 | 0.16 | 1.28 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 428.9 | 433.5 | 428.9 | 103 | 430.85 | 0.89 | 2.84 | 3206.04 | 92 |
📌 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 | 427.6 | 428.72 | 0.16 | 1.28 | -1.12 | +1.12 |
| 📙 Next Month | 428.9 | 430.85 | 0.89 | 2.84 | -1.95 | +1.95 |
📌 Interpretation Guide:
• Market Basis: Live Futures Price – KOSPI200 Spot Index
• Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
• Actual Basis: Live Futures Price – Theoretical Price
• Basis Gap: Difference between theorist and market basis
→ Positive (+): May indicate underpriced futures
→ Negative (–): May suggest overpriced futures
📉 KOSPI200 Futures Price Movement Visualization (Total: 17 events)
⏱️ Time Interval: 08:47 to 09:13
📌 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 427.6, and the threshold movement size is 0.1%.
| 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 5,739 | 200 | 1.64 | 14 | 1.66 | 15.33 | 1.65 | 450.00 | 19.65 | 76.92 | 24.75 | 1 | 23.50 | 3 | 0 |
| 4,794 | 4 | 1.99 | 5 | 2.01 | 18.41 | 2 | 447.50 | 17.35 | 73.25 | 22.35 | 2 | 21.05 | 1 | 0 |
| 3,869 | 4 | 2.40 | 5 | 2.43 | 21.72 | 2.41 | 445.00 | 17.60 | 74.10 | 47.90 | 2 | 19.55 | 2 | 1 |
| 2,756 | 3 | 2.89 | 3 | 2.91 | 25.04 | 2.90 | 442.50 | 17.80 | 74.48 | 18.50 | 2 | 17.60 | 2 | 23 |
| 1,706 | 2 | 3.47 | 3 | 3.49 | 28.92 | 3.48 | 440.00 | 15.20 | 68.59 | 16.25 | 2 | 15.70 | 2 | 74 |
| 1,106 | 1 | 4.14 | 1 | 4.17 | 33.65 | 4.15 | 437.50 | 14 | 65.78 | 0 | 0 | 13.55 | 2 | 153 |
| 1,005 | 2 | 4.92 | 2 | 4.97 | 37.89 | 4.94 | 435.00 | 12.35 | 61.82 | 12.65 | 1 | 12.50 | 1 | 334 |
| 846 | 2 | 5.84 | 1 | 5.88 | 42.14 | 5.84 | 432.50 | 10.90 | 57.27 | 11.05 | 2 | 10.95 | 1 | 785 |
| 940 | 1 | 6.88 | 2 | 6.94 | 47.17 | 6.92 | 430.00 | 9.53 | 53.11 | 9.59 | 1 | 9.48 | 3 | 1,787 |
| 494 | 2 | 8.07 | 1 | 8.14 | 51.72 | 8.09 | 427.50 | 8.24 | 48.28 | 8.28 | 1 | 8.23 | 1 | 1,267 |
| 319 | 1 | 9.40 | 3 | 9.50 | 57.28 | 9.49 | 425.00 | 7.09 | 43.44 | 7.11 | 1 | 7.07 | 1 | 1,246 |
| 113 | 1 | 10.85 | 7 | 11 | 61.32 | 10.95 | 422.50 | 6.03 | 38.55 | 6.13 | 2 | 6.04 | 3 | 1,258 |
| 144 | 1 | 12.45 | 1 | 12.60 | 66.27 | 12.60 | 420.00 | 5.15 | 33.93 | 5.21 | 2 | 5.17 | 1 | 1,990 |
| 57 | 1 | 14.20 | 2 | 14.30 | 71.50 | 14.50 | 417.50 | 4.35 | 29.29 | 4.44 | 2 | 4.39 | 2 | 1,792 |
| 36 | 2 | 15.40 | 1 | 16.15 | 75.79 | 16.70 | 415.00 | 3.74 | 25.19 | 3.77 | 2 | 3.74 | 1 | 3,283 |
| 8 | 1 | 17.95 | 3 | 18.10 | 80.31 | 18.75 | 412.50 | 3.19 | 21.61 | 3.20 | 3 | 3.17 | 4 | 4,864 |
| 2 | 1 | 19.95 | 1 | 20.15 | 83.31 | 20.70 | 410.00 | 2.71 | 18.10 | 2.71 | 3 | 2.69 | 5 | 7,919 |
| 0 | 1 | 21.75 | 1 | 22.75 | 90.74 | 26.65 | 407.50 | 2.30 | 14.94 | 2.30 | 2 | 2.29 | 1 | 3,933 |
| 0 | 1 | 23.85 | 2 | 24.90 | 92.69 | 28.35 | 405.00 | 1.95 | 12.03 | 1.96 | 4 | 1.94 | 6 | 3,130 |
📌 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.
🧮 (⏱️ 07-29 09:20) Delta-Based Center Strike Identification Algorithm
📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.
| 📐 Definition of Center Strike | The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market. |
|---|---|
| 🔍 Scanning Methodology | The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta. |
| 📊 Delta Comparison Logic | Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment. |
| 📏 Adjustment Mechanism | The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries. |
| ✅ ATM Identification Condition | If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point. |
| ⚙️ Strategic Benefit | By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models. |
| ⚠️ Filtering Criteria | Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis. |
| 💡 Practical Applications | The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers. |
🧠 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 2,930 | 6 | 1.53 | 1 | 1.54 | 15.15 | 1.53 | 452.50 | 23.10 | 80.27 | 24.70 | 1 | 23.90 | 1 | 0 |
| 7,703 | 9 | 1.86 | 4 | 1.88 | 18.24 | 1.87 | 450.00 | 19.65 | 76.92 | 22.60 | 1 | 21.70 | 2 | 0 |
| 6,146 | 5 | 2.26 | 1 | 2.27 | 21.60 | 2.28 | 447.50 | 20.45 | 79.92 | 22.25 | 2 | 19.50 | 2 | 2 |
| 4,720 | 4 | 2.73 | 4 | 2.75 | 25.05 | 2.75 | 445.00 | 17.60 | 74.10 | 19.10 | 2 | 17.40 | 8 | 1 |
| 3,742 | 1 | 3.29 | 2 | 3.30 | 28.91 | 3.31 | 442.50 | 16.55 | 72.30 | 16.75 | 2 | 15.65 | 2 | 34 |
| 2,367 | 5 | 3.94 | 3 | 3.97 | 33.06 | 3.97 | 440.00 | 14.45 | 67.26 | 14.50 | 2 | 13.95 | 1 | 86 |
| 1,518 | 1 | 4.72 | 2 | 4.75 | 37.42 | 4.73 | 437.50 | 12.50 | 62.91 | 12.45 | 1 | 12.30 | 1 | 199 |
| 1,441 | 1 | 5.62 | 2 | 5.65 | 42.04 | 5.64 | 435.00 | 10.75 | 57.96 | 10.85 | 1 | 10.75 | 1 | 433 |
| 1,129 | 1 | 6.62 | 1 | 6.69 | 46.92 | 6.70 | 432.50 | 9.25 | 53.08 | 9.35 | 1 | 9.29 | 2 | 1,074 |
| 1,140 | 1 | 7.81 | 1 | 7.88 | 51.57 | 7.87 | 430.00 | 8.01 | 48.47 | 8.05 | 1 | 7.98 | 1 | 1,967 |
| 630 | 1 | 9.11 | 1 | 9.23 | 56.00 | 9.13 | 427.50 | 6.89 | 44.00 | 6.90 | 1 | 6.81 | 1 | 1,560 |
| 442 | 2 | 10.60 | 1 | 10.70 | 60.39 | 10.50 | 425.00 | 5.84 | 38.92 | 5.91 | 3 | 5.80 | 1 | 1,644 |
| 150 | 1 | 12.25 | 1 | 12.35 | 65.35 | 12.15 | 422.50 | 4.95 | 34.31 | 4.97 | 1 | 4.94 | 2 | 1,595 |
| 201 | 1 | 13.95 | 1 | 14.05 | 69.55 | 13.70 | 420.00 | 4.19 | 29.90 | 4.20 | 1 | 4.18 | 4 | 2,600 |
| 70 | 1 | 15.80 | 1 | 15.90 | 73.81 | 15.55 | 417.50 | 3.53 | 25.71 | 3.56 | 2 | 3.52 | 2 | 2,105 |
| 36 | 1 | 17.75 | 1 | 17.85 | 75.79 | 16.70 | 415.00 | 2.98 | 21.88 | 3 | 3 | 2.98 | 2 | 4,060 |
| 12 | 1 | 19.75 | 1 | 19.90 | 80.33 | 19.30 | 412.50 | 2.52 | 18.36 | 2.53 | 4 | 2.51 | 4 | 5,810 |
| 2 | 1 | 21.45 | 1 | 22.25 | 83.31 | 20.70 | 410.00 | 2.13 | 15.20 | 2.14 | 7 | 2.12 | 2 | 10,056 |
| 0 | 1 | 23.60 | 1 | 24.40 | 90.74 | 26.65 | 407.50 | 1.80 | 12.40 | 1.81 | 8 | 1.79 | 4 | 5,118 |
📌 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.
📊 (⏱️ 07-29 09:21) 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 | 432.3 | 430.45 | 432.8 | 427.3 | 57,386 | 431.58 | 0.16 | 1.29 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 430.9 | 433.5 | 428.7 | 125 | 432.4 | 1.35 | 2.85 | 3206.04 | 92 |
📌 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 | 430.45 | 431.58 | 0.16 | 1.29 | -1.13 | +1.13 |
| 📙 Next Month | 430.9 | 432.4 | 1.35 | 2.85 | -1.5 | +1.50 |
📌 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: 23 events)
⏱️ Time Interval: 08:47 to 09:21
📌 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%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 2,955 | 11 | 1.55 | 3 | 1.57 | 15.72 | 1.56 | 452.50 | 23.10 | 80.27 | 24.45 | 1 | 23.20 | 1 | 0 |
| 7,848 | 5 | 1.90 | 15 | 1.91 | 18.82 | 1.91 | 450.00 | 19.65 | 76.92 | 22.35 | 1 | 21.45 | 1 | 0 |
| 6,190 | 5 | 2.30 | 4 | 2.32 | 22.20 | 2.31 | 447.50 | 20.45 | 79.92 | 22.25 | 2 | 19.30 | 2 | 2 |
| 4,773 | 3 | 2.79 | 3 | 2.81 | 25.71 | 2.80 | 445.00 | 17.60 | 74.10 | 19.10 | 2 | 17.40 | 6 | 1 |
| 3,762 | 2 | 3.35 | 4 | 3.38 | 29.62 | 3.36 | 442.50 | 16.55 | 72.30 | 16.75 | 2 | 15.35 | 2 | 34 |
| 2,410 | 5 | 4.02 | 4 | 4.05 | 33.94 | 4.02 | 440.00 | 13.95 | 66.66 | 14.50 | 2 | 13.75 | 1 | 87 |
| 1,630 | 2 | 4.82 | 4 | 4.84 | 38.37 | 4.82 | 437.50 | 12.10 | 61.63 | 12.15 | 1 | 12.05 | 2 | 203 |
| 1,469 | 1 | 5.72 | 3 | 5.76 | 42.61 | 5.74 | 435.00 | 10.50 | 57.14 | 10.55 | 1 | 10.20 | 2 | 436 |
| 1,134 | 2 | 6.76 | 1 | 6.82 | 47.35 | 6.80 | 432.50 | 9.10 | 52.65 | 9.12 | 2 | 9.07 | 1 | 1,083 |
| 1,145 | 1 | 7.95 | 1 | 8.03 | 51.88 | 7.93 | 430.00 | 7.80 | 47.85 | 7.83 | 2 | 7.77 | 6 | 1,983 |
| 631 | 1 | 9.14 | 1 | 9.39 | 56.89 | 9.22 | 427.50 | 6.79 | 43.13 | 6.72 | 1 | 6.64 | 3 | 1,565 |
| 443 | 1 | 10.80 | 1 | 10.90 | 61.43 | 10.80 | 425.00 | 5.66 | 38.09 | 5.71 | 1 | 5.65 | 1 | 1,677 |
| 151 | 1 | 12.45 | 1 | 12.55 | 66.26 | 12.50 | 422.50 | 4.80 | 33.51 | 4.83 | 1 | 4.77 | 1 | 1,610 |
| 202 | 1 | 14.20 | 1 | 14.30 | 70.40 | 14.15 | 420.00 | 4.07 | 29.36 | 4.08 | 1 | 4.05 | 5 | 2,664 |
| 70 | 1 | 16.05 | 1 | 16.20 | 73.81 | 15.55 | 417.50 | 3.45 | 25.24 | 3.46 | 2 | 3.42 | 2 | 2,113 |
| 36 | 1 | 18 | 1 | 18.15 | 75.79 | 16.70 | 415.00 | 2.89 | 21.24 | 2.90 | 1 | 2.88 | 1 | 4,095 |
| 12 | 1 | 20.05 | 1 | 20.20 | 80.33 | 19.30 | 412.50 | 2.45 | 17.70 | 2.45 | 5 | 2.43 | 3 | 5,862 |
| 2 | 3 | 21.65 | 1 | 22.40 | 83.31 | 20.70 | 410.00 | 2.06 | 14.83 | 2.07 | 6 | 2.05 | 5 | 10,125 |
| 0 | 1 | 23.75 | 2 | 25.70 | 90.74 | 26.65 | 407.50 | 1.74 | 12.09 | 1.75 | 7 | 1.73 | 5 | 5,158 |
📌 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.
📊 (⏱️ 07-29 09:30) 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 | 432.3 | 430.4 | 432.8 | 427.3 | 67,253 | 431.61 | 0.08 | 1.29 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 431.4 | 433.5 | 428.7 | 147 | 433.57 | 0.69 | 2.86 | 3206.04 | 92 |
📌 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 | 430.4 | 431.61 | 0.08 | 1.29 | -1.21 | +1.21 |
| 📙 Next Month | 431.4 | 433.57 | 0.69 | 2.86 | -2.17 | +2.17 |
📌 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: 25 events)
⏱️ Time Interval: 08:47 to 09:30
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 430.4, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 3,624 | 3 | 1.52 | 2 | 1.53 | 16.11 | 1.53 | 452.50 | 23.10 | 80.27 | 24.05 | 1 | 23.10 | 1 | 0 |
| 9,228 | 4 | 1.86 | 2 | 1.87 | 19.06 | 1.86 | 450.00 | 19.65 | 76.92 | 21.80 | 1 | 21.20 | 1 | 0 |
| 6,899 | 4 | 2.26 | 6 | 2.28 | 22.36 | 2.26 | 447.50 | 20.45 | 79.92 | 19.80 | 2 | 19.15 | 2 | 2 |
| 5,801 | 3 | 2.74 | 7 | 2.76 | 25.99 | 2.74 | 445.00 | 17.40 | 74.26 | 17.80 | 2 | 17.20 | 2 | 7 |
| 4,438 | 1 | 3.31 | 4 | 3.33 | 29.93 | 3.31 | 442.50 | 15.55 | 69.97 | 15.70 | 2 | 15 | 2 | 38 |
| 2,940 | 4 | 3.98 | 1 | 4 | 34.17 | 4 | 440.00 | 13.70 | 66.08 | 14.05 | 2 | 13.40 | 2 | 141 |
| 1,782 | 2 | 4.76 | 1 | 4.80 | 38.61 | 4.79 | 437.50 | 12 | 61.39 | 12.10 | 2 | 12 | 1 | 252 |
| 1,807 | 1 | 5.68 | 1 | 5.71 | 43.24 | 5.72 | 435.00 | 10.45 | 56.80 | 10.50 | 2 | 10.40 | 2 | 503 |
| 1,345 | 2 | 6.74 | 1 | 6.77 | 47.94 | 6.76 | 432.50 | 9.05 | 52.06 | 9.09 | 1 | 9 | 2 | 1,416 |
| 1,246 | 2 | 7.91 | 2 | 7.99 | 52.86 | 7.97 | 430.00 | 7.76 | 47.25 | 7.81 | 1 | 7.73 | 2 | 2,157 |
| 664 | 2 | 9.02 | 1 | 9.34 | 57.20 | 9.49 | 427.50 | 6.58 | 42.35 | 6.67 | 2 | 6.59 | 1 | 1,742 |
| 514 | 1 | 10.80 | 1 | 10.85 | 62.24 | 10.80 | 425.00 | 5.60 | 37.65 | 5.66 | 1 | 5.60 | 1 | 1,940 |
| 165 | 1 | 12.45 | 1 | 12.50 | 66.84 | 12.50 | 422.50 | 4.76 | 33.20 | 4.78 | 2 | 4.74 | 2 | 1,800 |
| 220 | 1 | 14.20 | 1 | 14.25 | 71.59 | 14.40 | 420.00 | 4.03 | 28.85 | 4.03 | 1 | 4 | 3 | 3,165 |
| 77 | 1 | 16.05 | 1 | 16.15 | 75.20 | 16.30 | 417.50 | 3.40 | 24.77 | 3.42 | 2 | 3.37 | 2 | 2,299 |
| 42 | 1 | 18 | 1 | 18.10 | 78.78 | 18.05 | 415.00 | 2.86 | 20.99 | 2.86 | 1 | 2.84 | 4 | 4,555 |
| 13 | 2 | 17.40 | 2 | 21.40 | 82.50 | 20.25 | 412.50 | 2.41 | 17.56 | 2.41 | 1 | 2.40 | 1 | 6,732 |
| 3 | 1 | 22 | 2 | 22.75 | 85.17 | 22.20 | 410.00 | 2.03 | 14.49 | 2.03 | 1 | 2.02 | 3 | 10,877 |
| 0 | 1 | 24.25 | 1 | 24.85 | 90.74 | 26.65 | 407.50 | 1.71 | 11.79 | 1.72 | 6 | 1.70 | 10 | 5,695 |
📌 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.
📊 (⏱️ 07-29 09:33) 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 | 432.3 | 430.4 | 432.8 | 427.3 | 69,481 | 431.86 | 0.17 | 1.29 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 431.85 | 433.5 | 428.7 | 150 | 433.53 | 1.18 | 2.86 | 3206.04 | 92 |
📌 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 | 430.4 | 431.86 | 0.17 | 1.29 | -1.46 | +1.12 |
| 📙 Next Month | 431.85 | 433.53 | 1.18 | 2.86 | -1.68 | +1.68 |
📌 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: 27 events)
⏱️ Time Interval: 08:47 to 09:33
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 430.4, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 3,782 | 4 | 1.50 | 19 | 1.52 | 16.21 | 1.51 | 452.50 | 23.10 | 80.27 | 24 | 1 | 23.30 | 1 | 0 |
| 9,583 | 17 | 1.84 | 2 | 1.85 | 19.19 | 1.85 | 450.00 | 19.65 | 76.92 | 21.80 | 1 | 21.15 | 1 | 0 |
| 7,163 | 7 | 2.24 | 6 | 2.26 | 22.51 | 2.25 | 447.50 | 20.45 | 79.92 | 19.70 | 2 | 19.15 | 2 | 2 |
| 6,249 | 5 | 2.72 | 10 | 2.74 | 26.15 | 2.73 | 445.00 | 17.40 | 74.26 | 17.80 | 2 | 17 | 2 | 7 |
| 4,568 | 2 | 3.28 | 3 | 3.30 | 30.09 | 3.29 | 442.50 | 15.50 | 70.19 | 15.70 | 4 | 15.20 | 2 | 41 |
| 3,064 | 2 | 3.96 | 3 | 3.98 | 34.31 | 3.96 | 440.00 | 13.55 | 65.56 | 13.85 | 2 | 13.50 | 3 | 142 |
| 1,804 | 1 | 4.73 | 3 | 4.78 | 38.76 | 4.73 | 437.50 | 12.15 | 61.24 | 12.10 | 4 | 12 | 1 | 271 |
| 1,887 | 3 | 5.65 | 1 | 5.68 | 43.39 | 5.67 | 435.00 | 10.45 | 56.73 | 10.55 | 1 | 10.45 | 3 | 532 |
| 1,384 | 1 | 6.69 | 2 | 6.74 | 48.14 | 6.72 | 432.50 | 8.96 | 51.90 | 9.06 | 1 | 8.98 | 1 | 1,506 |
| 1,262 | 1 | 7.90 | 1 | 7.97 | 53.23 | 7.97 | 430.00 | 7.77 | 47.06 | 7.78 | 1 | 7.71 | 1 | 2,201 |
| 678 | 1 | 9.27 | 2 | 9.33 | 57.73 | 9.30 | 427.50 | 6.63 | 42.27 | 6.63 | 1 | 6.58 | 2 | 1,780 |
| 526 | 2 | 10.75 | 1 | 10.85 | 62.81 | 10.95 | 425.00 | 5.63 | 37.57 | 5.63 | 1 | 5.60 | 2 | 2,009 |
| 173 | 1 | 12.40 | 1 | 12.50 | 67.24 | 12.50 | 422.50 | 4.77 | 33.02 | 4.78 | 2 | 4.73 | 4 | 1,817 |
| 230 | 2 | 13.65 | 1 | 14.25 | 71.28 | 14.50 | 420.00 | 4.02 | 28.68 | 4.04 | 5 | 4 | 2 | 3,224 |
| 81 | 1 | 16 | 3 | 16.10 | 75.70 | 16.25 | 417.50 | 3.38 | 24.51 | 3.41 | 1 | 3.37 | 2 | 2,324 |
| 46 | 1 | 17.95 | 1 | 18.05 | 79.12 | 18.30 | 415.00 | 2.85 | 20.85 | 2.87 | 2 | 2.84 | 1 | 4,644 |
| 14 | 2 | 17.40 | 2 | 21.40 | 82.28 | 20.10 | 412.50 | 2.40 | 17.44 | 2.41 | 3 | 2.39 | 5 | 6,943 |
| 3 | 1 | 22.05 | 1 | 22.70 | 85.17 | 22.20 | 410.00 | 2.02 | 14.38 | 2.04 | 6 | 2.01 | 5 | 11,058 |
| 0 | 1 | 24.05 | 1 | 24.95 | 90.74 | 26.65 | 407.50 | 1.71 | 11.69 | 1.72 | 6 | 1.70 | 5 | 5,829 |
📌 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.
📊 (⏱️ 07-29 09:34) 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 | 432.3 | 429.9 | 432.8 | 427.3 | 70,096 | 431.51 | 0.32 | 1.29 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 431.05 | 433.5 | 428.7 | 153 | 433.22 | 0.69 | 2.86 | 3206.04 | 92 |
📌 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 | 429.9 | 431.51 | 0.32 | 1.29 | -1.61 | +0.97 |
| 📙 Next Month | 431.05 | 433.22 | 0.69 | 2.86 | -2.17 | +2.17 |
📌 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: 28 events)
⏱️ Time Interval: 08:47 to 09:34
📌 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 429.9, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 3,845 | 3 | 1.45 | 10 | 1.47 | 15.79 | 1.46 | 452.50 | 23.10 | 80.27 | 24.45 | 2 | 23.55 | 1 | 0 |
| 9,666 | 20 | 1.78 | 2 | 1.79 | 18.73 | 1.79 | 450.00 | 19.65 | 76.92 | 22.55 | 2 | 21.40 | 1 | 0 |
| 7,216 | 3 | 2.16 | 6 | 2.18 | 22.00 | 2.17 | 447.50 | 20.45 | 79.92 | 22.25 | 2 | 19.25 | 2 | 2 |
| 6,375 | 4 | 2.63 | 2 | 2.64 | 25.60 | 2.64 | 445.00 | 17.40 | 74.26 | 18.10 | 2 | 17.45 | 2 | 7 |
| 4,590 | 2 | 3.18 | 7 | 3.20 | 29.83 | 3.21 | 442.50 | 15.50 | 70.19 | 16.20 | 2 | 15.55 | 2 | 41 |
| 3,098 | 3 | 3.83 | 2 | 3.85 | 33.85 | 3.87 | 440.00 | 13.90 | 66.27 | 14.35 | 2 | 13.70 | 2 | 143 |
| 1,813 | 1 | 4.59 | 2 | 4.63 | 38.11 | 4.61 | 437.50 | 12.15 | 61.81 | 12.40 | 1 | 12.35 | 1 | 273 |
| 1,922 | 1 | 5.49 | 3 | 5.52 | 42.69 | 5.52 | 435.00 | 10.50 | 56.61 | 10.80 | 1 | 10.75 | 1 | 533 |
| 1,401 | 1 | 6.51 | 2 | 6.55 | 47.46 | 6.52 | 432.50 | 9.33 | 52.54 | 9.33 | 2 | 9.31 | 3 | 1,525 |
| 1,267 | 1 | 7.66 | 1 | 7.73 | 52.38 | 7.75 | 430.00 | 7.81 | 47.16 | 8.04 | 3 | 7.97 | 1 | 2,204 |
| 682 | 2 | 8.56 | 1 | 9.07 | 57.33 | 9.14 | 427.50 | 6.85 | 42.94 | 6.87 | 1 | 6.83 | 1 | 1,786 |
| 528 | 1 | 10.50 | 1 | 10.55 | 62.02 | 10.70 | 425.00 | 5.81 | 38.22 | 5.83 | 1 | 5.79 | 2 | 2,029 |
| 174 | 1 | 12.10 | 1 | 12.20 | 66.58 | 12.35 | 422.50 | 4.95 | 33.64 | 4.96 | 1 | 4.83 | 4 | 1,838 |
| 231 | 1 | 13.85 | 1 | 13.95 | 71.32 | 14.15 | 420.00 | 4.15 | 29.26 | 4.19 | 1 | 4.15 | 2 | 3,272 |
| 82 | 1 | 15.70 | 1 | 15.80 | 75.22 | 16 | 417.50 | 3.53 | 25.15 | 3.54 | 1 | 3.49 | 1 | 2,333 |
| 46 | 1 | 17.60 | 1 | 17.70 | 79.12 | 18.30 | 415.00 | 2.98 | 21.34 | 2.98 | 4 | 2.97 | 2 | 4,674 |
| 15 | 1 | 19.65 | 1 | 19.75 | 82.56 | 20 | 412.50 | 2.51 | 17.88 | 2.52 | 3 | 2.50 | 6 | 7,011 |
| 3 | 2 | 21.55 | 1 | 22.40 | 85.17 | 22.20 | 410.00 | 2.10 | 14.77 | 2.12 | 7 | 2.10 | 4 | 11,122 |
| 0 | 2 | 23.75 | 1 | 24.70 | 90.74 | 26.65 | 407.50 | 1.78 | 12.03 | 1.79 | 6 | 1.78 | 2 | 5,870 |
📌 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.
📊 (⏱️ 07-29 09:35) 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 | 432.3 | 430.35 | 432.8 | 427.3 | 71,365 | 431.13 | 0.51 | 1.29 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 431.05 | 433.5 | 428.7 | 153 | 433.22 | 0.69 | 2.86 | 3206.04 | 92 |
📌 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 | 430.35 | 431.13 | 0.51 | 1.29 | -0.78 | +0.78 |
| 📙 Next Month | 431.05 | 433.22 | 0.69 | 2.86 | -2.17 | +2.17 |
📌 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: 29 events)
⏱️ Time Interval: 08:47 to 09:35
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 430.35, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 4,054 | 1 | 1.51 | 3 | 1.52 | 15.29 | 1.51 | 452.50 | 23.10 | 80.27 | 24.55 | 1 | 23.45 | 2 | 0 |
| 9,999 | 1 | 1.85 | 11 | 1.86 | 18.24 | 1.85 | 450.00 | 19.65 | 76.92 | 22.35 | 1 | 21.30 | 2 | 0 |
| 7,419 | 3 | 2.25 | 3 | 2.26 | 21.38 | 2.25 | 447.50 | 20.45 | 79.92 | 22.25 | 2 | 19.50 | 2 | 2 |
| 6,555 | 1 | 2.73 | 4 | 2.74 | 24.92 | 2.73 | 445.00 | 17.40 | 74.26 | 18.20 | 2 | 17.45 | 2 | 7 |
| 4,714 | 3 | 3.29 | 4 | 3.31 | 28.88 | 3.30 | 442.50 | 15.50 | 70.19 | 16.20 | 2 | 15.55 | 2 | 41 |
| 3,171 | 3 | 3.96 | 3 | 3.98 | 33.02 | 3.97 | 440.00 | 13.90 | 66.27 | 14.35 | 2 | 13.70 | 2 | 143 |
| 1,843 | 1 | 4.74 | 1 | 4.76 | 37.42 | 4.76 | 437.50 | 12.55 | 62.77 | 12.20 | 1 | 12.10 | 2 | 276 |
| 1,966 | 1 | 5.66 | 1 | 5.68 | 41.59 | 5.62 | 435.00 | 10.75 | 58.20 | 10.60 | 1 | 10.55 | 1 | 540 |
| 1,422 | 1 | 6.69 | 1 | 6.74 | 46.31 | 6.68 | 432.50 | 9.12 | 53.27 | 9.17 | 3 | 9.07 | 1 | 1,554 |
| 1,278 | 1 | 7.87 | 1 | 7.95 | 51.67 | 7.90 | 430.00 | 7.82 | 48.47 | 7.88 | 2 | 7.82 | 1 | 2,244 |
| 685 | 2 | 9 | 2 | 9.32 | 56.34 | 9.27 | 427.50 | 6.72 | 43.53 | 6.76 | 1 | 6.69 | 2 | 1,800 |
| 534 | 2 | 10.75 | 2 | 11 | 60.93 | 10.60 | 425.00 | 5.75 | 38.90 | 5.73 | 1 | 5.69 | 1 | 2,063 |
| 180 | 1 | 12.40 | 1 | 12.45 | 65.39 | 12.20 | 422.50 | 4.89 | 34.70 | 4.85 | 1 | 4.79 | 2 | 1,858 |
| 237 | 1 | 14.15 | 1 | 14.20 | 70.10 | 14.15 | 420.00 | 4.11 | 30.27 | 4.12 | 1 | 4.08 | 2 | 3,338 |
| 83 | 1 | 16 | 2 | 16.25 | 73.93 | 15.55 | 417.50 | 3.47 | 25.74 | 3.49 | 2 | 3.45 | 1 | 2,346 |
| 50 | 1 | 17.95 | 5 | 18 | 78.12 | 18 | 415.00 | 2.92 | 21.88 | 2.93 | 6 | 2.91 | 2 | 4,805 |
| 16 | 1 | 19.95 | 2 | 21.40 | 81.54 | 19.85 | 412.50 | 2.47 | 18.44 | 2.47 | 3 | 2.45 | 4 | 7,125 |
| 3 | 3 | 21.50 | 2 | 22.40 | 85.17 | 22.20 | 410.00 | 2.08 | 15.20 | 2.09 | 4 | 2.07 | 1 | 11,246 |
| 0 | 1 | 23.55 | 2 | 24.75 | 90.74 | 26.65 | 407.50 | 1.77 | 12.40 | 1.77 | 6 | 1.75 | 9 | 6,035 |
📌 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.
📊 (⏱️ 07-29 09:39) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status
This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.
📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison
The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.
| Type | Code | Name | Open | Close | High | Low | Volume | Theoretical | Market Basis | Theorist Basis | KOSPI Eqv. | DTE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 📘 Current Month | 101W9000 | F 202509 | 432.3 | 430.3 | 432.8 | 427.3 | 74,006 | 431.6 | 0.01 | 1.29 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 431.6 | 433.5 | 428.7 | 161 | 433.51 | 0.95 | 2.86 | 3206.04 | 92 |
📌 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 | 430.3 | 431.6 | 0.01 | 1.29 | -1.3 | +1.28 |
| 📙 Next Month | 431.6 | 433.51 | 0.95 | 2.86 | -1.91 | +1.91 |
📌 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: 31 events)
⏱️ Time Interval: 08:47 to 09:39
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 430.3, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 4,332 | 15 | 1.49 | 6 | 1.51 | 15.90 | 1.50 | 452.50 | 23.10 | 80.27 | 24.10 | 1 | 23.20 | 1 | 0 |
| 10,527 | 5 | 1.83 | 1 | 1.84 | 18.85 | 1.84 | 450.00 | 19.65 | 76.92 | 21.95 | 1 | 21.15 | 1 | 0 |
| 7,731 | 9 | 2.23 | 5 | 2.25 | 22.13 | 2.24 | 447.50 | 20.45 | 79.92 | 19.70 | 2 | 19.15 | 2 | 2 |
| 6,908 | 4 | 2.71 | 1 | 2.72 | 25.74 | 2.71 | 445.00 | 17.40 | 74.26 | 17.65 | 2 | 17.20 | 2 | 7 |
| 4,911 | 3 | 3.27 | 5 | 3.29 | 29.66 | 3.29 | 442.50 | 15.50 | 70.19 | 15.70 | 2 | 15.30 | 2 | 41 |
| 3,263 | 3 | 3.94 | 2 | 3.97 | 33.85 | 3.96 | 440.00 | 13.40 | 65.97 | 14 | 2 | 13.50 | 2 | 150 |
| 1,891 | 1 | 4.72 | 4 | 4.77 | 38.28 | 4.74 | 437.50 | 12.05 | 61.72 | 12.15 | 1 | 12.05 | 1 | 288 |
| 2,032 | 2 | 5.64 | 1 | 5.67 | 42.89 | 5.67 | 435.00 | 10.50 | 57.11 | 10.55 | 1 | 10.45 | 1 | 558 |
| 1,443 | 2 | 6.67 | 1 | 6.74 | 48.15 | 6.84 | 432.50 | 9.07 | 52.36 | 9.10 | 1 | 9.03 | 2 | 1,638 |
| 1,300 | 1 | 7.86 | 3 | 7.95 | 52.90 | 8.01 | 430.00 | 7.78 | 47.56 | 7.79 | 1 | 7.74 | 3 | 2,282 |
| 692 | 2 | 9.13 | 1 | 9.29 | 57.76 | 9.43 | 427.50 | 6.65 | 42.77 | 6.68 | 3 | 6.63 | 1 | 1,865 |
| 547 | 1 | 10.75 | 1 | 10.80 | 61.95 | 10.80 | 425.00 | 5.65 | 38.05 | 5.67 | 1 | 5.63 | 2 | 2,136 |
| 182 | 1 | 12.40 | 1 | 12.45 | 66.21 | 12.40 | 422.50 | 4.77 | 33.48 | 4.81 | 1 | 4.69 | 4 | 1,916 |
| 254 | 1 | 14.15 | 1 | 14.20 | 71.46 | 14.55 | 420.00 | 4.04 | 28.77 | 4.06 | 1 | 4.02 | 2 | 3,418 |
| 88 | 1 | 16 | 1 | 16.10 | 75.40 | 16.20 | 417.50 | 3.41 | 24.69 | 3.43 | 1 | 3.39 | 1 | 2,391 |
| 55 | 1 | 17.95 | 1 | 18.05 | 78.81 | 18 | 415.00 | 2.88 | 21.22 | 2.89 | 2 | 2.87 | 3 | 4,998 |
| 21 | 2 | 17.40 | 2 | 21.40 | 81.95 | 19.95 | 412.50 | 2.43 | 17.76 | 2.44 | 4 | 2.42 | 2 | 7,307 |
| 3 | 2 | 21.65 | 2 | 22.55 | 85.17 | 22.20 | 410.00 | 2.04 | 14.67 | 2.05 | 3 | 2.04 | 3 | 11,510 |
| 0 | 1 | 23.95 | 1 | 24.90 | 90.74 | 26.65 | 407.50 | 1.73 | 11.94 | 1.74 | 8 | 1.72 | 8 | 6,280 |
📌 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.
🧮 (⏱️ 07-29 10:10) Delta-Based Center Strike Identification Algorithm
📌 Purpose: To determine a market-neutral central strike (ATM) by analyzing the delta symmetry between call and put options.
| 📐 Definition of Center Strike | The strike at which the call delta (+0.5) and put delta (–0.5) are in equilibrium is considered the “At-The-Money” (ATM) level in the options market. |
|---|---|
| 🔍 Scanning Methodology | The algorithm slides through call and put delta pairs in blocks of three, checking whether the central delta lies within the adjusted tolerance range of the opposite side’s delta. |
| 📊 Delta Comparison Logic | Delta thresholds are calculated based on the put side, then the call delta is checked for containment within this band. The reverse check is also performed—from call to put—to validate mutual alignment. |
| 📏 Adjustment Mechanism | The difference between deltas is divided into four segments to derive tolerance bands, ensuring a balanced zone that avoids overly narrow or excessively wide boundaries. |
| ✅ ATM Identification Condition | If both call and put deltas fall within each other’s adjusted range, the corresponding strike is confirmed as the ATM strike and returned as the central point. |
| ⚙️ Strategic Benefit | By mathematically validating delta symmetry, this method eliminates subjectivity and provides a quantitative basis for determining the central strike. It serves as a foundational input for sophisticated algorithmic trading models. |
| ⚠️ Filtering Criteria | Deltas with a value of zero are excluded due to lack of reliability. A minimum of ±9 strike data points is recommended for robust analysis. |
| 💡 Practical Applications | The identified center strike can be used for hedge baselines, reference points in straddle/strangle strategies, volatility indicators, and auto-trade condition triggers. |
🧠 Unlike simple price averaging, this delta-based ATM detection relies on the balance of market sensitivity (delta), enabling more precise and data-driven decision-making. (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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 8,954 | 3 | 1.43 | 5 | 1.44 | 15.33 | 1.43 | 455.00 | 25.65 | 86.34 | 24.60 | 1 | 23.75 | 1 | 6 |
| 5,720 | 7 | 1.75 | 1 | 1.76 | 18.14 | 1.75 | 452.50 | 23.10 | 80.27 | 22.55 | 1 | 21.50 | 2 | 0 |
| 13,298 | 9 | 2.14 | 6 | 2.15 | 21.53 | 2.15 | 450.00 | 20.35 | 79.62 | 21.15 | 2 | 19.35 | 2 | 1 |
| 9,814 | 5 | 2.60 | 2 | 2.62 | 25.07 | 2.61 | 447.50 | 20.45 | 79.92 | 18.40 | 2 | 17.30 | 2 | 2 |
| 9,545 | 3 | 3.16 | 7 | 3.18 | 28.62 | 3.16 | 445.00 | 17.40 | 74.26 | 16.25 | 2 | 15.60 | 2 | 7 |
| 5,946 | 3 | 3.80 | 2 | 3.83 | 32.73 | 3.81 | 442.50 | 13.95 | 66.93 | 13.95 | 1 | 13.85 | 2 | 49 |
| 3,907 | 3 | 4.58 | 4 | 4.60 | 37.22 | 4.59 | 440.00 | 12.20 | 62.78 | 12.25 | 2 | 12.15 | 4 | 246 |
| 2,318 | 1 | 5.47 | 10 | 5.50 | 41.54 | 5.48 | 437.50 | 10.75 | 58.65 | 10.65 | 1 | 10.55 | 2 | 442 |
| 2,387 | 2 | 6.50 | 1 | 6.57 | 46.23 | 6.50 | 435.00 | 9.21 | 53.77 | 9.19 | 2 | 1.07 | 2 | 896 |
| 1,697 | 1 | 7.71 | 1 | 7.74 | 51.25 | 7.71 | 432.50 | 7.86 | 48.52 | 7.87 | 1 | 7.82 | 1 | 2,156 |
| 1,419 | 3 | 8.99 | 1 | 9.08 | 55.77 | 9 | 430.00 | 6.67 | 43.78 | 6.70 | 1 | 6.63 | 2 | 2,575 |
| 730 | 2 | 9.96 | 2 | 10.85 | 60.51 | 10.50 | 427.50 | 5.77 | 39.67 | 5.71 | 1 | 5.65 | 3 | 2,099 |
| 651 | 2 | 12.15 | 2 | 12.20 | 65.56 | 12.15 | 425.00 | 4.82 | 34.44 | 4.83 | 2 | 4.79 | 2 | 2,682 |
| 244 | 2 | 13.85 | 4 | 13.95 | 69.06 | 13.50 | 422.50 | 4.05 | 30.08 | 4.06 | 1 | 4.03 | 2 | 2,364 |
| 342 | 2 | 15.70 | 4 | 15.85 | 73.25 | 15.25 | 420.00 | 3.41 | 26.15 | 3.43 | 2 | 3.39 | 2 | 4,021 |
| 129 | 2 | 17.65 | 2 | 17.80 | 77.66 | 17.70 | 417.50 | 2.89 | 22.05 | 2.88 | 2 | 2.86 | 2 | 2,785 |
| 78 | 2 | 19.70 | 2 | 19.85 | 80.75 | 19.15 | 415.00 | 2.43 | 18.56 | 2.43 | 4 | 2.41 | 19 | 5,893 |
| 22 | 1 | 21.25 | 1 | 22.15 | 82.46 | 20.25 | 412.50 | 2.03 | 15.39 | 2.04 | 11 | 2.02 | 4 | 8,483 |
| 3 | 2 | 23.50 | 2 | 24.30 | 85.17 | 22.20 | 410.00 | 1.72 | 12.69 | 1.72 | 6 | 1.71 | 14 | 13,706 |
📌 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.
📊 (⏱️ 07-29 10:20) 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 | 432.3 | 432.55 | 433.25 | 427.3 | 100,217 | 433.65 | 0.2 | 1.3 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 434.0 | 434.05 | 428.7 | 239 | 435.79 | 1.09 | 2.88 | 3206.04 | 92 |
📌 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 | 432.55 | 433.65 | 0.2 | 1.3 | -1.1 | +1.10 |
| 📙 Next Month | 434.0 | 435.79 | 1.09 | 2.88 | -1.79 | +1.79 |
📌 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: 40 events)
⏱️ Time Interval: 08:47 to 10:20
📌 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 432.55, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 9,698 | 18 | 1.41 | 3 | 1.42 | 15.51 | 1.42 | 455.00 | 25.65 | 86.34 | 24.20 | 1 | 23.55 | 1 | 6 |
| 6,514 | 10 | 1.73 | 9 | 1.75 | 18.69 | 1.75 | 452.50 | 23.10 | 80.27 | 22.35 | 1 | 21.35 | 1 | 0 |
| 14,364 | 19 | 2.12 | 8 | 2.14 | 21.62 | 2.13 | 450.00 | 19.45 | 77.79 | 20.30 | 2 | 18.95 | 2 | 2 |
| 10,754 | 5 | 2.59 | 3 | 2.60 | 25.16 | 2.60 | 447.50 | 20.45 | 79.92 | 18.15 | 2 | 16.95 | 2 | 2 |
| 10,117 | 1 | 3.14 | 3 | 3.15 | 29.39 | 3.17 | 445.00 | 17.40 | 74.26 | 16.15 | 2 | 15.05 | 2 | 7 |
| 6,197 | 1 | 3.79 | 2 | 3.81 | 33.14 | 3.81 | 442.50 | 13.75 | 65.96 | 14.40 | 2 | 13.30 | 2 | 52 |
| 4,099 | 3 | 4.55 | 1 | 4.59 | 37.93 | 4.60 | 440.00 | 12.25 | 62.49 | 12.30 | 2 | 12.20 | 3 | 301 |
| 2,509 | 2 | 5.44 | 2 | 5.49 | 42.08 | 5.47 | 437.50 | 10.50 | 57.47 | 10.70 | 3 | 10.60 | 2 | 482 |
| 2,596 | 1 | 6.48 | 2 | 6.54 | 47.22 | 6.54 | 435.00 | 9.04 | 52.68 | 9.22 | 2 | 9.15 | 1 | 961 |
| 1,753 | 2 | 7.63 | 1 | 7.73 | 52.00 | 7.71 | 432.50 | 7.87 | 48.45 | 7.89 | 4 | 7.86 | 3 | 2,338 |
| 1,479 | 1 | 8.91 | 2 | 9.04 | 57.09 | 9.19 | 430.00 | 6.61 | 43.10 | 6.74 | 1 | 6.69 | 3 | 2,689 |
| 767 | 4 | 10.30 | 2 | 10.55 | 62.00 | 10.85 | 427.50 | 5.72 | 38.95 | 5.74 | 2 | 5.69 | 2 | 2,233 |
| 700 | 2 | 12.10 | 1 | 12.15 | 66.55 | 12.30 | 425.00 | 4.80 | 33.87 | 4.87 | 4 | 4.82 | 2 | 2,788 |
| 283 | 2 | 13.80 | 2 | 13.90 | 71.02 | 14.10 | 422.50 | 4.05 | 29.51 | 4.10 | 3 | 4.08 | 3 | 2,512 |
| 357 | 1 | 15.65 | 1 | 15.80 | 74.96 | 15.90 | 420.00 | 3.44 | 25.84 | 3.45 | 1 | 3.43 | 2 | 4,300 |
| 137 | 1 | 17.60 | 1 | 17.75 | 78.88 | 18.05 | 417.50 | 2.89 | 21.99 | 2.91 | 1 | 2.89 | 3 | 2,985 |
| 78 | 1 | 19.65 | 1 | 19.80 | 80.75 | 19.15 | 415.00 | 2.44 | 18.48 | 2.45 | 7 | 2.43 | 9 | 6,420 |
| 22 | 1 | 21.60 | 1 | 22.35 | 82.46 | 20.25 | 412.50 | 2.07 | 15.32 | 2.07 | 8 | 2.05 | 4 | 8,753 |
| 3 | 1 | 23.75 | 1 | 24.55 | 85.17 | 22.20 | 410.00 | 1.73 | 12.53 | 1.74 | 11 | 1.73 | 3 | 14,603 |
📌 Notes on Option Price Data:
- Data is collected when the real-time futures price changes by more than 0.1%.
- We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
- Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
- This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
- It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
- Our strategies continue to evolve using this detailed, real-world data as a core foundation.
📊 (⏱️ 07-29 10:31) 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 | 432.3 | 433.0 | 433.25 | 427.3 | 104,519 | 433.84 | 0.46 | 1.3 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 433.65 | 434.05 | 428.7 | 248 | 435.47 | 1.06 | 2.88 | 3206.04 | 92 |
📌 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 | 433.0 | 433.84 | 0.46 | 1.3 | -0.84 | +0.84 |
| 📙 Next Month | 433.65 | 435.47 | 1.06 | 2.88 | -1.82 | +1.82 |
📌 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: 41 events)
⏱️ Time Interval: 08:47 to 10:31
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 433.0, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 10,304 | 13 | 1.45 | 6 | 1.46 | 15.91 | 1.46 | 455.00 | 25.65 | 86.34 | 24.05 | 1 | 23.45 | 1 | 6 |
| 7,045 | 20 | 1.78 | 19 | 1.80 | 18.85 | 1.79 | 452.50 | 23.10 | 80.27 | 21.95 | 1 | 21.35 | 1 | 0 |
| 15,105 | 22 | 2.18 | 30 | 2.20 | 22.11 | 2.19 | 450.00 | 19.75 | 78.24 | 20.30 | 2 | 18.95 | 2 | 3 |
| 11,126 | 8 | 2.66 | 16 | 2.68 | 25.70 | 2.67 | 447.50 | 20.45 | 79.92 | 18.15 | 2 | 16.95 | 2 | 2 |
| 10,523 | 8 | 3.23 | 1 | 3.24 | 29.59 | 3.24 | 445.00 | 17.40 | 74.26 | 16.30 | 2 | 15.25 | 2 | 7 |
| 6,392 | 2 | 3.90 | 9 | 3.92 | 33.63 | 3.89 | 442.50 | 13.75 | 65.96 | 14.40 | 2 | 13.30 | 2 | 52 |
| 4,176 | 1 | 4.69 | 2 | 4.72 | 38.15 | 4.71 | 440.00 | 12.10 | 62.07 | 12 | 4 | 11.95 | 4 | 320 |
| 2,548 | 1 | 5.59 | 2 | 5.65 | 42.72 | 5.60 | 437.50 | 10.45 | 57.13 | 10.45 | 1 | 10.35 | 5 | 525 |
| 2,662 | 1 | 6.66 | 1 | 6.71 | 47.32 | 6.63 | 435.00 | 9.06 | 52.63 | 9 | 3 | 8.91 | 2 | 1,017 |
| 1,777 | 1 | 7.85 | 1 | 7.90 | 52.07 | 7.87 | 432.50 | 7.67 | 47.77 | 7.69 | 1 | 7.65 | 3 | 2,499 |
| 1,535 | 2 | 9.02 | 1 | 9.27 | 57.00 | 9.25 | 430.00 | 6.54 | 43.00 | 6.57 | 1 | 6.53 | 1 | 2,784 |
| 769 | 2 | 10.30 | 3 | 10.80 | 61.31 | 10.70 | 427.50 | 5.56 | 38.31 | 5.58 | 1 | 5.54 | 1 | 2,323 |
| 724 | 2 | 12.35 | 3 | 12.45 | 66.25 | 12.40 | 425.00 | 4.70 | 33.75 | 4.73 | 2 | 4.67 | 2 | 2,875 |
| 308 | 2 | 14.10 | 3 | 14.20 | 70.44 | 14.05 | 422.50 | 3.98 | 29.45 | 3.98 | 2 | 3.95 | 2 | 2,569 |
| 360 | 2 | 16 | 2 | 16.10 | 74.64 | 15.90 | 420.00 | 3.35 | 25.34 | 3.36 | 1 | 3.33 | 1 | 4,411 |
| 139 | 2 | 17.95 | 1 | 18.05 | 78.40 | 17.80 | 417.50 | 2.82 | 21.50 | 2.83 | 2 | 2.80 | 3 | 3,141 |
| 85 | 2 | 20 | 2 | 20.10 | 81.86 | 19.95 | 415.00 | 2.37 | 18.03 | 2.38 | 2 | 2.36 | 5 | 6,724 |
| 22 | 1 | 21.80 | 1 | 22.30 | 82.46 | 20.25 | 412.50 | 2 | 14.93 | 2.01 | 12 | 1.99 | 13 | 8,918 |
| 8 | 1 | 24.10 | 1 | 24.55 | 87.48 | 24 | 410.00 | 1.69 | 12.18 | 1.70 | 20 | 1.68 | 15 | 15,041 |
📌 Notes on Option Price Data:
- Data is collected when the real-time futures price changes by more than 0.1%.
- We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
- Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
- This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
- It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
- Our strategies continue to evolve using this detailed, real-world data as a core foundation.
📊 (⏱️ 07-29 10:33) 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 | 432.3 | 432.55 | 433.25 | 427.3 | 105,947 | 433.88 | 0.03 | 1.3 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 434.0 | 434.05 | 428.7 | 249 | 435.68 | 1.2 | 2.88 | 3206.04 | 92 |
📌 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 | 432.55 | 433.88 | 0.03 | 1.3 | -1.33 | +1.27 |
| 📙 Next Month | 434.0 | 435.68 | 1.2 | 2.88 | -1.68 | +1.68 |
📌 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: 42 events)
⏱️ Time Interval: 08:47 to 10:33
📌 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 432.55, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 10,446 | 19 | 1.41 | 11 | 1.43 | 15.56 | 1.42 | 455.00 | 25.65 | 86.34 | 24.15 | 1 | 23.55 | 1 | 6 |
| 7,172 | 4 | 1.74 | 8 | 1.75 | 18.56 | 1.75 | 452.50 | 23.10 | 80.27 | 22.05 | 1 | 21.35 | 1 | 0 |
| 15,263 | 13 | 2.13 | 2 | 2.14 | 21.94 | 2.14 | 450.00 | 19.75 | 78.24 | 20.30 | 2 | 18.95 | 2 | 3 |
| 11,285 | 4 | 2.60 | 6 | 2.61 | 25.22 | 2.61 | 447.50 | 20.45 | 79.92 | 18.15 | 2 | 16.95 | 2 | 2 |
| 10,701 | 5 | 3.15 | 8 | 3.17 | 29.39 | 3.16 | 445.00 | 17.40 | 74.26 | 16.30 | 2 | 15.05 | 2 | 7 |
| 6,476 | 2 | 3.81 | 5 | 3.83 | 33.21 | 3.82 | 442.50 | 13.75 | 65.96 | 14.40 | 2 | 13.30 | 2 | 52 |
| 4,192 | 1 | 4.58 | 1 | 4.62 | 37.68 | 4.60 | 440.00 | 12.15 | 62.17 | 12.25 | 3 | 12.20 | 2 | 344 |
| 2,558 | 1 | 5.47 | 3 | 5.53 | 42.53 | 5.47 | 437.50 | 10.60 | 57.84 | 10.65 | 3 | 10.60 | 2 | 545 |
| 2,669 | 1 | 6.51 | 3 | 6.57 | 47.22 | 6.67 | 435.00 | 9.16 | 52.93 | 9.23 | 1 | 9.12 | 3 | 1,035 |
| 1,786 | 2 | 7.69 | 2 | 7.77 | 52.01 | 7.64 | 432.50 | 7.80 | 48.27 | 7.89 | 1 | 7.84 | 3 | 2,553 |
| 1,556 | 1 | 8.97 | 2 | 9.08 | 56.50 | 9.10 | 430.00 | 6.65 | 43.50 | 6.72 | 2 | 6.69 | 2 | 2,810 |
| 771 | 1 | 10.25 | 2 | 10.60 | 61.21 | 10.60 | 427.50 | 5.69 | 38.51 | 5.72 | 1 | 5.67 | 2 | 2,342 |
| 734 | 2 | 12.15 | 2 | 12.20 | 65.79 | 12.20 | 425.00 | 4.82 | 34.30 | 4.84 | 1 | 4.80 | 2 | 2,893 |
| 316 | 2 | 13.90 | 2 | 13.95 | 70.17 | 13.95 | 422.50 | 4.08 | 29.73 | 4.09 | 3 | 4.05 | 2 | 2,585 |
| 364 | 1 | 15.75 | 1 | 15.80 | 74.30 | 15.85 | 420.00 | 3.44 | 25.47 | 3.45 | 4 | 3.42 | 1 | 4,428 |
| 142 | 1 | 17.70 | 2 | 17.80 | 78.22 | 17.70 | 417.50 | 2.90 | 21.78 | 2.91 | 5 | 2.89 | 3 | 3,173 |
| 88 | 1 | 19.70 | 1 | 19.80 | 81.83 | 19.90 | 415.00 | 2.42 | 18.26 | 2.45 | 3 | 2.43 | 5 | 6,812 |
| 22 | 1 | 21.60 | 2 | 22.30 | 82.46 | 20.25 | 412.50 | 2.06 | 15.29 | 2.07 | 9 | 2.05 | 10 | 9,006 |
| 8 | 1 | 23.90 | 1 | 24.55 | 87.48 | 24 | 410.00 | 1.74 | 12.30 | 1.75 | 15 | 1.73 | 15 | 15,155 |
📌 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.
📊 (⏱️ 07-29 10:38) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status
This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.
📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison
The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.
| Type | Code | Name | Open | Close | High | Low | Volume | Theoretical | Market Basis | Theorist Basis | KOSPI Eqv. | DTE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 📘 Current Month | 101W9000 | F 202509 | 432.3 | 433.0 | 433.25 | 427.3 | 108,580 | 433.72 | 0.58 | 1.3 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 433.35 | 434.05 | 428.7 | 251 | 435.05 | 1.18 | 2.88 | 3206.04 | 92 |
📌 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 | 433.0 | 433.72 | 0.58 | 1.3 | -0.72 | +0.72 |
| 📙 Next Month | 433.35 | 435.05 | 1.18 | 2.88 | -1.7 | +1.70 |
📌 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: 43 events)
⏱️ Time Interval: 08:47 to 10:38
📌 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 433.0, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 24 | 10:23 | 10:38 | 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 10,672 | 14 | 1.46 | 23 | 1.48 | 15.89 | 1.47 | 455.00 | 25.65 | 86.34 | 24.20 | 1 | 23.55 | 1 | 6 |
| 7,353 | 14 | 1.79 | 7 | 1.81 | 18.82 | 1.80 | 452.50 | 23.10 | 80.27 | 21.95 | 1 | 21.35 | 1 | 0 |
| 15,604 | 6 | 2.20 | 1 | 2.21 | 21.72 | 2.21 | 450.00 | 19.75 | 78.24 | 20.30 | 2 | 18.95 | 2 | 3 |
| 11,593 | 6 | 2.68 | 15 | 2.70 | 25.67 | 2.69 | 447.50 | 20.45 | 79.92 | 18.30 | 2 | 16.95 | 2 | 2 |
| 10,983 | 4 | 3.25 | 7 | 3.27 | 29.13 | 3.26 | 445.00 | 17.40 | 74.26 | 16.30 | 2 | 15.05 | 2 | 7 |
| 6,644 | 3 | 3.92 | 5 | 3.94 | 33.72 | 3.93 | 442.50 | 13.75 | 65.96 | 14.40 | 2 | 13.30 | 2 | 52 |
| 4,267 | 1 | 4.71 | 1 | 4.73 | 38.12 | 4.73 | 440.00 | 11.95 | 61.88 | 12 | 3 | 11.90 | 2 | 367 |
| 2,588 | 3 | 5.60 | 1 | 5.65 | 41.93 | 5.50 | 437.50 | 10.40 | 57.30 | 10.40 | 3 | 10.35 | 2 | 574 |
| 2,692 | 2 | 6.69 | 1 | 6.74 | 46.65 | 6.55 | 435.00 | 8.95 | 52.59 | 8.96 | 2 | 8.91 | 1 | 1,059 |
| 1,796 | 2 | 7.88 | 2 | 7.97 | 51.67 | 7.73 | 432.50 | 7.69 | 48.31 | 7.70 | 1 | 7.64 | 1 | 2,621 |
| 1,562 | 2 | 8.95 | 3 | 9.30 | 56.73 | 9.23 | 430.00 | 6.70 | 43.84 | 6.58 | 1 | 6.52 | 2 | 2,840 |
| 777 | 2 | 10.30 | 2 | 10.85 | 60.75 | 10.65 | 427.50 | 5.55 | 38.34 | 5.58 | 3 | 5.52 | 1 | 2,371 |
| 758 | 2 | 12.40 | 3 | 12.50 | 65.74 | 12.20 | 425.00 | 4.78 | 34.40 | 4.72 | 1 | 4.67 | 1 | 2,928 |
| 332 | 2 | 14.15 | 2 | 14.25 | 70.12 | 13.95 | 422.50 | 3.97 | 29.43 | 3.98 | 3 | 3.95 | 1 | 2,597 |
| 373 | 1 | 16.05 | 1 | 16.10 | 74.26 | 15.80 | 420.00 | 3.34 | 25.33 | 3.36 | 1 | 3.32 | 1 | 4,471 |
| 147 | 1 | 18 | 1 | 18.10 | 77.91 | 17.80 | 417.50 | 2.82 | 21.53 | 2.83 | 2 | 2.81 | 3 | 3,229 |
| 90 | 1 | 20.05 | 1 | 20.15 | 81.44 | 19.60 | 415.00 | 2.37 | 18.06 | 2.37 | 2 | 2.36 | 7 | 6,920 |
| 22 | 1 | 21.75 | 1 | 22.50 | 82.46 | 20.25 | 412.50 | 1.99 | 15.24 | 2 | 3 | 1.99 | 4 | 9,198 |
| 8 | 3 | 23.85 | 1 | 24.55 | 87.48 | 24 | 410.00 | 1.69 | 12.46 | 1.69 | 7 | 1.68 | 11 | 15,524 |
📌 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.
🧮 (⏱️ 07-29 11:31) 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 10,156 | 20 | 1.42 | 21 | 1.44 | 15.47 | 1.43 | 457.50 | 25.10 | 85.99 | 24.30 | 1 | 23.35 | 2 | 0 |
| 13,527 | 15 | 1.75 | 10 | 1.76 | 18.34 | 1.75 | 455.00 | 22.65 | 82.87 | 22 | 1 | 21.35 | 1 | 7 |
| 9,893 | 2 | 2.15 | 5 | 2.16 | 21.53 | 2.15 | 452.50 | 20.65 | 79.92 | 19.85 | 2 | 19.25 | 2 | 1 |
| 20,062 | 8 | 2.62 | 10 | 2.64 | 25.05 | 2.63 | 450.00 | 17.75 | 75.45 | 18.20 | 2 | 17.25 | 2 | 7 |
| 15,215 | 6 | 3.19 | 6 | 3.21 | 28.87 | 3.20 | 447.50 | 16.60 | 72.55 | 16.40 | 2 | 15.20 | 2 | 4 |
| 12,534 | 1 | 3.86 | 4 | 3.88 | 33.12 | 3.86 | 445.00 | 13.85 | 67.38 | 14.35 | 2 | 13.50 | 2 | 10 |
| 7,488 | 2 | 4.64 | 1 | 4.67 | 37.16 | 4.64 | 442.50 | 12 | 62.93 | 12.40 | 2 | 11.75 | 2 | 65 |
| 5,372 | 2 | 5.56 | 1 | 5.61 | 41.84 | 5.61 | 440.00 | 10.45 | 58.16 | 10.45 | 1 | 10.40 | 2 | 600 |
| 3,020 | 2 | 6.58 | 1 | 6.67 | 46.51 | 6.61 | 437.50 | 9 | 53.49 | 9 | 1 | 8.97 | 2 | 1,366 |
| 3,197 | 3 | 7.79 | 2 | 7.86 | 51.25 | 7.79 | 435.00 | 7.62 | 48.42 | 7.74 | 2 | 7.68 | 2 | 1,363 |
| 2,084 | 3 | 9.09 | 2 | 9.23 | 56.33 | 9.17 | 432.50 | 6.56 | 43.99 | 6.60 | 1 | 6.54 | 2 | 3,157 |
| 1,756 | 1 | 10.45 | 4 | 10.75 | 60.46 | 10.70 | 430.00 | 5.57 | 39.30 | 5.60 | 2 | 5.56 | 2 | 3,416 |
| 919 | 2 | 12.25 | 2 | 12.40 | 65.58 | 12.40 | 427.50 | 4.72 | 34.72 | 4.75 | 3 | 4.71 | 2 | 2,807 |
| 1,081 | 2 | 14.05 | 3 | 14.15 | 69.66 | 14.05 | 425.00 | 4.01 | 30.34 | 4.01 | 2 | 3.98 | 1 | 3,352 |
| 571 | 1 | 15.95 | 1 | 16 | 73.94 | 15.95 | 422.50 | 3.38 | 26.17 | 3.38 | 5 | 3.36 | 1 | 3,082 |
| 450 | 1 | 17.90 | 1 | 18 | 77.68 | 17.90 | 420.00 | 2.84 | 22.35 | 2.86 | 4 | 2.83 | 1 | 5,929 |
| 187 | 1 | 19.95 | 1 | 20.05 | 81.34 | 20 | 417.50 | 2.40 | 18.82 | 2.40 | 1 | 2.39 | 1 | 4,045 |
| 90 | 1 | 21.65 | 2 | 22.50 | 81.44 | 19.60 | 415.00 | 1.99 | 15.62 | 2.03 | 6 | 2.01 | 7 | 9,097 |
| 32 | 12 | 24.10 | 2 | 24.75 | 87.05 | 23.55 | 412.50 | 1.71 | 12.80 | 1.71 | 3 | 1.70 | 9 | 10,925 |
📌 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.
📊 (⏱️ 07-29 11:31) 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 | 432.3 | 435.45 | 435.6 | 427.3 | 138,310 | 436.0 | 0.76 | 1.31 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 436.55 | 436.55 | 428.7 | 309 | 437.76 | 1.69 | 2.9 | 3206.04 | 92 |
📌 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 | 435.45 | 436.0 | 0.76 | 1.31 | -0.55 | +0.55 |
| 📙 Next Month | 436.55 | 437.76 | 1.69 | 2.9 | -1.21 | +1.21 |
📌 Interpretation Guide:
• Market Basis: Live Futures Price – KOSPI200 Spot Index
• Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
• Actual Basis: Live Futures Price – Theoretical Price
• Basis Gap: Difference between theorist and market basis
→ Positive (+): May indicate underpriced futures
→ Negative (–): May suggest overpriced futures
📈 KOSPI200 Futures Price Movement Visualization (Total: 52 events)
⏱️ Time Interval: 08:47 to 11:31
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 435.45, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 24 | 10:23 | 10:38 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 25 | 10:24 | 10:39 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 26 | 10:27 | 10:42 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market 📉 |
| 27 | 10:28 | 10:43 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 28 | 10:32 | 10:47 | Now: 6 signals / Last 3 windows total: 17 | ⚖️ Neutral Market |
| 29 | 10:41 | 10:56 | Now: 4 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 30 | 10:56 | 11:11 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 31 | 11:09 | 11:24 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 32 | 11:15 | 11:30 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 33 | 11:16 | 11:31 | Now: 3 signals / Last 3 windows total: 7 | 🧊 Slow Market |
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 10,156 | 20 | 1.42 | 21 | 1.44 | 15.47 | 1.43 | 457.50 | 25.10 | 85.99 | 24.30 | 1 | 23.35 | 2 | 0 |
| 13,527 | 15 | 1.75 | 10 | 1.76 | 18.34 | 1.75 | 455.00 | 22.65 | 82.87 | 22 | 1 | 21.35 | 1 | 7 |
| 9,893 | 2 | 2.15 | 5 | 2.16 | 21.53 | 2.15 | 452.50 | 20.65 | 79.92 | 19.85 | 2 | 19.25 | 2 | 1 |
| 20,062 | 8 | 2.62 | 10 | 2.64 | 25.05 | 2.63 | 450.00 | 17.75 | 75.45 | 18.20 | 2 | 17.25 | 2 | 7 |
| 15,215 | 6 | 3.19 | 6 | 3.21 | 28.87 | 3.20 | 447.50 | 16.60 | 72.55 | 16.40 | 2 | 15.20 | 2 | 4 |
| 12,534 | 1 | 3.86 | 4 | 3.88 | 33.12 | 3.86 | 445.00 | 13.85 | 67.38 | 14.35 | 2 | 13.50 | 2 | 10 |
| 7,488 | 2 | 4.64 | 1 | 4.67 | 37.16 | 4.64 | 442.50 | 12 | 62.93 | 12.40 | 2 | 11.75 | 2 | 65 |
| 5,372 | 2 | 5.56 | 1 | 5.61 | 41.84 | 5.61 | 440.00 | 10.45 | 58.16 | 10.45 | 1 | 10.40 | 2 | 600 |
| 3,020 | 2 | 6.58 | 1 | 6.67 | 46.51 | 6.61 | 437.50 | 9 | 53.49 | 9 | 1 | 8.97 | 2 | 1,366 |
| 3,197 | 3 | 7.79 | 2 | 7.86 | 51.25 | 7.79 | 435.00 | 7.62 | 48.42 | 7.74 | 2 | 7.68 | 2 | 1,363 |
| 2,084 | 3 | 9.09 | 2 | 9.23 | 56.33 | 9.17 | 432.50 | 6.56 | 43.99 | 6.60 | 1 | 6.54 | 2 | 3,157 |
| 1,756 | 1 | 10.45 | 4 | 10.75 | 60.46 | 10.70 | 430.00 | 5.57 | 39.30 | 5.60 | 2 | 5.56 | 2 | 3,416 |
| 919 | 2 | 12.25 | 2 | 12.40 | 65.58 | 12.40 | 427.50 | 4.72 | 34.72 | 4.75 | 3 | 4.71 | 2 | 2,807 |
| 1,081 | 2 | 14.05 | 3 | 14.15 | 69.66 | 14.05 | 425.00 | 4.01 | 30.34 | 4.01 | 2 | 3.98 | 1 | 3,352 |
| 571 | 1 | 15.95 | 1 | 16 | 73.94 | 15.95 | 422.50 | 3.38 | 26.17 | 3.38 | 5 | 3.36 | 1 | 3,082 |
| 450 | 1 | 17.90 | 1 | 18 | 77.68 | 17.90 | 420.00 | 2.84 | 22.35 | 2.86 | 4 | 2.83 | 1 | 5,929 |
| 187 | 1 | 19.95 | 1 | 20.05 | 81.34 | 20 | 417.50 | 2.40 | 18.82 | 2.40 | 1 | 2.39 | 1 | 4,045 |
| 90 | 1 | 21.65 | 2 | 22.50 | 81.44 | 19.60 | 415.00 | 1.99 | 15.62 | 2.03 | 6 | 2.01 | 7 | 9,097 |
| 32 | 12 | 24.10 | 2 | 24.75 | 87.05 | 23.55 | 412.50 | 1.71 | 12.80 | 1.71 | 3 | 1.70 | 9 | 10,925 |
📌 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.
📊 (⏱️ 07-29 11:46) 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 | 432.3 | 435.4 | 435.7 | 427.3 | 146,743 | 435.97 | 0.74 | 1.31 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 436.25 | 436.55 | 428.7 | 343 | 437.33 | 1.82 | 2.9 | 3206.04 | 92 |
📌 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 | 435.97 | 0.74 | 1.31 | -0.57 | +0.57 |
| 📙 Next Month | 436.25 | 437.33 | 1.82 | 2.9 | -1.08 | +1.08 |
📌 Interpretation Guide:
• Market Basis: Live Futures Price – KOSPI200 Spot Index
• Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
• Actual Basis: Live Futures Price – Theoretical Price
• Basis Gap: Difference between theorist and market basis
→ Positive (+): May indicate underpriced futures
→ Negative (–): May suggest overpriced futures
📈 KOSPI200 Futures Price Movement Visualization (Total: 56 events)
⏱️ Time Interval: 08:47 to 11:46
📌 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%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 24 | 10:23 | 10:38 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 25 | 10:24 | 10:39 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 26 | 10:27 | 10:42 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market 📉 |
| 27 | 10:28 | 10:43 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 28 | 10:32 | 10:47 | Now: 6 signals / Last 3 windows total: 17 | ⚖️ Neutral Market |
| 29 | 10:41 | 10:56 | Now: 4 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 30 | 10:56 | 11:11 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 31 | 11:09 | 11:24 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 32 | 11:15 | 11:30 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 33 | 11:16 | 11:31 | Now: 3 signals / Last 3 windows total: 7 | 🧊 Slow Market |
| 34 | 11:17 | 11:32 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 35 | 11:19 | 11:34 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 36 | 11:23 | 11:38 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 37 | 11:31 | 11:46 | Now: 5 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 11,054 | 4 | 1.40 | 12 | 1.41 | 15.57 | 1.40 | 457.50 | 25.10 | 85.99 | 24.45 | 1 | 23.60 | 1 | 0 |
| 14,854 | 9 | 1.72 | 8 | 1.74 | 18.31 | 1.73 | 455.00 | 22.65 | 82.87 | 22.20 | 1 | 21.45 | 1 | 7 |
| 10,731 | 5 | 2.11 | 4 | 2.13 | 21.66 | 2.12 | 452.50 | 20.65 | 79.92 | 20.85 | 2 | 19.45 | 2 | 1 |
| 21,866 | 9 | 2.58 | 11 | 2.60 | 25.18 | 2.59 | 450.00 | 17.50 | 74.98 | 17.85 | 2 | 17.35 | 2 | 10 |
| 15,964 | 1 | 3.15 | 2 | 3.16 | 28.87 | 3.16 | 447.50 | 16.25 | 72.03 | 15.85 | 2 | 15.50 | 2 | 8 |
| 12,898 | 1 | 3.80 | 2 | 3.84 | 33.12 | 3.81 | 445.00 | 13.85 | 67.38 | 14 | 2 | 13.60 | 2 | 10 |
| 7,760 | 2 | 4.57 | 3 | 4.61 | 37.27 | 4.59 | 442.50 | 12.20 | 62.66 | 12.35 | 2 | 11.95 | 2 | 67 |
| 5,588 | 3 | 5.46 | 1 | 5.52 | 42.27 | 5.50 | 440.00 | 10.60 | 58.56 | 10.50 | 2 | 10.40 | 3 | 693 |
| 3,085 | 3 | 6.51 | 2 | 6.56 | 46.68 | 6.53 | 437.50 | 9.03 | 53.99 | 9.01 | 1 | 8.98 | 1 | 1,582 |
| 3,281 | 2 | 7.71 | 1 | 7.78 | 51.18 | 7.74 | 435.00 | 7.71 | 48.58 | 7.73 | 1 | 7.67 | 1 | 1,489 |
| 2,139 | 2 | 9.07 | 1 | 9.13 | 55.71 | 9 | 432.50 | 6.58 | 44.14 | 6.58 | 1 | 6.53 | 3 | 3,315 |
| 1,786 | 5 | 10.30 | 1 | 10.65 | 60.50 | 10.55 | 430.00 | 5.57 | 39.13 | 5.57 | 1 | 5.54 | 3 | 3,712 |
| 929 | 2 | 11.90 | 1 | 12.30 | 65.05 | 12.15 | 427.50 | 4.70 | 34.46 | 4.72 | 2 | 4.69 | 2 | 2,913 |
| 1,204 | 2 | 13.95 | 1 | 14.05 | 69.81 | 14 | 425.00 | 4 | 30.61 | 4 | 2 | 3.95 | 6 | 3,446 |
| 616 | 1 | 15.85 | 1 | 15.90 | 73.58 | 15.60 | 422.50 | 3.34 | 26.25 | 3.36 | 3 | 3.34 | 3 | 3,214 |
| 481 | 1 | 17.80 | 1 | 17.90 | 77.32 | 17.55 | 420.00 | 2.82 | 22.38 | 2.83 | 2 | 2.81 | 6 | 6,292 |
| 202 | 1 | 19.85 | 1 | 19.95 | 80.65 | 19.45 | 417.50 | 2.39 | 18.92 | 2.38 | 1 | 2.36 | 4 | 4,428 |
| 101 | 10 | 21.80 | 2 | 22.30 | 84.20 | 21.70 | 415.00 | 2 | 15.67 | 2.01 | 5 | 1.99 | 7 | 9,414 |
| 32 | 1 | 23.70 | 1 | 24.45 | 87.05 | 23.55 | 412.50 | 1.69 | 12.56 | 1.69 | 2 | 1.68 | 12 | 11,319 |
📌 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.
📊 (⏱️ 07-29 12:52) 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 | 432.3 | 435.4 | 436.85 | 427.3 | 169,378 | 436.35 | 0.36 | 1.31 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 436.45 | 437.7 | 428.7 | 417 | 437.9 | 1.45 | 2.9 | 3206.04 | 92 |
📌 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 | 436.35 | 0.36 | 1.31 | -0.95 | +0.95 |
| 📙 Next Month | 436.45 | 437.9 | 1.45 | 2.9 | -1.45 | +1.45 |
📌 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: 62 events)
⏱️ Time Interval: 08:47 to 12:52
📌 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%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 24 | 10:23 | 10:38 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 25 | 10:24 | 10:39 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 26 | 10:27 | 10:42 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market 📉 |
| 27 | 10:28 | 10:43 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 28 | 10:32 | 10:47 | Now: 6 signals / Last 3 windows total: 17 | ⚖️ Neutral Market |
| 29 | 10:41 | 10:56 | Now: 4 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 30 | 10:56 | 11:11 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 31 | 11:09 | 11:24 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 32 | 11:15 | 11:30 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 33 | 11:16 | 11:31 | Now: 3 signals / Last 3 windows total: 7 | 🧊 Slow Market |
| 34 | 11:17 | 11:32 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 35 | 11:19 | 11:34 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 36 | 11:23 | 11:38 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 37 | 11:31 | 11:46 | Now: 5 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 38 | 11:37 | 11:52 | Now: 3 signals / Last 3 windows total: 14 | ⚖️ Neutral Market |
| 39 | 11:43 | 11:58 | Now: 3 signals / Last 3 windows total: 11 | ⚖️ Neutral Market |
| 40 | 11:46 | 12:01 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 41 | 11:47 | 12:02 | Now: 4 signals / Last 3 windows total: 11 | ⚖️ Neutral Market 📉 |
| 42 | 12:05 | 12:20 | Now: 1 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 43 | 12:37 | 12:52 | Now: 1 signals / Last 3 windows total: 6 | 🧊 Slow Market |
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 13,203 | 19 | 1.35 | 14 | 1.37 | 15.86 | 1.37 | 457.50 | 25.10 | 85.99 | 24 | 1 | 23.25 | 1 | 0 |
| 17,832 | 12 | 1.68 | 2 | 1.69 | 18.78 | 1.69 | 455.00 | 22.65 | 82.87 | 21.70 | 1 | 21.10 | 1 | 7 |
| 12,255 | 3 | 2.08 | 2 | 2.09 | 22.02 | 2.09 | 452.50 | 19.30 | 77.76 | 19.70 | 2 | 19.20 | 2 | 2 |
| 26,319 | 7 | 2.55 | 3 | 2.57 | 25.52 | 2.57 | 450.00 | 17.25 | 74.40 | 17.65 | 2 | 17 | 2 | 14 |
| 18,078 | 3 | 3.11 | 2 | 3.13 | 29.44 | 3.12 | 447.50 | 16.25 | 72.03 | 15.65 | 2 | 15.10 | 2 | 8 |
| 13,766 | 3 | 3.78 | 1 | 3.81 | 33.57 | 3.80 | 445.00 | 13.50 | 66.22 | 13.90 | 2 | 13.40 | 2 | 29 |
| 8,347 | 1 | 4.55 | 2 | 4.59 | 37.92 | 4.60 | 442.50 | 11.65 | 61.00 | 12.05 | 2 | 11.60 | 2 | 70 |
| 6,626 | 2 | 5.48 | 2 | 5.52 | 42.49 | 5.50 | 440.00 | 10.20 | 57.32 | 10.45 | 2 | 10.35 | 1 | 1,116 |
| 3,500 | 2 | 6.51 | 4 | 6.60 | 47.19 | 6.58 | 437.50 | 8.88 | 52.66 | 9.11 | 1 | 8.92 | 1 | 1,795 |
| 3,506 | 1 | 7.74 | 1 | 7.81 | 52.03 | 7.79 | 435.00 | 7.66 | 48.08 | 7.69 | 1 | 7.63 | 1 | 1,847 |
| 2,280 | 2 | 9.06 | 2 | 9.19 | 56.68 | 9.19 | 432.50 | 6.46 | 43.24 | 6.56 | 1 | 6.50 | 3 | 3,860 |
| 2,095 | 3 | 10.55 | 6 | 10.70 | 61.44 | 10.85 | 430.00 | 5.41 | 38.07 | 5.57 | 1 | 5.53 | 2 | 4,818 |
| 1,040 | 2 | 11.85 | 1 | 12.30 | 66.31 | 12.50 | 427.50 | 4.59 | 33.93 | 4.72 | 2 | 4.66 | 2 | 3,315 |
| 1,412 | 1 | 14 | 1 | 14.10 | 70.26 | 14.10 | 425.00 | 3.96 | 29.76 | 3.99 | 1 | 3.94 | 3 | 4,025 |
| 732 | 1 | 15.90 | 1 | 15.95 | 74.36 | 16.05 | 422.50 | 3.33 | 25.56 | 3.36 | 4 | 3.33 | 1 | 3,721 |
| 546 | 1 | 17.85 | 1 | 17.95 | 78.16 | 17.95 | 420.00 | 2.83 | 21.85 | 2.84 | 2 | 2.82 | 4 | 7,756 |
| 211 | 2 | 19.15 | 2 | 21.35 | 81.12 | 20 | 417.50 | 2.38 | 18.42 | 2.39 | 2 | 2.38 | 3 | 5,942 |
| 115 | 1 | 21.95 | 1 | 22.60 | 85.02 | 22.55 | 415.00 | 2.02 | 15.24 | 2.03 | 1 | 2.01 | 9 | 10,637 |
| 33 | 1 | 24.10 | 1 | 24.80 | 87.96 | 25 | 412.50 | 1.71 | 12.47 | 1.72 | 6 | 1.70 | 7 | 12,469 |
📌 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.
📊 (⏱️ 07-29 13:43) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status
This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.
📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison
The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.
| Type | Code | Name | Open | Close | High | Low | Volume | Theoretical | Market Basis | Theorist Basis | KOSPI Eqv. | DTE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 📘 Current Month | 101W9000 | F 202509 | 432.3 | 435.35 | 436.85 | 427.3 | 184,289 | 436.21 | 0.45 | 1.31 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 436.55 | 437.7 | 428.7 | 454 | 437.93 | 1.52 | 2.9 | 3206.04 | 92 |
📌 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 | 435.35 | 436.21 | 0.45 | 1.31 | -0.86 | +0.86 |
| 📙 Next Month | 436.55 | 437.93 | 1.52 | 2.9 | -1.38 | +1.38 |
📌 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: 66 events)
⏱️ Time Interval: 08:47 to 13:43
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 435.35, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 24 | 10:23 | 10:38 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 25 | 10:24 | 10:39 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 26 | 10:27 | 10:42 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market 📉 |
| 27 | 10:28 | 10:43 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 28 | 10:32 | 10:47 | Now: 6 signals / Last 3 windows total: 17 | ⚖️ Neutral Market |
| 29 | 10:41 | 10:56 | Now: 4 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 30 | 10:56 | 11:11 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 31 | 11:09 | 11:24 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 32 | 11:15 | 11:30 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 33 | 11:16 | 11:31 | Now: 3 signals / Last 3 windows total: 7 | 🧊 Slow Market |
| 34 | 11:17 | 11:32 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 35 | 11:19 | 11:34 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 36 | 11:23 | 11:38 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 37 | 11:31 | 11:46 | Now: 5 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 38 | 11:37 | 11:52 | Now: 3 signals / Last 3 windows total: 14 | ⚖️ Neutral Market |
| 39 | 11:43 | 11:58 | Now: 3 signals / Last 3 windows total: 11 | ⚖️ Neutral Market |
| 40 | 11:46 | 12:01 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 41 | 11:47 | 12:02 | Now: 4 signals / Last 3 windows total: 11 | ⚖️ Neutral Market 📉 |
| 42 | 12:05 | 12:20 | Now: 1 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 43 | 12:37 | 12:52 | Now: 1 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 44 | 12:43 | 12:58 | Now: 2 signals / Last 3 windows total: 4 | 🧊 Slow Market |
| 45 | 12:55 | 13:10 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 46 | 13:06 | 13:21 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 47 | 13:28 | 13:43 | Now: 1 signals / Last 3 windows total: 5 | 🧊 Slow Market |
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 14,716 | 9 | 1.25 | 11 | 1.26 | 15.72 | 1.26 | 457.50 | 25.10 | 85.99 | 23.90 | 1 | 23.25 | 1 | 0 |
| 20,172 | 12 | 1.56 | 3 | 1.57 | 18.60 | 1.57 | 455.00 | 22.65 | 82.87 | 21.70 | 1 | 21.10 | 1 | 7 |
| 13,234 | 5 | 1.94 | 3 | 1.96 | 21.81 | 1.95 | 452.50 | 19.35 | 78.17 | 19.50 | 2 | 19.05 | 2 | 4 |
| 29,303 | 10 | 2.41 | 8 | 2.43 | 25.37 | 2.42 | 450.00 | 17.25 | 74.63 | 17.55 | 2 | 17.10 | 2 | 21 |
| 19,084 | 3 | 2.96 | 4 | 2.99 | 29.23 | 2.98 | 447.50 | 14.80 | 69.85 | 15.55 | 2 | 15.10 | 2 | 12 |
| 14,170 | 2 | 3.62 | 2 | 3.66 | 33.33 | 3.64 | 445.00 | 13 | 65.68 | 13.75 | 2 | 13.35 | 2 | 33 |
| 8,661 | 6 | 4.40 | 2 | 4.43 | 37.68 | 4.42 | 442.50 | 11.70 | 61.93 | 12.05 | 2 | 11.50 | 2 | 74 |
| 7,143 | 1 | 5.31 | 1 | 5.36 | 42.25 | 5.35 | 440.00 | 10.25 | 57.70 | 10.30 | 1 | 10.25 | 1 | 1,333 |
| 3,806 | 1 | 6.36 | 2 | 6.43 | 46.89 | 6.39 | 437.50 | 8.83 | 53.08 | 8.89 | 2 | 8.81 | 1 | 1,917 |
| 3,655 | 2 | 7.56 | 1 | 7.63 | 51.63 | 7.60 | 435.00 | 7.54 | 48.35 | 7.57 | 1 | 7.52 | 1 | 2,011 |
| 2,395 | 1 | 8.94 | 2 | 9.29 | 56.31 | 9.05 | 432.50 | 6.40 | 43.58 | 6.45 | 1 | 6.40 | 2 | 4,069 |
| 2,182 | 2 | 10.35 | 2 | 10.55 | 60.96 | 10.55 | 430.00 | 5.43 | 38.89 | 5.46 | 1 | 5.42 | 2 | 5,119 |
| 1,083 | 1 | 12.05 | 1 | 12.20 | 65.52 | 12.20 | 427.50 | 4.55 | 34.41 | 4.62 | 1 | 4.57 | 2 | 3,523 |
| 1,518 | 2 | 13.85 | 1 | 13.95 | 70.03 | 13.95 | 425.00 | 3.85 | 30.02 | 3.91 | 3 | 3.86 | 2 | 4,292 |
| 762 | 1 | 15.75 | 1 | 15.85 | 74.16 | 15.90 | 422.50 | 3.27 | 25.89 | 3.28 | 2 | 3.25 | 2 | 4,159 |
| 591 | 2 | 17.75 | 1 | 17.80 | 77.97 | 17.80 | 420.00 | 2.75 | 22.05 | 2.76 | 8 | 2.74 | 2 | 8,554 |
| 216 | 2 | 19.30 | 2 | 21.20 | 81.43 | 19.90 | 417.50 | 2.32 | 18.55 | 2.33 | 14 | 2.31 | 5 | 6,833 |
| 116 | 1 | 21.80 | 1 | 22.30 | 84.61 | 22 | 415.00 | 1.96 | 15.41 | 1.97 | 2 | 1.95 | 5 | 11,185 |
| 33 | 1 | 24 | 2 | 24.55 | 87.96 | 25 | 412.50 | 1.66 | 12.61 | 1.67 | 9 | 1.65 | 3 | 12,857 |
📌 Notes on Option Price Data:
- Data is collected when the real-time futures price changes by more than 0.1%.
- We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
- Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
- This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
- It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
- Our strategies continue to evolve using this detailed, real-world data as a core foundation.
📬 Completed Option Positions (State: 9)
This table shows option orders that were fully executed, where the State value is 9.
It includes details such as order ID, position type (Buy/Sell), and timestamps for transmission, acceptance, and execution,
making it useful for order flow analysis and backtesting.
| Code | Position | Sent Time | Accepted Time | Filled Time | Order ID |
|---|---|---|---|---|---|
| 301W8420 | 📉 Short | 13:28:48.496 | 13:28:48.714 | 13:28:48.746 | 2025_0729_1328_8949 |
| 201W8450 | 📉 Short | 13:28:47.980 | 13:28:48.277 | 13:28:48.339 | 2025_0729_1328_8949 |
- Position is marked as 📈 Long or 📉 Short for easy understanding.
- Time columns follow the flow of Sent → Accepted → Filled to track the full order process.
- Order ID is a unique identifier for each transaction, used in strategy validation and audit trails.
📦 Current Option Holdings
This table shows your currently held call and put option positions.
Each row includes the option code, holding quantity, and whether the position is a 📈 Long (Buy) or 📉 Short (Sell).
| Option Code | Quantity | Position |
|---|---|---|
| 201W8450 | 1 | 📉 Short |
| 301W8420 | 1 | 📉 Short |
📌 Unclosed Call-Put 1:1 Short Pairs
This table shows Call and Put options that were sold together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.
| Call Option | Entry Price | Put Option | Entry Price | Order ID |
|---|---|---|---|---|
| 201W8450 | 2.55 | 301W8420 | 2.72 | 2025_0729_1328_8949 |
🧮 Real-Time Margin Analysis Results
This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.
| Call Option | Put Option | Call Margin | Put Margin | Total Margin |
|---|---|---|---|---|
| 201W8450 | 301W8420 | 0.13 | -0.03 | 0.1 |
- 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
- Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
- Margin Responsiveness: These values are updated in real time according to futures price movement
(0.1%).
A significant change may trigger an automatic exit condition based on your strategy’s thresholds.
📊 (⏱️ 07-29 13:53) 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 | 432.3 | 435.35 | 436.85 | 427.3 | 188,775 | 435.92 | 0.74 | 1.31 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 436.0 | 437.7 | 428.7 | 460 | 437.1 | 1.8 | 2.9 | 3206.04 | 92 |
📌 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 | 435.35 | 435.92 | 0.74 | 1.31 | -0.57 | +0.57 |
| 📙 Next Month | 436.0 | 437.1 | 1.8 | 2.9 | -1.1 | +1.10 |
📌 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: 68 events)
⏱️ Time Interval: 08:47 to 13:53
📌 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 435.35, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 24 | 10:23 | 10:38 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 25 | 10:24 | 10:39 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 26 | 10:27 | 10:42 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market 📉 |
| 27 | 10:28 | 10:43 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 28 | 10:32 | 10:47 | Now: 6 signals / Last 3 windows total: 17 | ⚖️ Neutral Market |
| 29 | 10:41 | 10:56 | Now: 4 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 30 | 10:56 | 11:11 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 31 | 11:09 | 11:24 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 32 | 11:15 | 11:30 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 33 | 11:16 | 11:31 | Now: 3 signals / Last 3 windows total: 7 | 🧊 Slow Market |
| 34 | 11:17 | 11:32 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 35 | 11:19 | 11:34 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 36 | 11:23 | 11:38 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 37 | 11:31 | 11:46 | Now: 5 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 38 | 11:37 | 11:52 | Now: 3 signals / Last 3 windows total: 14 | ⚖️ Neutral Market |
| 39 | 11:43 | 11:58 | Now: 3 signals / Last 3 windows total: 11 | ⚖️ Neutral Market |
| 40 | 11:46 | 12:01 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 41 | 11:47 | 12:02 | Now: 4 signals / Last 3 windows total: 11 | ⚖️ Neutral Market 📉 |
| 42 | 12:05 | 12:20 | Now: 1 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 43 | 12:37 | 12:52 | Now: 1 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 44 | 12:43 | 12:58 | Now: 2 signals / Last 3 windows total: 4 | 🧊 Slow Market |
| 45 | 12:55 | 13:10 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 46 | 13:06 | 13:21 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 47 | 13:28 | 13:43 | Now: 1 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 48 | 13:31 | 13:46 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 49 | 13:38 | 13:53 | 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 15,085 | 10 | 1.26 | 8 | 1.27 | 15.46 | 1.25 | 457.50 | 25.10 | 85.99 | 24.15 | 1 | 23.50 | 1 | 0 |
| 20,676 | 6 | 1.57 | 8 | 1.58 | 18.07 | 1.58 | 455.00 | 22.65 | 82.87 | 21.85 | 2 | 21.45 | 2 | 7 |
| 13,568 | 4 | 1.95 | 6 | 1.97 | 21.42 | 1.95 | 452.50 | 19.35 | 78.17 | 20.85 | 2 | 19.30 | 2 | 4 |
| 29,891 | 5 | 2.42 | 1 | 2.43 | 25.02 | 2.41 | 450.00 | 17.60 | 75.47 | 17.65 | 2 | 17.30 | 2 | 22 |
| 19,409 | 3 | 2.97 | 6 | 2.99 | 28.59 | 2.97 | 447.50 | 15.70 | 71.70 | 15.75 | 2 | 15.30 | 2 | 13 |
| 14,353 | 1 | 3.61 | 2 | 3.65 | 32.60 | 3.64 | 445.00 | 13 | 65.68 | 13.90 | 2 | 13.45 | 2 | 33 |
| 8,761 | 1 | 4.38 | 1 | 4.43 | 37.29 | 4.40 | 442.50 | 12.15 | 63.54 | 12.25 | 2 | 11.70 | 2 | 75 |
| 7,229 | 4 | 5.29 | 1 | 5.34 | 41.80 | 5.29 | 440.00 | 10.35 | 58.16 | 10.35 | 1 | 10.30 | 3 | 1,367 |
| 3,827 | 2 | 6.34 | 1 | 6.39 | 46.54 | 6.37 | 437.50 | 8.88 | 53.55 | 8.94 | 3 | 8.85 | 3 | 1,950 |
| 3,686 | 3 | 7.53 | 1 | 7.62 | 51.21 | 7.57 | 435.00 | 7.62 | 48.75 | 7.61 | 1 | 7.57 | 1 | 2,101 |
| 2,432 | 3 | 8.88 | 1 | 8.99 | 55.25 | 8.79 | 432.50 | 6.50 | 44.37 | 6.48 | 1 | 6.43 | 1 | 4,161 |
| 2,198 | 2 | 10.20 | 1 | 10.50 | 60.21 | 10.30 | 430.00 | 5.47 | 39.68 | 5.51 | 3 | 5.46 | 1 | 5,220 |
| 1,103 | 3 | 11.85 | 1 | 12.15 | 64.57 | 12 | 427.50 | 4.63 | 34.72 | 4.65 | 3 | 4.61 | 1 | 3,592 |
| 1,536 | 1 | 13.85 | 1 | 13.90 | 69.17 | 13.85 | 425.00 | 3.93 | 30.41 | 3.93 | 2 | 3.88 | 1 | 4,338 |
| 771 | 1 | 15.70 | 1 | 15.80 | 73.17 | 15.55 | 422.50 | 3.30 | 26.89 | 3.29 | 2 | 3.27 | 1 | 4,259 |
| 652 | 1 | 17.70 | 1 | 17.80 | 77.14 | 17.45 | 420.00 | 2.77 | 22.35 | 2.78 | 2 | 2.76 | 2 | 8,916 |
| 221 | 1 | 19.75 | 1 | 19.85 | 80.80 | 19.70 | 417.50 | 2.33 | 19.09 | 2.34 | 2 | 2.32 | 6 | 6,990 |
| 116 | 1 | 21.65 | 2 | 22.20 | 84.61 | 22 | 415.00 | 1.97 | 15.64 | 1.97 | 3 | 1.96 | 1 | 11,368 |
| 33 | 1 | 23.90 | 1 | 24.40 | 87.96 | 25 | 412.50 | 1.66 | 12.65 | 1.67 | 8 | 1.65 | 13 | 13,025 |
📌 Notes on Option Price Data:
- Data is collected when the real-time futures price changes by more than 0.1%.
- We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
- Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
- This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
- It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
- Our strategies continue to evolve using this detailed, real-world data as a core foundation.
📦 Current Option Holdings
This table shows your currently held call and put option positions.
Each row includes the option code, holding quantity, and whether the position is a 📈 Long (Buy) or 📉 Short (Sell).
| Option Code | Quantity | Position |
|---|---|---|
| 201W8450 | 1 | 📉 Short |
| 301W8420 | 1 | 📉 Short |
📌 Unclosed Call-Put 1:1 Short Pairs
This table shows Call and Put options that were sold together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.
| Call Option | Entry Price | Put Option | Entry Price | Order ID |
|---|---|---|---|---|
| 201W8450 | 2.55 | 301W8420 | 2.72 | 2025_0729_1328_8949 |
🧮 Real-Time Margin Analysis Results
This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.
| Call Option | Put Option | Call Margin | Put Margin | Total Margin |
|---|---|---|---|---|
| 201W8450 | 301W8420 | 0.14 | -0.05 | 0.09 |
- 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
- Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
- Margin Responsiveness: These values are updated in real time according to futures price movement
(0.1%).
A significant change may trigger an automatic exit condition based on your strategy’s thresholds.
📊 (⏱️ 07-29 14:08) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status
This section provides a real-time summary of the active auto-trading strategy based on intraday fluctuations in the KOSPI200 futures market.
It offers a concise overview of the system’s live order execution, position liquidation (exit), and risk control mechanisms currently in operation.
📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison
The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.
| Type | Code | Name | Open | Close | High | Low | Volume | Theoretical | Market Basis | Theorist Basis | KOSPI Eqv. | DTE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 📘 Current Month | 101W9000 | F 202509 | 432.3 | 435.4 | 436.85 | 427.3 | 193,456 | 435.97 | 0.74 | 1.31 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 436.15 | 437.7 | 428.7 | 466 | 437.46 | 1.59 | 2.9 | 3206.04 | 92 |
📌 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 | 435.97 | 0.74 | 1.31 | -0.57 | +0.57 |
| 📙 Next Month | 436.15 | 437.46 | 1.59 | 2.9 | -1.31 | +1.31 |
📌 Interpretation Guide:
• Market Basis: Live Futures Price – KOSPI200 Spot Index
• Theorist Basis: Theoretical Futures Price – KOSPI200 Spot Index
• Actual Basis: Live Futures Price – Theoretical Price
• Basis Gap: Difference between theorist and market basis
→ Positive (+): May indicate underpriced futures
→ Negative (–): May suggest overpriced futures
📈 KOSPI200 Futures Price Movement Visualization (Total: 70 events)
⏱️ Time Interval: 08:47 to 14:08
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 435.4, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 24 | 10:23 | 10:38 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 25 | 10:24 | 10:39 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 26 | 10:27 | 10:42 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market 📉 |
| 27 | 10:28 | 10:43 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 28 | 10:32 | 10:47 | Now: 6 signals / Last 3 windows total: 17 | ⚖️ Neutral Market |
| 29 | 10:41 | 10:56 | Now: 4 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 30 | 10:56 | 11:11 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 31 | 11:09 | 11:24 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 32 | 11:15 | 11:30 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 33 | 11:16 | 11:31 | Now: 3 signals / Last 3 windows total: 7 | 🧊 Slow Market |
| 34 | 11:17 | 11:32 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 35 | 11:19 | 11:34 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 36 | 11:23 | 11:38 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 37 | 11:31 | 11:46 | Now: 5 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 38 | 11:37 | 11:52 | Now: 3 signals / Last 3 windows total: 14 | ⚖️ Neutral Market |
| 39 | 11:43 | 11:58 | Now: 3 signals / Last 3 windows total: 11 | ⚖️ Neutral Market |
| 40 | 11:46 | 12:01 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 41 | 11:47 | 12:02 | Now: 4 signals / Last 3 windows total: 11 | ⚖️ Neutral Market 📉 |
| 42 | 12:05 | 12:20 | Now: 1 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 43 | 12:37 | 12:52 | Now: 1 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 44 | 12:43 | 12:58 | Now: 2 signals / Last 3 windows total: 4 | 🧊 Slow Market |
| 45 | 12:55 | 13:10 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 46 | 13:06 | 13:21 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 47 | 13:28 | 13:43 | Now: 1 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 48 | 13:31 | 13:46 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 49 | 13:38 | 13:53 | Now: 3 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 50 | 13:40 | 13:55 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 51 | 13:53 | 14:08 | 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 15,800 | 5 | 1.27 | 13 | 1.28 | 15.37 | 1.27 | 457.50 | 25.10 | 85.99 | 24.30 | 1 | 23.50 | 1 | 0 |
| 21,283 | 4 | 1.58 | 8 | 1.59 | 18.25 | 1.58 | 455.00 | 22.65 | 82.87 | 22 | 1 | 21.30 | 1 | 7 |
| 13,886 | 3 | 1.96 | 7 | 1.98 | 21.49 | 1.97 | 452.50 | 19.35 | 78.17 | 19.75 | 2 | 19.25 | 2 | 4 |
| 30,470 | 7 | 2.42 | 20 | 2.44 | 25.00 | 2.43 | 450.00 | 17.60 | 75.47 | 17.75 | 2 | 17.30 | 2 | 22 |
| 19,838 | 3 | 2.98 | 2 | 3 | 28.82 | 2.99 | 447.50 | 15.70 | 71.70 | 15.75 | 2 | 15.30 | 2 | 13 |
| 14,503 | 2 | 3.64 | 10 | 3.66 | 32.91 | 3.65 | 445.00 | 13 | 65.68 | 13.85 | 2 | 13.45 | 2 | 33 |
| 8,904 | 2 | 4.42 | 2 | 4.44 | 37.25 | 4.43 | 442.50 | 11.95 | 63.09 | 12.25 | 2 | 11.70 | 2 | 78 |
| 7,382 | 2 | 5.33 | 7 | 5.35 | 41.50 | 5.28 | 440.00 | 10.40 | 58.42 | 10.30 | 1 | 10.25 | 1 | 1,391 |
| 3,865 | 1 | 6.39 | 1 | 6.40 | 46.45 | 6.40 | 437.50 | 8.94 | 53.72 | 8.86 | 1 | 8.83 | 1 | 1,984 |
| 3,736 | 1 | 7.59 | 1 | 7.61 | 51.20 | 7.61 | 435.00 | 7.55 | 48.80 | 7.57 | 1 | 7.51 | 1 | 2,169 |
| 2,450 | 1 | 8.95 | 1 | 8.98 | 55.67 | 8.87 | 432.50 | 6.42 | 44.05 | 6.44 | 1 | 6.39 | 1 | 4,230 |
| 2,212 | 2 | 10.45 | 2 | 10.80 | 60.65 | 10.50 | 430.00 | 5.46 | 39.42 | 5.45 | 2 | 5.43 | 3 | 5,259 |
| 1,130 | 1 | 12.10 | 1 | 12.15 | 65.15 | 12.10 | 427.50 | 4.59 | 34.78 | 4.61 | 3 | 4.59 | 1 | 3,661 |
| 1,559 | 1 | 13.85 | 1 | 13.95 | 69.24 | 13.80 | 425.00 | 3.91 | 30.57 | 3.88 | 1 | 3.86 | 4 | 4,460 |
| 775 | 1 | 15.75 | 1 | 15.80 | 72.94 | 15.35 | 422.50 | 3.27 | 26.34 | 3.27 | 2 | 3.25 | 3 | 4,331 |
| 655 | 1 | 17.70 | 1 | 17.80 | 77.18 | 17.55 | 420.00 | 2.74 | 22.39 | 2.75 | 3 | 2.73 | 2 | 9,058 |
| 226 | 1 | 19.75 | 1 | 19.85 | 80.88 | 19.60 | 417.50 | 2.31 | 18.94 | 2.32 | 4 | 2.30 | 5 | 7,223 |
| 116 | 1 | 21.50 | 1 | 22.15 | 84.61 | 22 | 415.00 | 1.94 | 15.67 | 1.95 | 4 | 1.93 | 3 | 11,562 |
| 33 | 1 | 23.65 | 1 | 24.30 | 87.96 | 25 | 412.50 | 1.64 | 12.85 | 1.65 | 9 | 1.63 | 9 | 13,132 |
📌 Notes on Option Price Data:
- Data is collected when the real-time futures price changes by more than 0.1%.
- We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
- Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
- This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
- It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
- Our strategies continue to evolve using this detailed, real-world data as a core foundation.
📦 Current Option Holdings
This table shows your currently held call and put option positions.
Each row includes the option code, holding quantity, and whether the position is a 📈 Long (Buy) or 📉 Short (Sell).
| Option Code | Quantity | Position |
|---|---|---|
| 201W8450 | 1 | 📉 Short |
| 301W8420 | 1 | 📉 Short |
📌 Unclosed Call-Put 1:1 Short Pairs
This table shows Call and Put options that were sold together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.
| Call Option | Entry Price | Put Option | Entry Price | Order ID |
|---|---|---|---|---|
| 201W8450 | 2.55 | 301W8420 | 2.72 | 2025_0729_1328_8949 |
🧮 Real-Time Margin Analysis Results
This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.
| Call Option | Put Option | Call Margin | Put Margin | Total Margin |
|---|---|---|---|---|
| 201W8450 | 301W8420 | 0.12 | -0.02 | 0.1 |
- 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
- Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
- Margin Responsiveness: These values are updated in real time according to futures price movement
(0.1%).
A significant change may trigger an automatic exit condition based on your strategy’s thresholds.
📊 (⏱️ 07-29 14:27) 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 | 432.3 | 435.4 | 436.85 | 427.3 | 199,030 | 436.18 | 0.53 | 1.31 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 436.75 | 437.7 | 428.7 | 474 | 437.92 | 1.73 | 2.9 | 3206.04 | 92 |
📌 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 | 436.18 | 0.53 | 1.31 | -0.78 | +0.78 |
| 📙 Next Month | 436.75 | 437.92 | 1.73 | 2.9 | -1.17 | +1.17 |
📌 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: 72 events)
⏱️ Time Interval: 08:47 to 14:27
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 435.4, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 24 | 10:23 | 10:38 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 25 | 10:24 | 10:39 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 26 | 10:27 | 10:42 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market 📉 |
| 27 | 10:28 | 10:43 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 28 | 10:32 | 10:47 | Now: 6 signals / Last 3 windows total: 17 | ⚖️ Neutral Market |
| 29 | 10:41 | 10:56 | Now: 4 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 30 | 10:56 | 11:11 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 31 | 11:09 | 11:24 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 32 | 11:15 | 11:30 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 33 | 11:16 | 11:31 | Now: 3 signals / Last 3 windows total: 7 | 🧊 Slow Market |
| 34 | 11:17 | 11:32 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 35 | 11:19 | 11:34 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 36 | 11:23 | 11:38 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 37 | 11:31 | 11:46 | Now: 5 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 38 | 11:37 | 11:52 | Now: 3 signals / Last 3 windows total: 14 | ⚖️ Neutral Market |
| 39 | 11:43 | 11:58 | Now: 3 signals / Last 3 windows total: 11 | ⚖️ Neutral Market |
| 40 | 11:46 | 12:01 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 41 | 11:47 | 12:02 | Now: 4 signals / Last 3 windows total: 11 | ⚖️ Neutral Market 📉 |
| 42 | 12:05 | 12:20 | Now: 1 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 43 | 12:37 | 12:52 | Now: 1 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 44 | 12:43 | 12:58 | Now: 2 signals / Last 3 windows total: 4 | 🧊 Slow Market |
| 45 | 12:55 | 13:10 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 46 | 13:06 | 13:21 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 47 | 13:28 | 13:43 | Now: 1 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 48 | 13:31 | 13:46 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 49 | 13:38 | 13:53 | Now: 3 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 50 | 13:40 | 13:55 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 51 | 13:53 | 14:08 | Now: 3 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 52 | 13:59 | 14:14 | Now: 2 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 53 | 14:12 | 14:27 | Now: 2 signals / Last 3 windows total: 7 | 🧊 Slow Market |
📊 Option Price Table (±9 Rows from Central Strike)
The table below presents real-time data for call and put options centered around the strike price,
captured during significant price movements in KOSPI200 futures.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 16,300 | 25 | 1.27 | 4 | 1.28 | 15.69 | 1.28 | 457.50 | 25.10 | 85.99 | 23.75 | 1 | 23.15 | 1 | 0 |
| 22,074 | 11 | 1.58 | 8 | 1.60 | 18.57 | 1.59 | 455.00 | 22.65 | 82.87 | 21.65 | 1 | 21.20 | 1 | 7 |
| 14,209 | 3 | 1.96 | 3 | 1.98 | 21.78 | 1.97 | 452.50 | 19.35 | 78.17 | 19.40 | 1 | 19.15 | 2 | 4 |
| 31,231 | 2 | 2.44 | 5 | 2.45 | 25.32 | 2.44 | 450.00 | 17.60 | 75.47 | 17.35 | 2 | 16.95 | 2 | 22 |
| 20,385 | 3 | 3 | 2 | 3.01 | 29.16 | 3 | 447.50 | 15.70 | 71.70 | 15.45 | 2 | 15.05 | 2 | 13 |
| 14,765 | 1 | 3.65 | 1 | 3.67 | 33.28 | 3.66 | 445.00 | 13 | 65.68 | 13.65 | 2 | 13.25 | 2 | 33 |
| 9,119 | 4 | 4.44 | 3 | 4.46 | 37.63 | 4.45 | 442.50 | 11.95 | 63.09 | 12.05 | 2 | 11.40 | 2 | 78 |
| 7,637 | 2 | 5.35 | 2 | 5.38 | 42.17 | 5.37 | 440.00 | 10.10 | 57.88 | 10.25 | 3 | 10.20 | 1 | 1,420 |
| 3,999 | 2 | 6.41 | 1 | 6.43 | 46.85 | 6.41 | 437.50 | 8.79 | 53.15 | 9.09 | 4 | 8.77 | 1 | 2,165 |
| 3,866 | 1 | 7.62 | 1 | 7.65 | 51.60 | 7.63 | 435.00 | 7.50 | 48.40 | 7.50 | 2 | 7.48 | 1 | 2,301 |
| 2,523 | 2 | 8.99 | 1 | 9.02 | 56.35 | 9 | 432.50 | 6.34 | 43.54 | 6.38 | 1 | 6.36 | 1 | 4,357 |
| 2,270 | 3 | 10.50 | 2 | 10.55 | 61.00 | 10.60 | 430.00 | 5.41 | 38.97 | 5.42 | 2 | 5.40 | 1 | 5,402 |
| 1,168 | 3 | 12.15 | 1 | 12.25 | 65.68 | 12.25 | 427.50 | 4.54 | 34.41 | 4.56 | 1 | 4.55 | 2 | 3,786 |
| 1,569 | 1 | 13.90 | 1 | 14 | 69.96 | 13.95 | 425.00 | 3.82 | 29.94 | 3.85 | 4 | 3.83 | 4 | 4,649 |
| 780 | 1 | 15.80 | 1 | 15.90 | 74.48 | 16.15 | 422.50 | 3.22 | 25.84 | 3.24 | 4 | 3.22 | 2 | 4,500 |
| 658 | 1 | 17.80 | 1 | 17.90 | 77.95 | 17.95 | 420.00 | 2.73 | 22.09 | 2.73 | 2 | 2.71 | 3 | 9,235 |
| 226 | 1 | 19.75 | 1 | 20.30 | 80.88 | 19.60 | 417.50 | 2.29 | 18.59 | 2.29 | 1 | 2.28 | 5 | 7,491 |
| 116 | 1 | 21.90 | 1 | 22.25 | 84.61 | 22 | 415.00 | 1.92 | 15.38 | 1.93 | 3 | 1.92 | 5 | 11,753 |
| 33 | 1 | 24.10 | 1 | 24.45 | 87.96 | 25 | 412.50 | 1.63 | 12.64 | 1.64 | 4 | 1.62 | 6 | 13,232 |
📌 Notes on Option Price Data:
- Data is collected when the real-time futures price changes by more than 0.1%.
- We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
- Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
- This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
- It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
- Our strategies continue to evolve using this detailed, real-world data as a core foundation.
📬 Completed Option Positions (State: 9)
This table shows option orders that were fully executed, where the State value is 9.
It includes details such as order ID, position type (Buy/Sell), and timestamps for transmission, acceptance, and execution,
making it useful for order flow analysis and backtesting.
| Code | Position | Sent Time | Accepted Time | Filled Time | Order ID |
|---|---|---|---|---|---|
| 301W8420 | 📉 Short | 14:22:16.665 | 14:22:16.899 | 14:22:16.930 | 2025_0729_1422_8949 |
| 201W8450 | 📉 Short | 14:22:16.196 | 14:22:16.446 | 14:22:16.493 | 2025_0729_1422_8949 |
- Position is marked as 📈 Long or 📉 Short for easy understanding.
- Time columns follow the flow of Sent → Accepted → Filled to track the full order process.
- Order ID is a unique identifier for each transaction, used in strategy validation and audit trails.
📦 Current Option Holdings
This table shows your currently held call and put option positions.
Each row includes the option code, holding quantity, and whether the position is a 📈 Long (Buy) or 📉 Short (Sell).
| Option Code | Quantity | Position |
|---|---|---|
| 201W8450 | 3 | 📉 Short |
| 301W8420 | 3 | 📉 Short |
📌 Unclosed Call-Put 1:1 Short Pairs
This table shows Call and Put options that were sold together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.
| Call Option | Entry Price | Put Option | Entry Price | Order ID |
|---|---|---|---|---|
| 201W8450 | 2.55 | 301W8420 | 2.72 | 2025_0729_1328_8949 |
| 201W8450 | 2.49 | 301W8420 | 2.66 | 2025_0729_1414_8949 |
| 201W8450 | 2.48 | 301W8420 | 2.67 | 2025_0729_1422_8949 |
🧮 Real-Time Margin Analysis Results
This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.
| Call Option | Put Option | Call Margin | Put Margin | Total Margin |
|---|---|---|---|---|
| 201W8450 | 301W8420 | 0.11 | -0.01 | 0.1 |
| 201W8450 | 301W8420 | 0.05 | -0.07 | -0.02 |
| 201W8450 | 301W8420 | 0.04 | -0.06 | -0.02 |
- 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
- Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
- Margin Responsiveness: These values are updated in real time according to futures price movement
(0.1%).
A significant change may trigger an automatic exit condition based on your strategy’s thresholds.
❌ 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
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 | 432.3 | 436.3 | 436.85 | 427.3 | 217,193 | 437.0 | 0.61 | 1.31 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 437.1 | 437.7 | 428.7 | 549 | 438.6 | 1.41 | 2.91 | 3206.04 | 92 |
📌 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 | 436.3 | 437.0 | 0.61 | 1.31 | -0.7 | +0.70 |
| 📙 Next Month | 437.1 | 438.6 | 1.41 | 2.91 | -1.5 | +1.50 |
📌 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: 76 events)
⏱️ Time Interval: 08:47 to 15:29
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
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 436.3, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 24 | 10:23 | 10:38 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 25 | 10:24 | 10:39 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 26 | 10:27 | 10:42 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market 📉 |
| 27 | 10:28 | 10:43 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 28 | 10:32 | 10:47 | Now: 6 signals / Last 3 windows total: 17 | ⚖️ Neutral Market |
| 29 | 10:41 | 10:56 | Now: 4 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 30 | 10:56 | 11:11 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 31 | 11:09 | 11:24 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 32 | 11:15 | 11:30 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 33 | 11:16 | 11:31 | Now: 3 signals / Last 3 windows total: 7 | 🧊 Slow Market |
| 34 | 11:17 | 11:32 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 35 | 11:19 | 11:34 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 36 | 11:23 | 11:38 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 37 | 11:31 | 11:46 | Now: 5 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 38 | 11:37 | 11:52 | Now: 3 signals / Last 3 windows total: 14 | ⚖️ Neutral Market |
| 39 | 11:43 | 11:58 | Now: 3 signals / Last 3 windows total: 11 | ⚖️ Neutral Market |
| 40 | 11:46 | 12:01 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 41 | 11:47 | 12:02 | Now: 4 signals / Last 3 windows total: 11 | ⚖️ Neutral Market 📉 |
| 42 | 12:05 | 12:20 | Now: 1 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 43 | 12:37 | 12:52 | Now: 1 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 44 | 12:43 | 12:58 | Now: 2 signals / Last 3 windows total: 4 | 🧊 Slow Market |
| 45 | 12:55 | 13:10 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 46 | 13:06 | 13:21 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 47 | 13:28 | 13:43 | Now: 1 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 48 | 13:31 | 13:46 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 49 | 13:38 | 13:53 | Now: 3 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 50 | 13:40 | 13:55 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 51 | 13:53 | 14:08 | Now: 3 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 52 | 13:59 | 14:14 | Now: 2 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 53 | 14:12 | 14:27 | Now: 2 signals / Last 3 windows total: 7 | 🧊 Slow Market |
| 54 | 14:16 | 14:31 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 55 | 14:32 | 14:47 | Now: 1 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 56 | 14:40 | 14:55 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 57 | 15:14 | 15:29 | 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 17,540 | 5 | 1.35 | 23 | 1.37 | 16.63 | 1.36 | 457.50 | 25.10 | 85.99 | 23.25 | 1 | 22.65 | 1 | 0 |
| 24,349 | 2 | 1.69 | 6 | 1.70 | 19.63 | 1.69 | 455.00 | 20.95 | 80.68 | 20.95 | 1 | 20.55 | 1 | 8 |
| 15,080 | 1 | 2.09 | 5 | 2.12 | 22.95 | 2.11 | 452.50 | 19.35 | 78.17 | 18.85 | 2 | 18.35 | 2 | 4 |
| 33,916 | 2 | 2.59 | 5 | 2.61 | 26.59 | 2.60 | 450.00 | 16.70 | 73.68 | 16.80 | 6 | 16.50 | 2 | 30 |
| 21,690 | 1 | 3.19 | 13 | 3.20 | 30.52 | 3.19 | 447.50 | 14.90 | 70.11 | 14.90 | 2 | 14.60 | 2 | 14 |
| 15,625 | 3 | 3.89 | 2 | 3.91 | 34.71 | 3.90 | 445.00 | 13.30 | 66.17 | 13.20 | 2 | 12.65 | 2 | 45 |
| 9,715 | 1 | 4.71 | 4 | 4.74 | 39.13 | 4.70 | 442.50 | 11.70 | 62.19 | 11.50 | 2 | 11.05 | 2 | 80 |
| 8,473 | 2 | 5.68 | 26 | 5.70 | 43.71 | 5.65 | 440.00 | 9.70 | 56.29 | 9.70 | 1 | 9.66 | 2 | 1,643 |
| 4,646 | 1 | 6.80 | 3 | 6.83 | 48.41 | 6.79 | 437.50 | 8.33 | 51.59 | 8.32 | 2 | 8.28 | 2 | 2,564 |
| 4,272 | 2 | 8.06 | 2 | 8.10 | 53.15 | 8.06 | 435.00 | 7.08 | 46.85 | 7.10 | 2 | 7.07 | 1 | 2,618 |
| 2,764 | 1 | 9.48 | 1 | 9.52 | 57.88 | 9.49 | 432.50 | 6.04 | 42.12 | 6.02 | 4 | 5.99 | 5 | 4,796 |
| 2,366 | 2 | 11.05 | 3 | 11.10 | 62.53 | 11.05 | 430.00 | 5.08 | 37.47 | 5.09 | 3 | 5.07 | 4 | 5,839 |
| 1,266 | 2 | 12.75 | 2 | 12.80 | 67.02 | 12.75 | 427.50 | 4.29 | 32.98 | 4.30 | 2 | 4.28 | 2 | 4,186 |
| 1,621 | 2 | 14.55 | 2 | 14.65 | 71.31 | 14.50 | 425.00 | 3.64 | 28.69 | 3.62 | 3 | 3.61 | 2 | 5,227 |
| 792 | 1 | 16.45 | 1 | 16.55 | 75.33 | 16.50 | 422.50 | 3.05 | 24.67 | 3.05 | 1 | 3.03 | 5 | 5,086 |
| 688 | 2 | 18.45 | 2 | 18.60 | 79.05 | 18.35 | 420.00 | 2.56 | 20.95 | 2.56 | 3 | 2.55 | 3 | 10,133 |
| 226 | 1 | 20.35 | 1 | 20.85 | 80.88 | 19.60 | 417.50 | 2.15 | 17.56 | 2.16 | 4 | 2.14 | 1 | 8,123 |
| 116 | 1 | 22.50 | 1 | 23 | 84.61 | 22 | 415.00 | 1.82 | 14.52 | 1.82 | 8 | 1.80 | 13 | 12,661 |
| 33 | 1 | 24.70 | 1 | 25.20 | 87.96 | 25 | 412.50 | 1.53 | 11.85 | 1.54 | 22 | 1.52 | 9 | 13,704 |
📌 Notes on Option Price Data:
- Data is collected when the real-time futures price changes by more than 0.1%.
- We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
- Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
- This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
- It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
- Our strategies continue to evolve using this detailed, real-world data as a core foundation.
📬 Completed Option Positions (State: 9)
This table shows option orders that were fully executed, where the State value is 9.
It includes details such as order ID, position type (Buy/Sell), and timestamps for transmission, acceptance, and execution,
making it useful for order flow analysis and backtesting.
| Code | Position | Sent Time | Accepted Time | Filled Time | Order ID |
|---|---|---|---|---|---|
| 301W8420 | 📈 Long | 15:20:06.965 | 15:20:07.184 | 15:20:07.309 | 2025_0729_1422_8949 |
| 201W8450 | 📈 Long | 15:20:06.528 | 15:20:06.747 | 15:20:06.809 | 2025_0729_1422_8949 |
| 301W8420 | 📈 Long | 15:20:06.012 | 15:20:06.294 | 15:20:06.372 | 2025_0729_1414_8949 |
| 201W8450 | 📈 Long | 15:20:04.310 | 15:20:04.716 | 15:20:04.763 | 2025_0729_1414_8949 |
| 301W8420 | 📈 Long | 15:20:04.919 | 15:20:05.153 | 15:20:05.184 | 2025_0729_1328_8949 |
| 201W8450 | 📈 Long | 15:20:05.372 | 15:20:05.794 | 15:20:05.841 | 2025_0729_1328_8949 |
- Position is marked as 📈 Long or 📉 Short for easy understanding.
- Time columns follow the flow of Sent → Accepted → Filled to track the full order process.
- Order ID is a unique identifier for each transaction, used in strategy validation and audit trails.
📌 Unclosed Call-Put 1:1 Short Pairs
This table shows Call and Put options that were sold together and are still open positions (not yet closed).
Each row includes the entry price and order ID, which help analyze exit timing and manage risk.
| Call Option | Entry Price | Put Option | Entry Price | Order ID |
|---|---|---|---|---|
| 201W8450 | 2.55 | 301W8420 | 2.72 | 2025_0729_1328_8949 |
| 201W8450 | 2.49 | 301W8420 | 2.66 | 2025_0729_1414_8949 |
| 201W8450 | 2.48 | 301W8420 | 2.67 | 2025_0729_1422_8949 |
🧮 Real-Time Margin Analysis Results
This table presents a real-time margin analysis of your currently held 1:1 Call-Put option pairs.
You can assess each position based on its individual Call Margin, Put Margin, and the Total Margin,
which may inform decisions on potential exit or risk mitigation.
| Call Option | Put Option | Call Margin | Put Margin | Total Margin |
|---|---|---|---|---|
| 201W8450 | 301W8420 | -0.02 | 0.13 | 0.11 |
| 201W8450 | 301W8420 | -0.08 | 0.07 | -0.01 |
| 201W8450 | 301W8420 | -0.09 | 0.08 | -0.01 |
- 1:1 Call-Put Pair: A position where a Call and a Put were entered at the same strike price, either both bought or both sold simultaneously.
- Total Margin: The sum of the individual Call and Put margins, representing the net real-time exposure of the position.
- Margin Responsiveness: These values are updated in real time according to futures price movement
(0.1%).
A significant change may trigger an automatic exit condition based on your strategy’s thresholds.
📈 KOSPI200 End-of-Day Liquidation Summary and Performance Analysis
🔚 Liquidation Time: Positions automatically closed just before market close
📦 Liquidation Method: Remaining open option positions identified → Unsettled positions prioritized → Auto-liquidation triggered upon condition match
📌 Post-close analysis engine quantifies the entire strategy lifecycle and outcomes,
enabling automated logging and statistical tracking for strategy review and refinement on the next trading day.
📘 Current-Month vs 📙 Next-Month KOSPI200 Futures Comparison
The table below presents a comparative overview of the KOSPI200 futures contracts for the current and next expiry months.
This data supports position planning, arbitrage strategy evaluation, and interpretation of short-term vs forward-looking market sentiment.
| Type | Code | Name | Open | Close | High | Low | Volume | Theoretical | Market Basis | Theorist Basis | KOSPI Eqv. | DTE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 📘 Current Month | 101W9000 | F 202509 | 432.3 | 436.2 | 436.85 | 427.3 | 222,733 | 437.15 | 0.36 | 1.31 | 3199.0 | 32 |
| 📙 Next Month | 101WC000 | F 202512 | 433.45 | 437.2 | 437.7 | 428.7 | 573 | 438.75 | 1.36 | 2.91 | 3206.04 | 92 |
📌 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 | 436.2 | 437.15 | 0.36 | 1.31 | -0.95 | +0.95 |
| 📙 Next Month | 437.2 | 438.75 | 1.36 | 2.91 | -1.55 | +1.55 |
📌 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: 76 events)
⏱️ Time Interval: 08:47 to 15:29
📌 Chart Interpretation:
- Event-Driven Sampling: Data points are logged whenever the price moves more than 0.1%, capturing only significant market shifts.
- X-axis represents event sequence rather than real time. More frequent price changes result in denser data, visualizing volatility concentration.
- Y-axis shows futures price. Color coding:
Red indicates upward movement,
Blue for downward movement, based on real-time deviation from the session’s opening price. - ‘BUY’ and ‘SELL’ markers denote trade signal triggers and are used for evaluating long-short (dual position) strategies.
- This chart is designed for intra-day analysis; it does not reflect previous closing prices.
- It is also applicable to advanced use cases such as machine learning-based pattern recognition and high-frequency strategy testing.
🚦 KOSPI200 Market Speed Analysis (Based on the Last 15 Minutes)
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 436.2, and the threshold movement size is 0.1%.
| No | Start Time | End Time | Signal Count | Market Status |
|---|---|---|---|---|
| 0 | 09:00 | 09:15 | Now: 13 signals / Last 1 windows total: 13 (Insufficient Data) | ⚖️ Neutral Market |
| 1 | 09:01 | 09:16 | Now: 13 signals / Last 2 windows total: 26 (Insufficient Data) | ⚖️ Neutral Market |
| 2 | 09:02 | 09:17 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 3 | 09:03 | 09:18 | Now: 13 signals / Last 3 windows total: 39 | 🔥 Fast Market |
| 4 | 09:06 | 09:21 | Now: 11 signals / Last 3 windows total: 37 | 🔥 Fast Market |
| 5 | 09:14 | 09:29 | Now: 7 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 6 | 09:15 | 09:30 | Now: 7 signals / Last 3 windows total: 25 | 🔥 Fast Market |
| 7 | 09:17 | 09:32 | Now: 6 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 8 | 09:18 | 09:33 | Now: 6 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 9 | 09:19 | 09:34 | Now: 6 signals / Last 3 windows total: 18 | ⚖️ Neutral Market |
| 10 | 09:20 | 09:35 | Now: 7 signals / Last 3 windows total: 19 | ⚖️ Neutral Market |
| 11 | 09:22 | 09:37 | Now: 7 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 12 | 09:24 | 09:39 | Now: 8 signals / Last 3 windows total: 22 | ⚖️ Neutral Market |
| 13 | 09:27 | 09:42 | Now: 9 signals / Last 3 windows total: 24 | 🔥 Fast Market |
| 14 | 09:28 | 09:43 | Now: 10 signals / Last 3 windows total: 27 | 🔥 Fast Market |
| 15 | 09:29 | 09:44 | Now: 11 signals / Last 3 windows total: 30 | 🔥 Fast Market |
| 16 | 09:32 | 09:47 | Now: 10 signals / Last 3 windows total: 31 | 🔥 Fast Market |
| 17 | 09:38 | 09:53 | Now: 6 signals / Last 3 windows total: 27 | 🔥 Fast Market 📉 |
| 18 | 09:44 | 09:59 | Now: 4 signals / Last 3 windows total: 20 | ⚖️ Neutral Market |
| 19 | 09:54 | 10:09 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 20 | 09:57 | 10:12 | Now: 3 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 21 | 10:05 | 10:20 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 22 | 10:16 | 10:31 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 23 | 10:18 | 10:33 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 24 | 10:23 | 10:38 | Now: 3 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 25 | 10:24 | 10:39 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 26 | 10:27 | 10:42 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market 📉 |
| 27 | 10:28 | 10:43 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 28 | 10:32 | 10:47 | Now: 6 signals / Last 3 windows total: 17 | ⚖️ Neutral Market |
| 29 | 10:41 | 10:56 | Now: 4 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 30 | 10:56 | 11:11 | Now: 2 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 31 | 11:09 | 11:24 | Now: 2 signals / Last 3 windows total: 8 | 🧊 Slow Market |
| 32 | 11:15 | 11:30 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 33 | 11:16 | 11:31 | Now: 3 signals / Last 3 windows total: 7 | 🧊 Slow Market |
| 34 | 11:17 | 11:32 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 35 | 11:19 | 11:34 | Now: 5 signals / Last 3 windows total: 12 | ⚖️ Neutral Market |
| 36 | 11:23 | 11:38 | Now: 6 signals / Last 3 windows total: 15 | ⚖️ Neutral Market |
| 37 | 11:31 | 11:46 | Now: 5 signals / Last 3 windows total: 16 | ⚖️ Neutral Market |
| 38 | 11:37 | 11:52 | Now: 3 signals / Last 3 windows total: 14 | ⚖️ Neutral Market |
| 39 | 11:43 | 11:58 | Now: 3 signals / Last 3 windows total: 11 | ⚖️ Neutral Market |
| 40 | 11:46 | 12:01 | Now: 4 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 41 | 11:47 | 12:02 | Now: 4 signals / Last 3 windows total: 11 | ⚖️ Neutral Market 📉 |
| 42 | 12:05 | 12:20 | Now: 1 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 43 | 12:37 | 12:52 | Now: 1 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 44 | 12:43 | 12:58 | Now: 2 signals / Last 3 windows total: 4 | 🧊 Slow Market |
| 45 | 12:55 | 13:10 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 46 | 13:06 | 13:21 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 47 | 13:28 | 13:43 | Now: 1 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 48 | 13:31 | 13:46 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 49 | 13:38 | 13:53 | Now: 3 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 50 | 13:40 | 13:55 | Now: 4 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 51 | 13:53 | 14:08 | Now: 3 signals / Last 3 windows total: 10 | ⚖️ Neutral Market |
| 52 | 13:59 | 14:14 | Now: 2 signals / Last 3 windows total: 9 | 🧊 Slow Market |
| 53 | 14:12 | 14:27 | Now: 2 signals / Last 3 windows total: 7 | 🧊 Slow Market |
| 54 | 14:16 | 14:31 | Now: 2 signals / Last 3 windows total: 6 | 🧊 Slow Market |
| 55 | 14:32 | 14:47 | Now: 1 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 56 | 14:40 | 14:55 | Now: 2 signals / Last 3 windows total: 5 | 🧊 Slow Market |
| 57 | 15:14 | 15:29 | 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.
in a symmetric layout for easy comparison between call and put options.
| 📈 Call Options | Strike | 📉 Put Options | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volume | Bid Vol | Bid | Ask Vol | Ask | Delta | Last Price | Last Price | Delta | Ask | Ask Vol | Bid | Bid Vol | Volume | |
| 17,689 | 3 | 1.37 | 1 | 1.39 | 16.81 | 1.37 | 457.50 | 25.10 | 85.99 | 23.80 | 2 | 1.78 | 2 | 0 |
| 24,522 | 1 | 1.68 | 4 | 1.69 | 19.83 | 1.69 | 455.00 | 20.95 | 80.68 | 21.70 | 2 | 20.65 | 1 | 8 |
| 15,251 | 1 | 2.09 | 83 | 2.12 | 23.17 | 2.12 | 452.50 | 19.35 | 78.17 | 19.55 | 2 | 0.33 | 5 | 4 |
| 34,273 | 61 | 2.56 | 2 | 2.57 | 26.82 | 2.56 | 450.00 | 16.70 | 73.68 | 16.80 | 4 | 16.20 | 1 | 30 |
| 21,818 | 2 | 3.19 | 35 | 3.21 | 30.77 | 3.21 | 447.50 | 14.90 | 70.11 | 15.60 | 2 | 0.45 | 3 | 14 |
| 15,733 | 7 | 3.85 | 5 | 3.89 | 34.98 | 3.85 | 445.00 | 13.30 | 66.17 | 13.70 | 2 | 10.50 | 1 | 45 |
| 9,761 | 3 | 4.67 | 1 | 4.82 | 39.40 | 4.68 | 442.50 | 11.30 | 60.60 | 11.90 | 1 | 10.70 | 1 | 82 |
| 8,614 | 4 | 5.65 | 1 | 5.68 | 43.99 | 5.68 | 440.00 | 9.72 | 56.01 | 9.93 | 1 | 9.72 | 1 | 1,647 |
| 4,710 | 1 | 6.78 | 1 | 6.80 | 48.69 | 6.79 | 437.50 | 8.32 | 51.31 | 8.70 | 1 | 7.56 | 1 | 2,585 |
| 4,306 | 1 | 7.66 | 2 | 7.81 | 53.44 | 8.05 | 435.00 | 7.10 | 46.56 | 7.15 | 1 | 7.10 | 1 | 2,645 |
| 2,805 | 1 | 9.46 | 2 | 9.70 | 58.16 | 9.47 | 432.50 | 6 | 41.84 | 6.16 | 2 | 6 | 6 | 4,850 |
| 2,404 | 1 | 11.05 | 1 | 11.20 | 62.80 | 11.05 | 430.00 | 5.09 | 37.20 | 5.18 | 2 | 5.08 | 1 | 5,895 |
| 1,277 | 1 | 11.40 | 3 | 12.80 | 67.28 | 12.65 | 427.50 | 4.28 | 32.72 | 4.34 | 1 | 4.28 | 2 | 4,226 |
| 1,628 | 1 | 14.45 | 5 | 14.60 | 71.55 | 14.55 | 425.00 | 3.60 | 28.45 | 3.63 | 1 | 3.60 | 10 | 5,277 |
| 793 | 2 | 15.55 | 1 | 17.60 | 75.33 | 16.55 | 422.50 | 3.02 | 24.44 | 3.04 | 1 | 3.02 | 5 | 5,218 |
| 688 | 1 | 17.30 | 2 | 19.45 | 79.05 | 18.35 | 420.00 | 2.54 | 20.74 | 2.56 | 2 | 2.54 | 10 | 10,211 |
| 226 | 2 | 19.60 | 1 | 21.45 | 80.88 | 19.60 | 417.50 | 2.24 | 17.37 | 2.26 | 3 | 2.24 | 1 | 8,229 |
| 118 | 2 | 21.75 | 1 | 22.70 | 85.64 | 22.70 | 415.00 | 1.83 | 14.36 | 1.83 | 99 | 1.80 | 9 | 12,801 |
| 33 | 2 | 23.95 | 2 | 25.95 | 87.96 | 25 | 412.50 | 1.53 | 11.71 | 1.53 | 21 | 1.51 | 1 | 13,782 |
📌 Notes on Option Price Data:
- Data is collected when the real-time futures price changes by more than 0.1%.
- We gather quotes for 9 levels above and below the central strike at that moment, for both calls and puts.
- Captured fields include volume, bid/ask prices and sizes, delta – key metrics for strategy development.
- This dataset provides high-resolution intraday option quotes beyond traditional open/close snapshots.
- It supports automated trading systems and backtesting analysis with thousands of entries accumulated.
- Our strategies continue to evolve using this detailed, real-world data as a core foundation.
💼 Matched Entry & Exit Positions + Margin Summary
The table below summarizes matched entry and exit positions where a trade was completed through both buy and sell actions.
For each entry, you’ll find the order type, entry time, option code, and liquidation margin.
This helps assess strategy profitability and risk management efficiency.
| Order ID | Entry Type | Option Code | Sell Price | Buy Price | Liquidation Margin |
|---|---|---|---|---|---|
| 2025_0729_1328_8949 | 📉 Entry (Short) | 201W8450 | 2.55 | 2.58 | -0.03 |
| 2025_0729_1328_8949 | 📉 Entry (Short) | 301W8420 | 2.72 | 2.6 | 0.12 |
| 2025_0729_1414_8949 | 📉 Entry (Short) | 201W8450 | 2.49 | 2.57 | -0.08 |
| 2025_0729_1414_8949 | 📉 Entry (Short) | 301W8420 | 2.66 | 2.6 | 0.06 |
| 2025_0729_1422_8949 | 📉 Entry (Short) | 201W8450 | 2.48 | 2.57 | -0.09 |
| 2025_0729_1422_8949 | 📉 Entry (Short) | 301W8420 | 2.67 | 2.6 | 0.07 |
- Order ID: A unique identifier for each trading transaction, used to track and match entries and exits.
- Entry Type: Classified based on the order ID suffix (e.g.,
8949for sell,4989for buy). Exit records are also included. - Liquidation Margin: The profit (or loss) calculated based on the difference between entry and exit prices. It reflects the result of the matched position.
💰 [Settlement Summary] Fees and Net Profit Based on Option Pairs
This section summarizes the settlement details for paired Call and Put options.
It includes entry and exit fees, total transaction cost, and the final realized profit/loss (in KRW) for each position, categorized by entry type.
| Order ID | Entry Type | Option Code | Entry Fee | Exit Fee | Total Fees | Total P&L (KRW) |
|---|---|---|---|---|---|---|
| 2025_0729_1328_8949 | 📉 Entry (Short) | 201W8450 | -1,015 | -1,026 | -2,041 | -7,500 |
| 2025_0729_1328_8949 | 📉 Entry (Short) | 301W8420 | -1,077 | -1,033 | -2,110 | 30,000 |
| 2025_0729_1414_8949 | 📉 Entry (Short) | 201W8450 | -993 | -1,022 | -2,015 | -20,000 |
| 2025_0729_1414_8949 | 📉 Entry (Short) | 301W8420 | -1,055 | -1,033 | -2,088 | 15,000 |
| 2025_0729_1422_8949 | 📉 Entry (Short) | 201W8450 | -989 | -1,022 | -2,011 | -22,500 |
| 2025_0729_1422_8949 | 📉 Entry (Short) | 301W8420 | -1,059 | -1,033 | -2,092 | 17,500 |
| Total | -12,357 | 12,500 | ||||
- Entry/Exit Fees: These are the transaction costs associated with opening and closing positions. Total fees = entry + exit.
- Total P&L (KRW): Net profit or loss in Korean Won, calculated based on settlement prices.
- Color Indicators: Green for gains, Red for losses.
📈 Realized Profit Overview
This table summarizes your total realized profit after all entries and exits have been settled.
It includes the total P&L, total fees, and the final net realized profit (P&L − fees).
| Total P&L (KRW) | Total Fees (KRW) | Net Realized Profit (KRW) |
|---|---|---|
| 12,500 | -12,357 | ✅ 143 |
- Total P&L: Combined profit and loss from all closed trades.
- Total Fees: Sum of all entry and exit transaction costs.
- Net Realized Profit: Final earnings after subtracting total fees. Displayed with
✅ if positive,
❌ if negative.