2025-06-20 Derivatives Futures and Options Trading Insights - KOSPI200 Futures

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

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

⏱️ Opening Time: 06-20 09:00

✅ System Flow: Strategy Initialization → Live Price Monitoring → Auto Order Execution on Entry Condition → Auto Exit on Target Margin or Risk Trigger

📋 Strategy Components

📌 Strategy Summary	Pair trading strategy using KOSPI200 futures involving short or long positions in both call and put options. Designed to adapt to both neutral and volatile market phases.
📈 Price Movement Detection	When the real-time price fluctuation exceeds 0.1% compared to the futures reference price, the system detects and evaluates entry conditions.
⚙️ Option Price Collection	The system collects real-time option quotes for ±9 strike prices around the at-the-money strike. If futures prices move beyond 0.1%, the data is saved in the database and used for strategy analysis and backtesting.
🔍 Market Speed Analysis	Market speed is categorized as fast or slow based on the frequency and volume of trades. Different trading scenarios are applied accordingly.
🧭 Basis Analysis	By analyzing the basis (price difference) between the near-month and next-month futures, the system identifies arbitrage and market inefficiency opportunities.
📅 Conditional Strategy Branching	Right after the market opens, the strategy branches into defensive or trending models depending on volatility and trade density.
🧠 System Architecture	Refined through real-trade-based backtesting, the entire process—monitoring, order placement, and exit—is fully automated.
🛡️ Risk Management Logic	The system proactively exits positions or switches strategy modes when significant market direction shifts or option mispricings occur.

📊 This strategy utilizes a high-frequency trading algorithm capable of responding instantly to rapid price fluctuations,
and is designed to achieve fully automated trading through live price analysis and rule-based execution.

📈 Note: This system also generates an automated end-of-day summary report, allowing you to quantitatively evaluate daily trade performance and strategy results.

📊 (⏱️ 06-20 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	400.0	400.65	402.2	399.95	13,078	401.3	0.5	1.15	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	401.15	402.9	400.95	41	402.58	1.16	2.59	2985.27	119

📌 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	400.65	401.3	0.5	1.15	-0.65	+0.65
📙 Next Month	401.15	402.58	1.16	2.59	-1.43	+1.43

📌 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: 9 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:01, total 9 points) — **As of 06-20 09:01**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:01

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 400.65, and the threshold movement size is 0.1%.

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

No	Start Time	End Time	Signal Count	Market Status

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
1,799	8	1.78	3	1.80	15.74	1.80	422.50	25.10	85.20	24.75	1	23.65	1	0
2,787	3	2.15	13	2.17	18.54	2.16	420.00	24.25	82.51	23.05	1	20.65	1	0
2,803	12	2.57	6	2.59	21.49	2.57	417.50	19	79.52	21.75	2	19.35	1	12
1,030	3	3.06	2	3.09	25.04	3.06	415.00	18	74.96	18.35	1	17.85	2	12
810	4	3.65	4	3.70	28.62	3.60	412.50	15.35	72.61	16.50	3	15.35	2	4
1,109	2	4.35	4	4.40	32.44	4.38	410.00	14.35	67.11	14.50	2	13.90	2	12
449	2	5.15	3	5.20	36.68	5.13	407.50	12.65	62.92	13.15	3	12.10	3	9
401	1	6.08	3	6.14	40.97	6.12	405.00	10.95	59.03	11.05	3	10.90	1	68
263	4	6.90	2	7.18	45.76	7.18	402.50	9.49	54.52	9.75	4	9.46	1	166
306	3	8.28	1	8.39	50.15	8.29	400.00	8.17	49.92	8.24	1	8.15	3	392
77	2	9.53	2	9.75	54.72	9.41	397.50	7.15	45.32	7.08	3	7.01	1	327
24	4	10.50	1	11.20	59.27	10.85	395.00	5.95	40.44	6.02	2	5.97	3	474
15	4	12	2	12.75	64.39	12.75	392.50	5.09	35.96	5.12	2	5.07	4	330
6	2	13.70	2	14.85	68.76	14.40	390.00	4.29	31.63	4.33	2	4.29	4	497
7	2	15.75	2	16.55	72.79	16.45	387.50	3.69	27.63	3.65	3	3.63	3	428
10	2	17.75	2	18.40	75.08	18.85	385.00	3.07	23.66	3.07	1	3.06	3	1,296
1	3	18.35	3	22.55	78.75	20.80	382.50	2.59	20.11	2.60	2	2.57	9	754
1	1	21.65	1	22.65	82.11	23.50	380.00	2.18	16.87	2.20	11	2.18	4	2,496
0	1	23.75	1	24.95	85.12	22.40	377.50	1.85	13.97	1.85	1	1.84	5	1,238

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 09:02) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	400.15	402.2	399.95	16,742	400.53	0.77	1.15	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	401.15	402.9	400.8	43	402.19	1.54	2.58	2985.27	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.15	400.53	0.77	1.15	-0.38	+0.38
📙 Next Month	401.15	402.19	1.54	2.58	-1.04	+1.04

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:02, total 10 points) — **As of 06-20 09:02**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:02

📌 Chart Interpretation:

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

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

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

No	Start Time	End Time	Signal Count	Market Status

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
2,135	1	1.70	3	1.71	14.90	1.70	422.50	25.10	85.20	25.10	1	23.70	3	0
3,158	4	2.03	4	2.05	17.60	2.04	420.00	24.25	82.51	23.05	1	21.35	2	0
3,048	3	2.44	3	2.46	20.60	2.45	417.50	19	79.52	21.75	2	19.40	2	12
1,170	7	2.94	1	2.95	23.92	2.94	415.00	18	74.96	18.90	2	18.15	2	12
904	2	3.51	1	3.54	27.52	3.52	412.50	15.35	72.61	16.70	2	15.80	2	4
1,264	1	4.18	1	4.20	31.41	4.19	410.00	14.55	67.83	14.75	2	14.10	2	13
495	2	4.96	2	5.02	35.53	4.98	407.50	12.65	62.92	13.15	3	12.40	2	9
466	3	5.87	3	5.93	39.86	5.89	405.00	11.20	59.62	11.65	2	11.15	2	90
302	3	6.88	2	6.96	44.60	6.87	402.50	9.78	55.66	9.76	1	9.61	3	196
365	4	8.03	2	8.13	48.93	8.09	400.00	8.31	50.70	8.49	4	8.32	3	455
100	2	9.31	2	9.49	54.09	9.43	397.50	7.23	46.44	7.24	3	7.16	4	383
25	3	10.60	4	10.90	58.24	10.85	395.00	6.15	41.83	6.19	4	6.13	2	528
15	1	12	2	12.50	64.39	12.75	392.50	5.24	37.30	5.25	3	5.14	5	394
6	2	13.80	2	14.65	68.76	14.40	390.00	4.43	32.91	4.44	2	4.41	1	645
10	2	15.45	2	16.35	71.27	15.85	387.50	3.74	28.73	3.74	1	3.72	2	547
11	2	17.65	2	18.30	75.22	17.75	385.00	3.15	24.78	3.16	3	3.14	1	1,505
1	2	19.25	3	22.55	78.75	20.80	382.50	2.67	21.13	2.67	2	2.66	6	951
1	1	21.50	1	22.50	82.11	23.50	380.00	2.25	17.79	2.26	16	2.24	3	3,067
0	1	23.50	1	24.75	85.12	22.40	377.50	1.90	14.78	1.91	5	1.90	2	1,586

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 09:05) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	400.45	402.2	399.65	23,206	401.32	0.28	1.15	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	401.05	402.9	400.5	54	402.85	0.79	2.59	2985.27	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.45	401.32	0.28	1.15	-0.87	+0.87
📙 Next Month	401.05	402.85	0.79	2.59	-1.8	+1.80

📉 KOSPI200 Futures Price Movement Visualization (Total: 13 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:05, total 13 points) — **As of 06-20 09:05**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:05

📌 Chart Interpretation:

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

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

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

No	Start Time	End Time	Signal Count	Market Status

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
2,841	18	1.72	16	1.74	15.88	1.72	422.50	25.10	85.20	24.95	2	23.60	1	0
3,871	11	2.07	9	2.09	18.56	2.08	420.00	24.25	82.51	22.80	1	21.45	1	0
3,759	2	2.49	5	2.51	21.67	2.50	417.50	19	79.52	21.75	2	19.35	2	12
1,622	4	2.97	3	3.01	25.31	2.98	415.00	18	74.96	19.75	2	18	2	12
1,433	3	3.57	2	3.59	28.92	3.57	412.50	15.35	72.61	16.45	2	15.40	2	4
1,502	2	4.26	3	4.28	32.99	4.24	410.00	14.55	67.83	14.55	3	13.95	2	13
615	2	5.05	2	5.09	36.91	5.06	407.50	12.40	63.27	12.90	2	12.40	2	17
597	2	5.96	3	5.99	41.28	5.96	405.00	11	58.54	11.15	1	10.95	2	99
415	4	6.99	1	7.05	45.80	7.03	402.50	9.66	53.91	9.67	2	9.59	2	261
445	1	8.17	3	8.23	50.58	8.18	400.00	8.34	49.31	8.32	1	8.28	1	627
161	2	9.45	1	9.55	55.18	9.45	397.50	7.17	44.80	7.15	4	7.10	3	509
35	2	10.80	1	11	60.30	11.55	395.00	6.11	40.12	6.09	4	6.05	2	686
29	1	12.45	1	12.65	64.30	12.45	392.50	5.16	35.92	5.18	2	5.15	4	642
7	3	14.05	1	14.35	68.62	14.05	390.00	4.38	31.60	4.39	1	4.37	3	1,106
10	3	15.90	3	16.45	71.27	15.85	387.50	3.73	27.24	3.72	3	3.70	3	818
15	2	17.80	2	18.35	76.54	18.20	385.00	3.15	23.41	3.14	2	3.13	2	1,858
1	2	19.15	2	22.55	78.75	20.80	382.50	2.66	19.87	2.66	7	2.64	6	1,384
1	1	21.50	1	22.65	82.11	23.50	380.00	2.24	16.85	2.25	3	2.24	6	4,449
0	1	23.80	1	25	85.12	22.40	377.50	1.91	13.85	1.91	4	1.90	4	2,241

📌 Notes on Option Price Data:

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

🧮 (⏱️ 06-20 09:09) Delta-Based Center Strike Identification Algorithm

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

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

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
4,618	8	1.69	7	1.71	15.02	1.70	425.00	27.35	87.58	25.45	1	24.40	2	0
3,888	6	2.02	5	2.05	17.71	2.03	422.50	25.10	85.20	23.30	1	22.25	2	0
4,769	6	2.42	5	2.45	20.72	2.43	420.00	24.25	82.51	21.95	2	20.15	2	0
4,472	4	2.89	6	2.93	24.02	2.90	417.50	19	79.52	19	2	17.90	3	12
2,177	4	3.45	3	3.48	27.61	3.47	415.00	17.30	73.67	16.90	2	16.10	2	14
1,914	3	4.11	3	4.14	31.47	4.11	412.50	15.35	72.61	15.25	2	14.15	2	4
1,942	5	4.87	2	4.92	35.58	4.88	410.00	14.35	67.03	13.10	2	12.75	2	14
844	4	5.75	5	5.80	39.88	5.76	407.50	11.50	60.66	11.85	2	11.05	2	20
1,398	4	6.76	1	6.79	44.34	6.79	405.00	9.82	55.66	9.93	2	9.77	4	114
685	5	7.88	2	7.95	48.89	7.91	402.50	8.61	51.31	8.54	2	8.44	2	359
589	2	9.17	4	9.25	53.49	9.17	400.00	7.30	46.40	7.30	2	7.24	2	845
179	1	10.60	1	10.70	58.08	10.65	397.50	6.21	41.92	6.22	3	6.18	1	782
57	3	12.05	1	12.20	62.69	12.10	395.00	5.27	37.42	5.28	3	5.24	2	1,065
38	3	13.40	2	13.95	66.14	13.35	392.50	4.46	33.05	4.46	1	4.43	4	1,174
9	2	15.35	2	15.90	70.88	15.55	390.00	3.79	28.71	3.78	4	3.75	1	1,439
10	2	17.05	2	17.75	71.27	15.85	387.50	3.18	24.95	3.19	3	3.17	3	1,305
16	2	19.20	2	21.45	76.83	18.20	385.00	2.68	21.30	2.69	7	2.66	21	2,473
1	1	20.60	1	21.95	78.75	20.80	382.50	2.26	17.97	2.27	1	2.25	3	2,109
1	1	23.10	1	24	82.11	23.50	380.00	1.92	14.96	1.93	9	1.92	1	6,564

📌 Notes on Option Price Data:

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

🧮 (⏱️ 06-20 09:15) Delta-Based Center Strike Identification Algorithm

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
5,023	13	1.73	27	1.75	16.21	1.74	422.50	25.10	85.20	24.15	2	23.45	3	0
5,719	4	2.08	8	2.10	18.87	2.09	420.00	24.25	82.51	21.90	1	20.95	3	0
5,309	6	2.49	4	2.52	22.20	2.51	417.50	19	79.52	19.80	2	19.40	2	12
2,669	5	2.99	2	3.02	25.44	3	415.00	17.30	73.67	18.15	2	17.35	2	14
2,619	2	3.59	3	3.61	29.38	3.57	412.50	15.50	69.89	15.85	2	15.40	2	5
2,279	4	4.28	3	4.31	33.38	4.29	410.00	13.95	66.62	14.10	2	13.60	2	21
1,216	2	5.07	1	5.11	37.59	5.05	407.50	12.25	62.41	12.45	2	11.85	2	22
2,641	3	5.99	4	6.03	41.99	6.01	405.00	10.35	57.69	10.70	3	10.55	2	135
983	3	7.05	2	7.10	46.26	7.06	402.50	9.16	53.49	9.24	6	9.12	1	410
857	2	8.22	1	8.31	51.08	8.20	400.00	7.92	48.92	7.94	4	7.84	2	1,005
232	2	9.53	2	9.67	55.91	9.55	397.50	6.72	44.27	6.74	1	6.69	3	1,052
88	2	11.05	2	11.25	61.17	11.35	395.00	5.72	39.70	5.73	3	5.69	2	1,409
41	3	12.50	2	13	65.06	12.70	392.50	4.84	35.25	4.84	2	4.81	2	1,463
9	2	14.20	2	14.70	70.88	15.55	390.00	4.07	30.96	4.09	4	4.06	3	1,825
12	2	16.10	2	16.45	75.22	17.40	387.50	3.45	26.89	3.43	1	3.42	3	1,762
18	2	17.95	2	18.45	77.17	18.20	385.00	2.89	23.08	2.89	3	2.87	4	2,838
1	1	20.05	2	20.95	78.75	20.80	382.50	2.43	19.58	2.44	6	2.42	5	2,816
2	1	22.15	1	22.65	84.46	22.85	380.00	2.06	16.56	2.06	11	2.05	16	7,942
0	1	24.30	2	24.85	85.12	22.40	377.50	1.74	13.69	1.74	2	1.73	12	3,826

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 09:18) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	400.45	402.6	399.65	41,379	401.3	0.3	1.15	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	401.25	403.25	400.5	111	402.75	1.09	2.59	2985.27	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.45	401.3	0.3	1.15	-0.85	+0.85
📙 Next Month	401.25	402.75	1.09	2.59	-1.5	+1.50

📉 KOSPI200 Futures Price Movement Visualization (Total: 21 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:18, total 21 points) — **As of 06-20 09:18**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:18

📌 Chart Interpretation:

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

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:03	09:18	Now: 11 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
5,253	11	1.74	10	1.76	15.98	1.75	422.50	25.10	85.20	24.55	1	23.95	1	0
6,069	10	2.08	1	2.10	18.54	2.08	420.00	24.25	82.51	22.50	2	21.65	2	0
5,473	4	2.50	10	2.52	21.64	2.50	417.50	19.65	78.14	21.75	2	19.65	2	13
2,766	1	3	3	3.02	25.14	3.01	415.00	17.30	73.67	18.15	2	17.75	2	14
2,707	4	3.57	2	3.60	28.73	3.57	412.50	15.50	69.89	16.25	2	15.90	2	5
2,354	1	4.26	3	4.30	32.82	4.28	410.00	14.35	67.33	14.50	2	14	2	23
1,256	1	5.05	3	5.09	36.99	5.07	407.50	12.50	62.60	12.85	2	12.25	2	23
3,306	82	5.99	2	6	41.25	5.99	405.00	10.90	58.65	11.15	1	11	1	142
1,031	1	7.02	3	7.05	45.85	7.03	402.50	9.56	53.78	9.65	1	9.56	1	426
908	2	8.18	3	8.25	50.75	8.22	400.00	8.31	49.62	8.33	2	8.26	1	1,074
257	1	9.48	3	9.59	55.14	9.50	397.50	7.11	44.80	7.14	2	7.09	3	1,125
93	2	10.85	2	11.05	60.24	11	395.00	6.06	40.31	6.09	1	6.06	2	1,514
41	2	12.50	3	12.90	65.06	12.70	392.50	5.16	35.83	5.19	2	5.14	7	1,494
9	2	14.10	2	14.60	70.88	15.55	390.00	4.37	31.58	4.40	1	4.38	2	1,905
12	2	15.95	2	16.35	75.22	17.40	387.50	3.71	27.36	3.73	2	3.71	3	1,850
18	2	17.85	2	18.25	77.17	18.20	385.00	3.14	23.49	3.15	3	3.14	3	3,074
1	1	19.75	2	20.95	78.75	20.80	382.50	2.65	19.95	2.67	4	2.66	2	3,172
2	1	21.90	1	22.40	84.46	22.85	380.00	2.26	16.87	2.27	17	2.25	7	8,596
0	1	24.10	1	24.60	85.12	22.40	377.50	1.92	13.96	1.92	1	1.91	8	3,955

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 09:19) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	400.9	402.6	399.65	41,590	401.56	0.5	1.16	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	401.6	403.25	400.5	114	402.92	1.27	2.59	2985.27	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.9	401.56	0.5	1.16	-0.66	+0.66
📙 Next Month	401.6	402.92	1.27	2.59	-1.32	+1.32

📈 KOSPI200 Futures Price Movement Visualization (Total: 22 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:19, total 22 points) — **As of 06-20 09:19**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:19

📌 Chart Interpretation:

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

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:03	09:18	Now: 11 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
5,285	1	1.80	5	1.81	16.14	1.80	422.50	25.10	85.20	24.45	2	23.85	1	0
6,102	8	2.15	5	2.17	18.85	2.16	420.00	24.25	82.51	22.50	3	21.60	1	0
5,515	2	2.58	3	2.59	22.12	2.58	417.50	19.65	78.14	21.75	2	19.60	2	13
2,778	5	3.08	1	3.10	25.25	3.08	415.00	17.30	73.67	18.15	2	17.55	2	14
2,722	2	3.67	4	3.70	29.02	3.69	412.50	15.50	69.89	16.15	2	15.70	2	5
2,366	3	4.37	2	4.41	32.92	4.38	410.00	14.35	67.33	14.40	2	13.90	2	23
1,267	2	5.19	2	5.22	37.10	5.21	407.50	12.50	62.60	12.85	2	12.25	2	23
3,341	2	6.13	3	6.15	41.64	6.10	405.00	10.85	58.43	10.95	2	10.75	2	147
1,037	2	7.15	3	7.22	46.02	7.18	402.50	9.41	53.91	9.47	2	9.35	2	430
911	4	8.33	2	8.43	50.76	8.34	400.00	8.13	49.22	8.13	3	8.06	1	1,078
265	1	9.65	1	9.75	55.31	9.73	397.50	6.97	44.76	6.96	6	6.90	1	1,138
93	3	10.85	1	11.25	60.24	11	395.00	5.93	40.20	5.92	2	5.88	2	1,523
41	3	12.50	2	13	65.06	12.70	392.50	5.06	35.83	5.04	4	5	1	1,496
9	2	14.20	2	14.80	70.88	15.55	390.00	4.27	31.40	4.26	2	4.23	2	1,911
12	2	16.05	2	16.55	75.22	17.40	387.50	3.59	27.13	3.60	3	3.58	1	1,857
18	2	18	2	18.45	77.17	18.20	385.00	3.03	23.31	3.04	5	3.02	3	3,085
1	2	19.80	2	20.95	78.75	20.80	382.50	2.59	19.92	2.58	5	2.56	6	3,200
2	1	22	1	22.55	84.46	22.85	380.00	2.18	16.58	2.19	6	2.18	2	8,670
0	1	24.10	1	24.90	85.12	22.40	377.50	1.87	13.83	1.87	6	1.84	11	3,967

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 09:23) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	400.45	402.6	399.65	45,981	401.21	0.39	1.15	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	401.3	403.25	400.5	120	402.96	0.93	2.59	2985.27	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.45	401.21	0.39	1.15	-0.76	+0.76
📙 Next Month	401.3	402.96	0.93	2.59	-1.66	+1.66

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:23, total 23 points) — **As of 06-20 09:23**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:23

📌 Chart Interpretation:

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

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:03	09:18	Now: 11 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
3	09:08	09:23	Now: 8 signals / Last 3 windows total: 30	🔥 Fast Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
5,704	7	1.76	9	1.78	15.64	1.77	422.50	25.10	85.20	24.60	2	23.70	1	0
6,774	7	2.11	3	2.13	18.43	2.12	420.00	24.25	82.51	22.35	1	21.25	2	0
5,911	2	2.53	6	2.56	21.52	2.54	417.50	19.65	78.14	21.75	2	19.50	2	13
3,065	2	3.03	3	3.05	24.91	3.04	415.00	17.90	74.42	18.35	2	18	2	16
2,847	3	3.60	3	3.64	29.18	3.70	412.50	15.50	69.89	16.30	2	15.60	2	5
2,631	1	4.30	4	4.32	32.54	4.30	410.00	14.35	67.46	14.45	1	14	2	32
1,539	2	5.09	2	5.12	36.71	5.11	407.50	12.10	62.22	12.75	2	12.15	2	24
3,826	2	5.99	5	6.07	41.57	6.07	405.00	11.05	58.92	11.15	2	11	1	165
1,234	8	7.03	3	7.14	45.59	7.05	402.50	9.58	53.84	9.68	1	9.52	5	466
969	3	8.20	3	8.27	50.19	8.23	400.00	8.27	49.81	8.33	4	8.25	2	1,202
287	3	9.48	2	9.58	54.81	9.58	397.50	7.08	44.80	7.15	2	7.10	2	1,316
109	2	10.80	2	11.05	59.40	11	395.00	6.08	40.60	6.09	12	6.05	4	1,752
45	1	12.55	3	12.95	64.60	12.65	392.50	5.17	36.11	5.18	1	5.15	3	1,618
11	2	14.20	2	14.70	68.72	14.50	390.00	4.34	31.33	4.40	2	4.37	3	2,323
12	2	15.95	2	16.45	75.22	17.40	387.50	3.70	27.66	3.71	1	3.69	6	2,190
18	2	17.95	2	18.40	77.17	18.20	385.00	3.13	23.79	3.14	1	3.12	6	3,411
1	2	19.80	2	20.95	78.75	20.80	382.50	2.66	20.22	2.67	5	2.65	5	3,755
3	1	22	2	22.70	83.67	22.55	380.00	2.26	16.97	2.26	3	2.25	2	9,549
0	1	24.20	3	24.85	85.12	22.40	377.50	1.92	14.06	1.93	5	1.91	4	4,505

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 09:28) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	400.5	402.6	399.45	52,010	401.09	0.56	1.15	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	401.2	403.25	400.25	142	402.56	1.23	2.59	2985.27	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.5	401.09	0.56	1.15	-0.59	+0.59
📙 Next Month	401.2	402.56	1.23	2.59	-1.36	+1.36

📉 KOSPI200 Futures Price Movement Visualization (Total: 27 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:28, total 27 points) — **As of 06-20 09:28**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:28

📌 Chart Interpretation:

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

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:03	09:18	Now: 11 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
3	09:08	09:23	Now: 8 signals / Last 3 windows total: 30	🔥 Fast Market
4	09:09	09:24	Now: 8 signals / Last 3 windows total: 27	🔥 Fast Market
5	09:10	09:25	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
6	09:11	09:26	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
7	09:13	09:28	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
6,109	14	1.74	2	1.75	15.54	1.75	422.50	25.10	85.20	24.85	1	24.05	1	0
7,401	6	2.09	6	2.11	18.15	2.09	420.00	24.25	82.51	22.70	1	22	1	0
6,225	3	2.51	1	2.52	21.39	2.52	417.50	19.65	78.14	21.75	2	19.50	2	13
3,312	3	3	5	3.03	24.69	3	415.00	18.80	76.41	18.35	2	17.85	2	18
3,080	2	3.57	2	3.61	28.40	3.60	412.50	16.15	71.60	17.05	2	15.90	2	9
2,915	4	4.27	2	4.30	32.34	4.29	410.00	14.65	67.86	14.60	2	14.20	2	41
1,712	3	5.05	1	5.08	36.56	5.07	407.50	13.10	64.37	13.05	2	12.60	1	26
3,987	5	5.93	5	6.01	40.88	5.98	405.00	11.05	59.08	11.15	1	11	1	183
1,333	3	6.99	2	7.03	45.32	6.98	402.50	9.61	54.61	9.74	5	9.57	2	512
1,097	2	8.13	1	8.21	49.78	8.15	400.00	8.29	50.09	8.33	2	8.25	1	1,283
321	3	9.45	1	9.55	54.41	9.45	397.50	7.13	45.59	7.11	1	7.04	4	1,472
121	2	10.55	2	11	58.51	10.80	395.00	6.08	41.00	6.06	1	6.02	2	1,960
50	3	12.20	2	12.65	62.31	12	392.50	5.18	36.37	5.16	1	5.12	2	1,742
13	2	13.90	2	14.40	66.65	13.70	390.00	4.36	31.98	4.38	5	4.35	1	2,540
16	2	15.80	2	16.35	71.24	15.70	387.50	3.71	28.00	3.70	3	3.68	1	2,446
18	2	17.65	3	18.25	77.17	18.20	385.00	3.12	23.97	3.13	7	3.11	3	3,988
1	2	19.45	2	20.95	78.75	20.80	382.50	2.64	20.38	2.65	8	2.63	4	4,343
3	2	21.55	1	22.30	83.67	22.55	380.00	2.24	17.12	2.24	3	2.23	7	10,794
0	2	23.80	1	24.45	85.12	22.40	377.50	1.90	14.19	1.91	7	1.89	9	5,172

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 09:32) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	400.8	402.6	399.45	55,459	401.45	0.5	1.15	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	401.0	403.25	400.25	146	402.65	0.94	2.59	2985.27	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.8	401.45	0.5	1.15	-0.65	+0.65
📙 Next Month	401.0	402.65	0.94	2.59	-1.65	+1.65

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:32, total 31 points) — **As of 06-20 09:32**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:32

📌 Chart Interpretation:

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

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:03	09:18	Now: 11 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
3	09:08	09:23	Now: 8 signals / Last 3 windows total: 30	🔥 Fast Market
4	09:09	09:24	Now: 8 signals / Last 3 windows total: 27	🔥 Fast Market
5	09:10	09:25	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
6	09:11	09:26	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
7	09:13	09:28	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
8	09:14	09:29	Now: 9 signals / Last 3 windows total: 25	🔥 Fast Market
9	09:15	09:30	Now: 10 signals / Last 3 windows total: 27	🔥 Fast Market
10	09:16	09:31	Now: 10 signals / Last 3 windows total: 29	🔥 Fast Market
11	09:17	09:32	Now: 11 signals / Last 3 windows total: 31	🔥 Fast Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
6,275	11	1.79	7	1.81	15.96	1.79	422.50	25.10	85.20	24.65	2	23.70	1	0
7,836	10	2.15	13	2.17	18.72	2.16	420.00	24.25	82.51	22.45	2	21.60	2	0
6,440	1	2.58	7	2.60	21.84	2.59	417.50	19.65	78.14	21.75	2	19.65	2	13
3,453	7	3.08	5	3.10	25.26	3.09	415.00	18.80	76.41	18.25	2	17.70	2	18
3,241	4	3.67	2	3.70	28.97	3.68	412.50	16.15	71.60	16.30	2	15.75	2	9
3,087	3	4.37	3	4.39	32.94	4.39	410.00	14.95	68.26	14.30	2	14	2	45
1,812	1	5.17	2	5.19	37.13	5.17	407.50	12.60	63.25	12.85	2	12.35	2	27
4,050	5	6.07	2	6.13	41.52	6.12	405.00	10.95	58.54	11	2	10.75	3	190
1,411	2	7.13	2	7.17	46.04	7.14	402.50	9.51	53.80	9.50	3	9.39	2	519
1,142	3	8.24	8	8.35	50.63	8.33	400.00	8.22	49.20	8.24	4	8.10	1	1,321
330	2	9.59	1	9.70	55.25	9.67	397.50	7.04	44.58	6.98	3	6.93	2	1,550
126	3	10.75	3	11.20	60.10	11.15	395.00	5.92	40.17	5.95	2	5.91	2	2,033
51	3	12.30	1	12.80	64.25	12.70	392.50	5.03	35.70	5.06	2	5.02	3	1,806
13	2	14.10	2	14.60	66.65	13.70	390.00	4.27	31.38	4.28	2	4.25	4	2,675
16	2	16	2	16.45	71.24	15.70	387.50	3.61	27.29	3.62	5	3.59	4	2,602
24	2	17.95	2	18.35	75.61	17.70	385.00	3.05	23.45	3.06	4	3.04	4	4,263
1	2	19.70	2	20.95	78.75	20.80	382.50	2.58	19.91	2.59	5	2.57	9	4,663
3	1	21.95	2	22.60	83.67	22.55	380.00	2.20	16.69	2.21	10	2.20	1	11,711
0	1	24.10	2	24.85	85.12	22.40	377.50	1.86	13.82	1.87	5	1.85	5	5,566

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 09:33) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	400.35	402.6	399.45	56,323	401.52	0.01	1.16	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	401.3	403.25	400.25	149	403.14	0.75	2.59	2985.27	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.35	401.52	0.01	1.16	-1.17	+1.15
📙 Next Month	401.3	403.14	0.75	2.59	-1.84	+1.84

📉 KOSPI200 Futures Price Movement Visualization (Total: 32 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:33, total 32 points) — **As of 06-20 09:33**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:33

📌 Chart Interpretation:

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

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 13 signals / Last 1 windows total: 13 (Insufficient Data)	⚖️ Neutral Market
1	09:03	09:18	Now: 11 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:04	09:19	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
3	09:08	09:23	Now: 8 signals / Last 3 windows total: 30	🔥 Fast Market
4	09:09	09:24	Now: 8 signals / Last 3 windows total: 27	🔥 Fast Market
5	09:10	09:25	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
6	09:11	09:26	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
7	09:13	09:28	Now: 8 signals / Last 3 windows total: 24	🔥 Fast Market
8	09:14	09:29	Now: 9 signals / Last 3 windows total: 25	🔥 Fast Market
9	09:15	09:30	Now: 10 signals / Last 3 windows total: 27	🔥 Fast Market
10	09:16	09:31	Now: 10 signals / Last 3 windows total: 29	🔥 Fast Market
11	09:17	09:32	Now: 11 signals / Last 3 windows total: 31	🔥 Fast Market
12	09:18	09:33	Now: 12 signals / Last 3 windows total: 33	🔥 Fast Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
6,339	12	1.74	11	1.76	15.98	1.75	422.50	25.10	85.20	24.65	2	23.80	1	0
7,979	8	2.09	12	2.11	18.80	2.09	420.00	24.25	82.51	22.40	1	21.65	1	0
6,514	6	2.50	5	2.52	22.08	2.51	417.50	19.65	78.14	21.75	2	19.60	2	13
3,504	3	2.99	6	3.02	25.35	3	415.00	18.80	76.41	18.35	2	17.65	2	18
3,283	4	3.57	5	3.60	29.24	3.60	412.50	16.15	71.60	16.30	2	15.90	2	9
3,195	2	4.26	3	4.28	33.04	4.26	410.00	14.35	66.93	14.45	1	14	2	48
1,839	3	5.03	4	5.08	37.57	5.08	407.50	12.60	63.25	13.05	2	12.25	2	27
4,070	3	5.94	2	5.99	41.82	6	405.00	10.85	58.41	11.20	2	11.05	3	191
1,429	1	6.96	1	7.01	46.35	7.01	402.50	9.49	53.74	9.68	1	9.57	2	523
1,216	1	8.09	3	8.19	50.75	8.14	400.00	8.23	48.98	8.36	2	8.28	3	1,337
335	2	9.41	1	9.49	55.84	9.72	397.50	7.16	44.64	7.17	2	7.07	4	1,570
126	1	10.85	2	10.95	60.10	11.15	395.00	6.09	39.86	6.11	1	6.06	2	2,050
52	2	12.20	3	12.85	64.63	12.80	392.50	5.14	35.26	5.20	2	5.15	2	1,843
13	2	14.10	3	14.70	66.65	13.70	390.00	4.40	31.28	4.41	2	4.38	2	2,717
18	1	15.80	1	16.10	73.14	16.10	387.50	3.70	27.02	3.73	2	3.71	2	2,632
24	2	17.75	2	18.25	75.61	17.70	385.00	3.15	23.36	3.16	4	3.14	5	4,336
1	2	19.70	2	20.95	78.75	20.80	382.50	2.67	19.83	2.67	6	2.66	6	4,711
3	2	21.75	1	22.55	83.67	22.55	380.00	2.26	16.62	2.27	10	2.25	17	11,956
0	1	23.95	2	24.70	85.12	22.40	377.50	1.92	13.75	1.93	11	1.91	10	5,683

📌 Notes on Option Price Data:

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

🧮 (⏱️ 06-20 10:03) Delta-Based Center Strike Identification Algorithm

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
10,448	21	1.71	17	1.73	15.15	1.72	425.00	27.35	87.58	25.25	1	24.05	2	0
7,448	12	2.06	6	2.07	17.86	2.07	422.50	25.10	85.20	23.05	1	21.90	1	0
10,650	7	2.46	3	2.47	20.86	2.46	420.00	24.25	82.51	22.30	2	20.15	2	0
8,210	8	2.95	7	2.97	24.19	2.96	417.50	19.65	78.14	18.80	2	18.20	2	13
4,886	2	3.52	2	3.54	27.80	3.53	415.00	17.15	73.49	17	2	16.25	2	23
4,204	1	4.18	1	4.19	31.67	4.18	412.50	16.15	71.60	15.20	2	14.40	2	9
3,982	2	4.94	3	4.98	35.73	4.97	410.00	13.85	65.98	13.35	2	12.75	2	58
2,545	4	5.83	2	5.86	40.31	5.85	407.50	11.50	60.37	11.75	3	11.25	1	30
4,828	4	6.87	1	6.90	44.55	6.89	405.00	9.87	55.52	9.89	1	9.60	4	231
1,709	4	8.01	1	8.05	49.11	8.04	402.50	8.49	50.89	8.50	3	8.45	2	721
1,514	1	9.27	2	9.39	53.72	9.34	400.00	7.25	46.34	7.30	2	7.25	3	1,627
447	4	10.70	1	10.95	58.22	10.70	397.50	6.21	41.76	6.22	1	6.19	3	1,980
162	4	11.75	2	12.50	62.37	12.10	395.00	5.27	37.26	5.29	1	5.26	2	2,546
61	3	13.55	2	14.15	67.08	13.90	392.50	4.49	32.85	4.50	3	4.47	2	2,240
23	2	15.40	1	15.95	71.10	15.65	390.00	3.80	28.69	3.81	2	3.79	3	3,646
42	2	17.20	10	17.85	74.71	17.40	387.50	3.20	24.78	3.21	6	3.19	7	3,646
33	2	19.20	1	20.10	76.89	18.40	385.00	2.72	21.14	2.73	4	2.71	4	5,753
1	1	21.10	2	22.15	78.75	20.80	382.50	2.30	17.82	2.31	12	2.30	5	6,398
10	3	23.45	0	0	85.17	24	380.00	1.96	14.83	1.96	1	1.95	16	14,962

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 10:42) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	402.9	402.9	399.45	96,947	403.26	0.81	1.17	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	403.55	403.6	400.25	245	404.7	1.46	2.61	2985.27	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	402.9	403.26	0.81	1.17	-0.36	+0.36
📙 Next Month	403.55	404.7	1.46	2.61	-1.15	+1.15

📈 KOSPI200 Futures Price Movement Visualization (Total: 50 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:42, total 50 points) — **As of 06-20 10:42**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:42

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 402.9, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
12,937	6	1.75	6	1.76	15.28	1.76	425.00	27.35	87.58	25.30	1	23.75	1	0
8,611	2	2.10	7	2.12	18.00	2.10	422.50	23.10	82.90	23.05	1	21.90	1	2
14,268	7	2.51	6	2.53	21.03	2.52	420.00	24.25	82.51	21.75	1	1.76	1	0
11,556	5	3.01	8	3.03	24.36	3.02	417.50	18.50	75.21	19.55	2	17.25	2	15
6,466	4	3.59	4	3.61	27.98	3.60	415.00	16.70	72.12	17.55	2	15.65	2	24
4,932	3	4.26	3	4.29	31.87	4.28	412.50	14.75	68.35	15.70	2	14.20	2	16
4,507	10	4.93	3	5.08	35.99	5.07	410.00	12.75	64.01	13.80	2	12.60	2	74
3,087	3	5.96	3	6	40.31	5.98	407.50	11.25	59.64	11.25	2	11.15	6	71
5,473	2	7.01	1	7.05	44.77	7.01	405.00	10.15	55.97	9.82	3	9.70	1	299
2,085	5	8	1	8.20	49.34	8.19	402.50	8.42	50.66	8.48	4	8.34	2	998
1,917	1	9.45	2	9.52	53.94	9.51	400.00	7.22	46.06	7.25	2	7.19	2	2,224
571	1	10.60	3	11	58.51	10.95	397.50	6.16	41.49	6.18	3	6.15	2	2,453
195	3	11.65	1	12.65	62.86	12.45	395.00	5.25	37.00	5.27	3	5.24	2	3,024
91	1	13.35	2	14.70	66.86	13.95	392.50	4.46	32.65	4.47	2	4.45	1	2,731
38	2	15.05	2	16.30	70.66	15.30	390.00	3.79	28.50	3.81	3	3.78	3	4,597
72	2	16.85	10	18.05	75.93	17.95	387.50	3.21	24.60	3.22	8	3.20	5	4,729
46	1	19.35	8	21.55	77.94	19.10	385.00	2.73	20.98	2.73	5	2.71	7	6,916
1	1	20.60	1	22.55	78.75	20.80	382.50	2.32	17.68	2.32	5	2.31	6	8,303
15	1	23.40	1	24.75	84.94	23.75	380.00	1.97	14.70	1.98	5	1.97	1	17,935

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 10:55) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	403.35	403.35	399.45	105,701	403.72	0.8	1.17	2977.44	59
📙 Next Month	101WC000	F 202512	400.95	403.9	404.0	400.25	281	405.23	1.29	2.62	2985.27	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	403.35	403.72	0.8	1.17	-0.37	+0.37
📙 Next Month	403.9	405.23	1.29	2.62	-1.33	+1.33

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:55, total 53 points) — **As of 06-20 10:55**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:55

📌 Chart Interpretation:

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

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

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 403.35, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
14,562	4	1.84	13	1.85	15.79	1.84	425.00	27.35	87.58	24.50	1	23.90	1	0
9,234	5	2.19	2	2.22	18.57	2.20	422.50	23.10	82.90	22.40	2	1.78	2	2
15,969	8	2.62	17	2.64	21.65	2.63	420.00	24.25	82.51	21.65	2	19.40	2	0
13,372	5	3.12	2	3.14	25.27	3.12	417.50	18.50	75.21	18.20	2	17.80	2	15
6,934	2	3.71	7	3.74	28.77	3.72	415.00	16.70	72.12	16.25	2	15.90	2	24
5,222	3	4.39	1	4.43	32.63	4.42	412.50	14.75	68.11	14.55	2	14.10	1	19
5,588	3	5.19	5	5.24	36.98	5.22	410.00	12.55	63.09	12.60	2	12.10	6	97
3,328	4	6.12	22	6.17	41.42	6.13	407.50	11.10	59.03	11.05	1	10.90	1	88
5,816	2	7.17	20	7.23	45.85	7.15	405.00	9.55	54.26	9.63	1	9.46	2	317
2,222	3	8.39	1	8.42	50.18	8.40	402.50	8.20	49.82	8.24	3	8.17	1	1,122
2,450	3	9.67	1	9.76	54.98	9.72	400.00	7.05	44.93	7.06	3	7.01	2	2,416
604	2	11.15	6	11.30	59.48	11.20	397.50	6.07	40.41	6.04	5	5.99	3	2,600
200	3	12.45	1	12.85	63.61	12.80	395.00	5.12	36.01	5.13	3	5.10	3	3,329
98	5	14.20	2	14.70	67.90	14.35	392.50	4.34	31.89	4.37	4	4.33	2	2,965
49	2	16.10	2	16.55	72.04	16.35	390.00	3.69	27.62	3.70	4	3.67	4	4,913
172	2	18	15	18.40	76.06	18.30	387.50	3.13	23.78	3.13	2	3.11	4	5,018
52	1	20	1	20.45	79.41	20	385.00	2.65	20.38	2.66	7	2.64	12	7,668
1	1	22	1	22.70	78.75	20.80	382.50	2.27	16.92	2.27	7	2.25	11	8,718
17	2	24.30	1	24.70	85.54	24.30	380.00	1.95	14.09	1.93	7	1.92	23	18,952

📌 Notes on Option Price Data:

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

🧮 (⏱️ 06-20 12:34) Delta-Based Center Strike Identification Algorithm

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
13,743	12	1.74	1	1.75	14.92	1.75	427.50	30.90	85.52	25.75	1	25.05	1	0
20,381	6	2.08	5	2.10	17.58	2.08	425.00	27.35	82.90	22.90	1	22.35	1	0
11,928	1	2.49	2	2.50	20.97	2.50	422.50	23.10	79.98	22.40	2	1.78	2	2
22,396	3	2.98	4	3.01	23.99	3.01	420.00	18.65	76.61	18.70	2	18.20	2	37
16,509	2	3.54	2	3.56	27.54	3.55	417.50	16.60	72.75	16.80	2	16.40	2	34
9,405	2	4.21	3	4.23	31.72	4.22	415.00	14.95	69.64	15	2	14.45	2	40
6,307	2	4.98	2	5.01	35.81	5	412.50	13.45	65.88	13.25	2	12.85	2	72
6,856	1	5.88	1	5.91	40.09	5.90	410.00	11.40	60.40	11.50	2	11.40	2	251
4,321	2	6.91	4	6.98	44.53	6.92	407.50	9.91	55.82	10.05	2	9.96	1	273
7,219	1	8.05	3	8.09	49.06	8.07	405.00	8.60	51.34	8.69	2	8.62	2	744
3,011	2	9.33	2	9.38	53.63	9.36	402.50	7.43	46.37	7.46	3	7.39	4	1,762
3,347	4	10.70	2	10.85	57.72	10.90	400.00	6.33	42.14	6.38	3	6.35	1	3,406
705	3	12.05	2	12.45	61.92	12.15	397.50	5.40	37.67	5.44	5	5.40	2	3,214
387	2	14	2	14.10	66.69	14.10	395.00	4.60	33.36	4.61	2	4.59	2	4,213
143	3	15.65	2	16	70.65	15.60	392.50	3.90	28.86	3.92	4	3.90	1	3,861
113	2	17.50	2	17.90	74.50	17.45	390.00	3.30	24.96	3.32	5	3.30	4	7,041
308	2	19.65	2	19.80	78.24	19.70	387.50	2.81	21.76	2.81	1	2.80	2	6,710
92	1	21.60	1	22.05	81.45	21.65	385.00	2.38	18.22	2.39	7	2.38	3	11,255
3	1	23.70	1	24.25	83.63	22.75	382.50	2.03	15.37	2.04	5	2.02	5	11,290

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 13:15) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	405.65	405.7	399.45	157,588	405.66	1.17	1.18	3017.34	59
📙 Next Month	101WC000	F 202512	400.95	406.5	406.5	400.25	446	407.12	2.02	2.64	3022.56	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	405.65	405.66	1.17	1.18	-0.01	+0.01
📙 Next Month	406.5	407.12	2.02	2.64	-0.62	+0.62

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 13:15, total 64 points) — **As of 06-20 13:15**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 13:15

📌 Chart Interpretation:

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

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

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 405.65, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
14,731	3	1.81	10	1.83	15.31	1.82	427.50	30.90	85.52	24.95	1	24.25	1	0
21,745	2	2.17	38	2.20	18.03	2.19	425.00	27.35	82.90	22.80	1	22.05	1	0
13,145	2	2.61	1	2.63	21.04	2.62	422.50	23.10	79.98	22.40	2	1.78	2	2
24,594	7	3.12	1	3.14	24.35	3.14	420.00	18.50	75.75	19.05	2	18.10	2	43
17,208	4	3.72	2	3.75	27.94	3.74	417.50	16.70	72.21	17.05	2	16.15	2	38
10,117	7	4.40	19	4.43	31.80	4.43	415.00	14.95	69.64	14.90	2	14.35	2	40
6,695	5	5.22	3	5.24	35.90	5.24	412.50	13.05	64.19	13.25	2	12.65	2	76
7,222	5	6.10	1	6.19	40.18	6.16	410.00	11.20	59.82	11.40	2	11.15	1	288
4,605	2	7.17	23	7.24	44.62	7.20	407.50	9.80	55.38	9.89	2	9.73	2	356
7,444	1	8.33	1	8.43	49.15	8.42	405.00	8.48	50.85	8.52	1	8.44	1	853
3,250	4	9.57	4	9.79	53.72	9.73	402.50	7.32	46.28	7.37	3	7.25	2	1,947
3,755	5	11.15	1	11.25	58.27	11.20	400.00	6.25	41.73	6.25	3	6.21	1	3,798
730	4	12.30	3	12.95	62.50	12.55	397.50	5.32	37.26	5.35	1	5.31	1	3,519
434	6	14	1	14.50	67.08	14.45	395.00	4.51	32.92	4.54	5	4.50	1	4,633
146	2	15.90	2	16.40	70.95	15.75	392.50	3.84	28.79	3.85	1	3.83	1	4,083
125	1	17.75	2	18.25	75.11	18	390.00	3.27	24.89	3.28	6	3.26	2	7,500
343	2	19.30	1	20.40	78.72	20	387.50	2.80	21.27	2.79	1	2.77	2	7,231
100	2	21.85	1	22.45	82.05	22.15	385.00	2.36	17.95	2.37	8	2.35	9	12,139
5	1	23.90	1	24.80	84.87	24.20	382.50	2.01	14.97	2.02	3	2	5	11,803

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-20 15:10) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	405.65	405.75	399.45	200,549	405.79	1.04	1.18	3017.34	59
📙 Next Month	101WC000	F 202512	400.95	406.25	406.5	400.25	494	407.04	1.85	2.64	3022.56	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	405.65	405.79	1.04	1.18	-0.14	+0.14
📙 Next Month	406.25	407.04	1.85	2.64	-0.79	+0.79

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 15:10, total 70 points) — **As of 06-20 15:10**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 15:10

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 405.65, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
18,103	10	1.70	10	1.72	15.59	1.70	427.50	30.90	85.52	24.65	1	24.05	1	0
25,770	4	2.04	5	2.06	18.18	2.04	425.00	27.35	82.90	22.50	1	21.65	1	0
16,314	11	2.44	4	2.46	21.21	2.45	422.50	23.10	79.98	20.35	1	19.70	1	2
29,996	7	2.92	4	2.94	24.74	2.93	420.00	18.35	76.00	18.25	1	17.95	2	49
19,730	2	3.49	3	3.51	28.36	3.49	417.50	16.65	72.66	16.20	2	15.85	3	41
12,857	3	4.16	1	4.17	32.07	4.15	415.00	14.30	68.08	14.35	2	14.10	2	49
7,827	2	4.91	3	4.96	36.48	4.92	412.50	12.80	64.67	12.65	2	12.40	2	84
8,444	3	5.82	2	5.86	40.66	5.84	410.00	11	59.48	10.95	1	10.90	1	388
5,503	2	6.85	2	6.88	45.11	6.87	407.50	9.45	54.89	9.47	2	9.44	1	632
16,243	3	8.01	2	8.04	49.65	8.01	405.00	8.14	50.54	8.14	4	8.08	8	3,093
5,386	1	9.32	1	9.37	54.34	9.33	402.50	6.95	46.09	6.96	4	6.90	2	2,682
5,040	4	10.75	2	10.85	58.78	10.70	400.00	5.89	41.24	5.91	3	5.87	2	4,836
806	1	12.30	1	12.40	63.47	12.30	397.50	4.98	36.79	4.99	4	4.96	2	4,394
607	2	13.90	1	14.10	67.52	14.05	395.00	4.21	32.48	4.21	4	4.19	1	5,948
167	3	15.80	2	16.05	70.65	15.45	392.50	3.56	28.38	3.55	2	3.52	4	5,224
188	2	17.75	10	17.90	74.86	17.65	390.00	2.98	24.50	2.99	11	2.97	1	10,487
364	2	19.75	1	20.15	78.38	19.15	387.50	2.51	20.91	2.52	6	2.50	4	9,626
121	1	21.70	1	22.25	82.27	21.90	385.00	2.13	17.55	2.13	5	2.11	7	15,969
6	1	23.85	1	24.40	84.56	23	382.50	1.80	14.68	1.80	6	1.79	13	14,928

📌 Notes on Option Price Data:

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

⌛ Pending Option Orders (State: 0)

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

⌛ Unfilled Option Order List

Option Code	Position	Quantity	Order ID
201W7405	📉 Short	2	1420_1445_1510_8949
301W7405	📉 Short	2	1420_1445_1510_8949

ℹ️ What does ‘Pending’ mean?

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

📊 (⏱️ 06-20 15:22) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	405.65	405.75	399.45	206,718	406.11	0.72	1.18	3017.34	59
📙 Next Month	101WC000	F 202512	400.95	406.25	406.5	400.25	495	407.3	1.59	2.64	3022.56	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	405.65	406.11	0.72	1.18	-0.46	+0.46
📙 Next Month	406.25	407.3	1.59	2.64	-1.05	+1.05

📈 KOSPI200 Futures Price Movement Visualization (Total: 72 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 15:22, total 72 points) — **As of 06-20 15:22**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 15:22

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 405.65, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
18,291	8	1.67	7	1.69	15.81	1.68	427.50	30.90	85.52	24.65	1	24.05	1	0
25,976	3	2.01	5	2.03	18.57	2.01	425.00	27.35	82.90	22.50	1	21.85	1	0
16,561	3	2.41	1	2.42	21.64	2.41	422.50	23.10	79.98	20.25	1	19.80	1	2
30,385	3	2.89	2	2.91	25.00	2.89	420.00	18.05	75.00	18.15	2	17.85	2	52
19,852	4	3.45	4	3.48	28.64	3.45	417.50	16.65	72.66	16.15	2	15.95	2	41
13,126	2	4.12	1	4.13	32.54	4.12	415.00	14.40	68.11	14.35	2	14.10	2	51
7,910	2	4.88	17	4.92	36.67	4.90	412.50	12.75	64.00	12.80	1	12.45	2	86
8,653	2	5.76	2	5.81	40.98	5.80	410.00	10.95	59.02	10.95	1	10.85	1	398
5,595	3	6.79	3	6.83	45.44	6.82	407.50	9.42	54.56	9.45	2	9.40	1	671
16,659	1	7.98	1	8	49.98	7.98	405.00	8.11	50.02	8.14	2	8.08	1	3,336
5,504	1	9.28	1	9.33	54.54	9.30	402.50	6.93	45.46	6.98	4	6.89	1	2,763
5,125	1	10.75	1	10.85	59.08	10.65	400.00	5.86	40.92	5.89	2	5.85	2	5,025
812	2	12.25	1	12.40	63.52	12.30	397.50	4.97	36.48	4.98	1	4.95	2	4,471
613	8	13.90	2	14.10	67.82	14.05	395.00	4.19	32.18	4.20	13	4.19	3	6,229
175	2	15.75	2	16	71.64	15.65	392.50	3.53	28.09	3.54	3	3.51	3	5,421
208	3	17.70	2	17.95	75.36	17.60	390.00	2.96	24.24	2.98	2	2.96	1	10,720
365	2	19.70	1	20.05	79.33	19.70	387.50	2.50	20.67	2.51	5	2.49	4	9,913
126	1	21.70	1	22.15	82.12	21.65	385.00	2.10	17.42	2.12	19	2.10	2	16,744
7	2	23.80	1	24.40	84.98	23.80	382.50	1.78	14.49	1.79	6	1.78	12	15,206

📌 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.

📬 List of Completed Option Orders

Code	Position	Sent Time	Accepted Time	Filled Time	Order ID
301W7405	📈 Long	15:20:08.257	15:20:08.851	15:20:08.898	1420_1445_1510_8949
201W7405	📈 Long	15:20:07.228	15:20:07.463	15:20:07.494	1420_1445_1510_8949
301W7405	📈 Long	15:20:05.233	15:20:05.764	15:20:06.545	1420_1445_1510_8949
201W7405	📈 Long	15:20:04.219	15:20:04.438	15:20:04.703	1420_1445_1510_8949

ℹ️ Explanation

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.

📉 Unclosed Short Positions

Call Option	Entry Price	Put Option	Entry Price	Order ID
201W7405	8.02	301W7405	8.14	1420_1445_1510_8949
201W7405	8.0	301W7405	8.1	1420_1445_1510_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.

💰 Margin Analysis Table

Call Option	Put Option	Call Margin	Put Margin	Total Margin
201W7405	301W7405	-0.04	0.04	0.0
201W7405	301W7405	-0.05	-0.01	-0.06

📘 Margin Guide

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

📈 KOSPI200 End-of-Day Liquidation Summary and Performance Analysis

🔚 Liquidation Time: Positions automatically closed just before market close

📦 Liquidation Method: Remaining open option positions identified → Unsettled positions prioritized → Auto-liquidation triggered upon condition match

📌 Post-close analysis engine quantifies the entire strategy lifecycle and outcomes,
enabling automated logging and statistical tracking for strategy review and refinement on the next trading day.

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	400.0	405.15	405.85	399.45	222,757	406.5	0.17	1.18	3017.34	59
📙 Next Month	101WC000	F 202512	400.95	406.45	406.55	400.25	526	407.97	1.13	2.65	3022.56	119

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	405.15	406.5	0.17	1.18	-1.35	+1.01
📙 Next Month	406.45	407.97	1.13	2.65	-1.52	+1.52

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 15:30, total 73 points) — **As of 06-20 16:00**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 15:30

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

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
18,683	1	1.63	69	1.66	16.24	1.66	427.50	30.90	85.52	25.30	2	2.59	2	0
26,366	3	1.97	1	2.01	19.06	1.97	425.00	27.35	82.90	23.15	2	1.77	2	0
16,818	1	2.22	50	2.37	22.17	2.37	422.50	23.10	79.98	20.95	2	19.20	2	2
31,013	3	2.84	32	2.85	25.57	2.85	420.00	18.15	74.43	18.95	2	16.95	1	56
20,058	1	3.28	1	3.38	29.26	3.37	417.50	16.20	70.74	17	2	12.60	2	47
13,385	8	4.03	1	4.05	33.19	4.03	415.00	14.30	66.81	14.90	1	14.05	2	60
8,046	1	4.78	29	4.79	37.35	4.79	412.50	12.50	63.33	13.40	3	1.43	2	94
8,904	3	5.66	1	5.80	41.68	5.67	410.00	11	58.32	11.50	4	8	1	430
5,676	5	6.55	1	6.72	46.15	6.72	407.50	9.55	53.85	9.99	1	9.30	1	734
16,930	1	7.83	1	7.87	50.69	7.86	405.00	8.31	49.31	8.32	1	8.31	1	3,565
5,765	1	9.16	1	9.19	55.25	9.17	402.50	7.12	44.75	7.12	1	7.11	1	3,010
5,228	4	10.55	2	10.90	59.77	10.60	400.00	6.03	40.23	6.03	4	6.02	1	5,176
842	2	10.55	2	12.20	64.19	12.20	397.50	5.14	35.81	5.14	3	5.10	3	4,609
643	5	13	2	13.95	68.46	13.90	395.00	4.32	31.54	4.35	2	4.31	3	6,377
201	2	15.70	2	16.80	71.90	15.70	392.50	3.65	27.49	3.65	1	3.58	1	5,495
212	2	16.70	1	18.15	75.76	17.70	390.00	3.10	23.68	3.10	41	3.09	5	10,947
372	2	18.80	2	19.65	79.84	19.65	387.50	2.61	20.16	2.61	18	2.57	2	10,069
127	2	20.70	2	24.50	83.05	21.65	385.00	2.21	16.96	2.21	28	2.14	1	17,218
7	1	23.80	3	33	84.98	23.80	382.50	1.85	14.09	1.85	2	1.84	8	15,397

📌 Notes on Option Price Data:

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

💼 Matched Entry & Exit Positions + Margin Summary

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

📊 Matched Trade & Liquidation Margin Overview

Order ID	Entry Type	Option Code	Sell Price	Buy Price	Liquidation Margin
1420_1445_1510_8949	📉 Entry (Short)	201W7405	8.02	7.85	0.17
1420_1445_1510_8949	📉 Entry (Short)	201W7405	8.0	7.85	0.15
1420_1445_1510_8949	📉 Entry (Short)	301W7405	8.14	8.31	-0.17
1420_1445_1510_8949	📉 Entry (Short)	301W7405	8.1	8.31	-0.21

ℹ️ Interpretation Guide

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

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

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

📊 Option Fees & Profit Summary Table

Order ID	Entry Type	Option Code	Entry Fee	Exit Fee	Total Fees	Total P&L (KRW)
1420_1445_1510_8949	📉 Entry (Short)	201W7405	-3,025	-2,962	-5,987	42,500
1420_1445_1510_8949	📉 Entry (Short)	201W7405	-3,018	-2,962	-5,980	37,500
1420_1445_1510_8949	📉 Entry (Short)	301W7405	-3,069	-3,131	-6,200	-42,500
1420_1445_1510_8949	📉 Entry (Short)	301W7405	-3,054	-3,131	-6,185	-52,500
Total					-24,352	-15,000

ℹ️ How to Read This Table

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

📈 Realized Profit Overview

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

💹 Overall Profit Summary

Total P&L (KRW)	Total Fees (KRW)	Net Realized Profit (KRW)
-15,000	-24,352	❌ -39,352

ℹ️ Interpretation Guide

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