2025-06-23 Derivatives Futures and Options Insights - KOSPI200 Futures

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

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

⏱️ Opening Time: 06-23 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.

🧮 (⏱️ 06-23 09:00) Delta-Based Center Strike Identification Algorithm

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

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

🧠 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
2,255	3	1.50	9	1.52	12.02	1.49	425.00	22	82.96	26.35	3	25.25	1	0
1,641	2	1.82	5	1.83	14.40	1.80	422.50	23.10	79.80	24.15	1	23	1	0
3,071	4	2.19	12	2.21	17.25	2.18	420.00	18.15	76.30	22	2	19.35	2	0
744	5	2.62	2	2.65	20.47	2.64	417.50	19.05	72.47	20.25	2	19.20	2	6
1,487	1	3.17	2	3.19	24.04	3.15	415.00	17	68.32	17.85	2	16.70	2	5
641	2	3.77	1	3.81	28.09	3.68	412.50	15.40	63.91	15.75	2	15.30	2	36
637	2	4.50	3	4.55	32.41	4.46	410.00	13.80	67.61	14	2	13.50	2	30
260	8	5.22	1	5.37	36.67	5.35	407.50	12.05	54.47	12.20	2	11.90	2	56
483	1	6.29	2	6.37	41.39	6.31	405.00	10.60	58.59	10.60	2	10.40	2	190
472	2	7.31	3	7.47	55.34	7.59	402.50	9.26	53.32	9.23	1	9.01	2	528
147	3	8.56	2	8.78	51.48	8.60	400.00	7.93	48.76	7.92	4	7.83	1	282
49	1	9.93	2	10.15	56.21	9.94	397.50	6.78	43.81	6.91	4	6.70	4	318
36	3	11	2	11.65	69.50	11.80	395.00	5.76	38.90	5.89	6	5.75	1	389
5	3	12.75	2	13.50	73.79	13.60	392.50	4.91	26.21	4.96	1	4.83	5	242
11	2	14.70	2	15.20	77.77	15.35	390.00	4.21	29.59	4.23	2	4.20	1	470
9	2	16.55	2	17	81.41	17.45	387.50	3.60	24.97	3.61	1	3.58	3	534
42	2	18.60	2	19.05	84.67	19.20	385.00	3.05	21.36	3.06	4	3.04	5	995
9	2	19.10	2	22.15	87.54	21.20	382.50	2.63	17.77	2.62	5	2.60	4	2,359
0	1	22.50	2	23.35	90.03	26.05	380.00	2.25	14.56	2.24	2	2.23	4	2,494

📌 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.

🧮 (⏱️ 06-23 09:01) Delta-Based Center Strike Identification Algorithm

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

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

📊 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
1,689	2	1.82	3	1.83	14.55	1.82	422.50	23.10	79.80	24.05	1	23	1	0
3,135	7	2.19	8	2.21	17.48	2.20	420.00	18.15	76.30	22	2	19.35	2	0
773	6	2.63	6	2.66	20.83	2.61	417.50	19.25	79.30	20.25	2	18.95	2	8
1,532	1	3.17	2	3.18	24.26	3.18	415.00	17.30	75.55	17.80	2	16.95	2	9
662	2	3.78	2	3.81	28.02	3.79	412.50	15.40	63.91	15.65	2	15.30	2	36
701	1	4.51	1	4.54	32.43	4.52	410.00	13.80	67.61	14	2	13.50	2	30
268	2	5.33	1	5.38	36.67	5.29	407.50	12.05	54.47	12.20	2	11.90	2	56
492	2	6.31	1	6.36	41.66	6.30	405.00	10.60	58.59	10.65	3	10.45	1	190
476	3	7.36	1	7.46	46.26	7.33	402.50	9.20	53.78	9.20	2	9.03	2	530
153	1	8.58	2	8.73	51.22	8.56	400.00	7.94	48.78	7.93	1	7.86	1	285
49	1	9.93	2	10.15	56.21	9.94	397.50	6.84	43.81	6.84	2	6.77	1	325
36	1	10.95	2	11.65	69.50	11.80	395.00	5.81	38.63	5.83	1	5.79	3	399
5	2	12.95	2	13.50	73.79	13.60	392.50	5	34.17	5	2	4.95	2	247
11	2	14.70	2	15.45	77.77	15.35	390.00	4.25	29.34	4.27	2	4.23	2	484
9	2	16.65	2	17.30	81.41	17.45	387.50	3.62	25.24	3.64	5	3.61	6	566
42	2	18.60	2	19.20	84.67	19.20	385.00	3.09	21.30	3.10	1	3.08	3	1,083
9	2	19.10	2	22.15	87.54	21.20	382.50	2.67	17.77	2.65	4	2.63	7	2,405
0	1	22.50	1	23.55	90.03	26.05	380.00	2.26	14.52	2.27	2	2.26	4	2,621
0	1	25.35	1	26	92.15	28.75	377.50	1.96	11.62	1.95	1	1.94	5	1,617

📌 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.

🧮 (⏱️ 06-23 09:25) 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
7,442	38	1.60	15	1.62	14.05	1.61	420.00	18.15	76.30	24.75	2	23.65	1	0
2,063	8	1.95	7	1.97	17.11	1.96	417.50	19.25	79.10	23.15	2	20.25	2	12
3,729	4	2.38	4	2.40	20.08	2.39	415.00	17.90	76.07	20.30	2	19.50	2	16
1,880	6	2.89	6	2.91	23.63	2.89	412.50	17	74.55	18.25	2	17.60	2	50
2,601	3	3.50	4	3.52	27.54	3.50	410.00	15.85	71.75	16.30	2	15.95	2	73
1,255	1	4.21	1	4.22	31.76	4.21	407.50	13.40	65.57	14.45	2	13.95	2	106
1,271	2	5.02	1	5.05	36.26	5.04	405.00	12.65	63.51	12.75	2	12.60	2	323
827	1	5.96	2	6.01	40.99	5.98	402.50	11.15	58.66	11.15	1	10.70	4	765
663	2	7.04	2	7.09	46.24	7.04	400.00	9.70	53.76	9.76	4	9.67	1	870
415	2	8.23	1	8.31	51.23	8.24	397.50	8.47	48.77	8.46	2	8.40	5	746
97	1	9.60	1	9.72	56.34	9.70	395.00	7.28	44.12	7.30	2	7.27	2	1,257
17	2	10.90	2	11.65	63.71	12.20	392.50	6.30	39.17	6.32	2	6.28	2	1,248
43	2	12.60	2	13.30	66.15	13.25	390.00	5.43	34.04	5.45	2	5.40	2	1,715
21	3	14.40	3	14.95	70.71	14.80	387.50	4.68	29.69	4.69	1	4.65	3	2,563
64	2	16.15	2	16.75	74.74	16.45	385.00	4.03	25.37	4.03	2	4.02	1	4,042
14	2	17.85	2	18.75	79.39	18.80	382.50	3.47	21.39	3.47	4	3.46	3	4,866
0	2	19.10	2	22.60	90.03	26.05	380.00	2.99	17.78	3	7	2.98	11	7,863
0	2	1.78	2	23.70	92.15	28.75	377.50	2.59	14.55	2.60	4	2.58	8	4,850
1	1	24.25	1	25.10	93.92	27.85	375.00	2.25	11.60	2.25	7	2.24	1	4,830

📌 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.

🧮 (⏱️ 06-23 09:34) 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
4,607	16	1.47	21	1.49	13.17	1.48	422.50	23.10	79.80	25.30	1	24.60	1	0
8,687	3	1.81	12	1.82	15.90	1.82	420.00	23.55	85.14	23	2	22.55	1	1
2,510	2	2.19	12	2.21	18.93	2.20	417.50	21.15	82.02	23	2	20.25	2	13
4,423	4	2.67	6	2.69	22.38	2.68	415.00	17.90	76.07	18.90	2	18.45	2	16
2,526	3	3.23	5	3.25	26.15	3.24	412.50	16.55	74.47	17	2	16.45	2	64
3,229	3	3.85	2	3.91	30.16	3.89	410.00	15.60	71.33	15.15	2	14.70	2	111
1,629	1	4.66	1	4.68	34.55	4.65	407.50	13.05	65.97	13.25	2	13	2	134
1,467	2	5.54	3	5.59	39.18	5.55	405.00	11.45	60.73	11.60	1	11.35	2	369
1,123	1	6.56	1	6.63	43.78	6.49	402.50	10	55.94	10.15	1	9.97	1	1,044
786	3	7.71	1	7.79	49.00	7.78	400.00	8.66	50.96	8.74	1	8.61	3	1,028
614	2	9.02	2	9.12	53.57	9.04	397.50	7.54	46.25	7.58	3	7.47	2	942
133	2	10.45	2	10.65	58.95	10.55	395.00	6.47	41.05	6.52	2	6.44	11	1,463
28	2	11.80	2	12.45	63.20	12	392.50	5.55	36.16	5.60	4	5.54	16	1,438
49	2	13.40	2	14.05	67.26	13.30	390.00	4.78	31.59	4.79	2	4.75	2	1,950
22	2	15.20	2	15.75	71.07	14.80	387.50	4.08	27.08	4.11	1	4.07	2	2,846
81	2	17.20	2	17.70	76.19	17.45	385.00	3.51	23.05	3.52	4	3.50	2	4,639
14	2	19.30	2	19.70	79.39	18.80	382.50	3.02	19.29	3.03	3	3.01	4	5,448
0	2	19.65	2	22.60	90.03	26.05	380.00	2.60	15.87	2.61	5	2.60	2	9,298
0	1	23.35	1	23.95	92.15	28.75	377.50	2.25	12.91	2.25	2	2.24	4	5,819

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-23 09:55) 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	401.05	400.65	402.6	397.75	89,210	401.65	0.08	1.08	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	401.3	403.3	398.7	179	402.98	0.81	2.49	3001.93	118

📌 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	401.65	0.08	1.08	-1.0	+1.00
📙 Next Month	401.3	402.98	0.81	2.49	-1.68	+1.68

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

📉 KOSPI200 Futures Price Movement Visualization (Total: 42 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 09:55, total 42 points) — **As of 06-23 09:55**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 09:55

📌 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 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
0	09:00	09:15	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 12 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
3	09:04	09:19	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
4	09:06	09:21	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
5	09:07	09:22	Now: 11 signals / Last 3 windows total: 34	🔥 Fast Market
6	09:08	09:23	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:10	09:25	Now: 12 signals / Last 3 windows total: 34	🔥 Fast Market
8	09:11	09:26	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
9	09:12	09:27	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
12	09:16	09:31	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
13	09:18	09:33	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market 🚀
15	09:23	09:38	Now: 10 signals / Last 3 windows total: 33	🔥 Fast Market
16	09:25	09:40	Now: 10 signals / Last 3 windows total: 32	🔥 Fast Market
17	09:26	09:41	Now: 10 signals / Last 3 windows total: 30	🔥 Fast Market
18	09:31	09:46	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:32	09:47	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
20	09:37	09:52	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	09:38	09:53	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
22	09:40	09:55	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
5,965	30	1.61	21	1.63	13.94	1.61	422.50	23.10	79.80	24.45	2	23.75	1	0
10,337	5	1.97	16	1.98	17.05	1.97	420.00	22.05	83.55	22.20	2	21.50	1	3
3,645	3	2.39	7	2.40	20.25	2.39	417.50	21.15	82.02	23	2	19.70	2	13
5,711	4	2.89	2	2.90	23.80	2.89	415.00	18	76.94	18.05	2	17.70	2	17
3,387	3	3.48	16	3.50	27.60	3.48	412.50	16.25	72.88	16.10	2	15.80	2	66
3,750	3	4.17	5	4.20	31.61	4.16	410.00	14.50	68.84	14.40	4	13.80	2	128
1,947	1	4.98	3	5.02	36.37	4.99	407.50	12.45	63.97	12.70	5	12.35	1	168
1,863	1	5.93	1	5.96	41.08	5.95	405.00	10.85	58.92	10.90	1	10.80	2	460
1,502	4	6.99	1	7.04	45.58	6.97	402.50	9.42	54.06	9.49	2	9.41	1	1,416
1,006	4	8.17	1	8.26	50.72	8.18	400.00	8.14	49.10	8.17	1	8.11	1	1,275
700	2	9.53	1	9.62	55.78	9.57	397.50	7.02	44.12	7.07	3	6.98	2	1,137
169	2	11	3	11.25	60.48	11.05	395.00	6.05	39.56	6.03	2	6	5	1,699
29	2	12.40	2	12.95	65.31	12.50	392.50	5.17	34.52	5.18	2	5.14	2	1,677
55	2	14.20	2	14.60	69.60	14.30	390.00	4.42	29.86	4.43	3	4.40	7	2,349
26	4	16.10	2	16.65	74.18	16.30	387.50	3.78	25.56	3.80	4	3.77	1	3,223
88	2	18	2	18.50	78.00	18.25	385.00	3.25	21.59	3.25	3	3.23	4	5,567
15	2	19.30	2	22.15	80.96	19.40	382.50	2.78	17.98	2.78	3	2.77	3	6,269
4	2	20.85	4	22.55	84.92	22.25	380.00	2.39	14.75	2.40	12	2.38	12	11,575
0	2	24.15	1	24.80	92.15	28.75	377.50	2.07	12.17	2.07	10	2.06	12	7,273

📌 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.

📊 (⏱️ 06-23 10:16) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	401.05	400.7	402.6	397.75	104,477	401.9	0.12	1.08	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	401.6	403.3	398.7	192	403.55	0.55	2.5	3001.93	118

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.7	401.9	0.12	1.08	-1.2	+0.96
📙 Next Month	401.6	403.55	0.55	2.5	-1.95	+1.95

📉 KOSPI200 Futures Price Movement Visualization (Total: 44 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:16, total 44 points) — **As of 06-23 10:16**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:16

📌 Chart Interpretation:

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

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

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 12 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
3	09:04	09:19	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
4	09:06	09:21	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
5	09:07	09:22	Now: 11 signals / Last 3 windows total: 34	🔥 Fast Market
6	09:08	09:23	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:10	09:25	Now: 12 signals / Last 3 windows total: 34	🔥 Fast Market
8	09:11	09:26	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
9	09:12	09:27	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
12	09:16	09:31	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
13	09:18	09:33	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market 🚀
15	09:23	09:38	Now: 10 signals / Last 3 windows total: 33	🔥 Fast Market
16	09:25	09:40	Now: 10 signals / Last 3 windows total: 32	🔥 Fast Market
17	09:26	09:41	Now: 10 signals / Last 3 windows total: 30	🔥 Fast Market
18	09:31	09:46	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:32	09:47	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
20	09:37	09:52	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	09:38	09:53	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
22	09:40	09:55	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
23	10:00	10:15	Now: 1 signals / Last 3 windows total: 15	⚖️ Neutral Market
24	10:01	10:16	Now: 2 signals / Last 3 windows total: 10	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
6,798	24	1.63	22	1.65	14.38	1.63	422.50	23.10	79.80	24.20	1	23.55	1	0
11,297	3	1.99	11	2	17.37	1.99	420.00	22.05	83.55	22.10	2	21.10	3	3
4,675	6	2.41	6	2.42	20.47	2.42	417.50	21.15	82.02	23	2	19.40	2	13
7,201	9	2.91	9	2.93	24.03	2.90	415.00	17.65	76.13	17.95	2	17.55	2	18
3,947	1	3.51	3	3.54	27.89	3.48	412.50	16.25	72.88	16	2	15.55	2	66
4,120	3	4.21	3	4.24	32.23	4.19	410.00	14	67.52	14.30	2	13.80	2	138
2,071	2	5.03	2	5.07	36.60	5	407.50	12.40	63.33	12.40	4	12.30	1	199
2,051	1	5.97	1	6.01	41.56	5.99	405.00	10.65	58.18	10.85	3	10.70	2	561
1,821	1	7.04	4	7.10	46.44	7.06	402.50	9.42	53.68	9.42	1	9.33	1	1,760
1,183	3	8.25	2	8.30	51.28	8.22	400.00	8.16	48.72	8.13	2	8.06	2	1,515
738	2	9.61	2	9.72	56.33	9.61	397.50	6.98	43.67	6.99	2	6.94	3	1,232
177	2	10.90	2	11.45	61.38	11.30	395.00	5.99	38.77	5.99	1	5.96	2	1,945
41	2	12.50	2	13.15	66.36	13	392.50	5.03	33.53	5.13	1	5.10	2	1,874
58	2	14.25	2	14.90	70.79	14.60	390.00	4.38	29.43	4.39	1	4.36	2	2,635
26	2	16.15	2	16.60	74.18	16.30	387.50	3.75	25.16	3.75	1	3.74	2	3,477
95	2	18.20	2	18.55	78.69	18.30	385.00	3.22	21.37	3.22	5	3.20	7	6,679
15	2	19.30	2	22.15	80.96	19.40	382.50	2.75	17.65	2.76	9	2.74	10	7,209
4	2	22.15	2	22.90	84.92	22.25	380.00	2.37	14.56	2.37	1	2.36	7	13,092
0	1	24.40	2	25.20	92.15	28.75	377.50	2.04	11.69	2.05	15	2.03	15	8,110

📌 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.

📊 (⏱️ 06-23 10:24) 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	401.05	400.3	402.6	397.75	111,489	401.58	0.2	1.08	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	400.7	403.3	398.7	193	402.65	0.54	2.49	3001.93	118

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.3	401.58	0.2	1.08	-1.28	+0.88
📙 Next Month	400.7	402.65	0.54	2.49	-1.95	+1.95

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:24, total 47 points) — **As of 06-23 10:24**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:24

📌 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: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 12 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
3	09:04	09:19	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
4	09:06	09:21	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
5	09:07	09:22	Now: 11 signals / Last 3 windows total: 34	🔥 Fast Market
6	09:08	09:23	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:10	09:25	Now: 12 signals / Last 3 windows total: 34	🔥 Fast Market
8	09:11	09:26	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
9	09:12	09:27	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
12	09:16	09:31	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
13	09:18	09:33	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market 🚀
15	09:23	09:38	Now: 10 signals / Last 3 windows total: 33	🔥 Fast Market
16	09:25	09:40	Now: 10 signals / Last 3 windows total: 32	🔥 Fast Market
17	09:26	09:41	Now: 10 signals / Last 3 windows total: 30	🔥 Fast Market
18	09:31	09:46	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:32	09:47	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
20	09:37	09:52	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	09:38	09:53	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
22	09:40	09:55	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
23	10:00	10:15	Now: 1 signals / Last 3 windows total: 15	⚖️ Neutral Market
24	10:01	10:16	Now: 2 signals / Last 3 windows total: 10	⚖️ Neutral Market
25	10:02	10:17	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
26	10:05	10:20	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
27	10:09	10:24	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
7,083	16	1.56	16	1.57	14.15	1.54	422.50	23.10	79.80	24.70	1	24	1	0
11,677	34	1.90	1	1.91	16.96	1.91	420.00	22.25	83.20	22.40	2	21.85	1	4
5,143	6	2.31	4	2.32	20.17	2.30	417.50	21.15	82.02	23	2	19.70	2	13
7,564	7	2.80	1	2.81	23.72	2.79	415.00	17.65	76.13	18.25	2	17.85	2	18
4,109	2	3.38	3	3.40	27.54	3.38	412.50	16.35	72.83	16.40	2	16	1	67
4,344	2	4.06	1	4.08	31.93	4.07	410.00	14.35	68.82	14.55	5	14.15	2	144
2,152	3	4.84	3	4.89	36.20	4.86	407.50	12.65	64.13	12.65	1	12.50	1	213
2,100	4	5.77	3	5.82	40.96	5.80	405.00	11	58.89	11.10	2	10.95	2	593
1,849	1	6.83	2	6.88	44.93	6.78	402.50	9.58	54.24	9.61	2	9.53	2	1,808
1,273	3	8.02	3	8.11	50.94	8.05	400.00	8.28	49.28	8.28	2	8.23	1	1,574
768	2	9.36	2	9.46	54.55	9.21	397.50	7.11	44.08	7.12	1	7.09	1	1,299
180	2	10.65	2	11.05	59.81	10.60	395.00	6.10	39.38	6.14	2	6.08	1	2,021
41	2	12.10	2	12.80	66.36	13	392.50	5.30	34.54	5.25	1	5.22	1	1,950
65	2	13.90	2	14.45	69.62	14.20	390.00	4.49	30.02	4.50	1	4.47	2	2,722
26	2	15.80	2	16.20	74.18	16.30	387.50	3.85	25.68	3.84	2	3.82	3	3,592
98	2	17.80	2	18.15	77.72	17.75	385.00	3.28	21.56	3.28	8	3.27	6	7,190
15	2	19.30	2	22.15	80.96	19.40	382.50	2.82	18.01	2.81	3	2.80	6	7,578
4	2	21.40	4	22.90	84.92	22.25	380.00	2.41	14.82	2.42	8	2.41	7	13,807
0	1	23.95	1	24.60	92.15	28.75	377.50	2.08	11.99	2.09	13	2.07	16	8,614

📌 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.

📊 (⏱️ 06-23 10:28) 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	401.05	400.3	402.6	397.75	113,408	401.5	0.12	1.08	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	401.35	403.3	398.7	196	402.95	0.89	2.49	3001.93	118

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.3	401.5	0.12	1.08	-1.2	+0.96
📙 Next Month	401.35	402.95	0.89	2.49	-1.6	+1.60

📉 KOSPI200 Futures Price Movement Visualization (Total: 49 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:28, total 49 points) — **As of 06-23 10:28**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:28

📌 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: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 12 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
3	09:04	09:19	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
4	09:06	09:21	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
5	09:07	09:22	Now: 11 signals / Last 3 windows total: 34	🔥 Fast Market
6	09:08	09:23	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:10	09:25	Now: 12 signals / Last 3 windows total: 34	🔥 Fast Market
8	09:11	09:26	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
9	09:12	09:27	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
12	09:16	09:31	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
13	09:18	09:33	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market 🚀
15	09:23	09:38	Now: 10 signals / Last 3 windows total: 33	🔥 Fast Market
16	09:25	09:40	Now: 10 signals / Last 3 windows total: 32	🔥 Fast Market
17	09:26	09:41	Now: 10 signals / Last 3 windows total: 30	🔥 Fast Market
18	09:31	09:46	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:32	09:47	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
20	09:37	09:52	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	09:38	09:53	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
22	09:40	09:55	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
23	10:00	10:15	Now: 1 signals / Last 3 windows total: 15	⚖️ Neutral Market
24	10:01	10:16	Now: 2 signals / Last 3 windows total: 10	⚖️ Neutral Market
25	10:02	10:17	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
26	10:05	10:20	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
27	10:09	10:24	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
28	10:12	10:27	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
29	10:13	10:28	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
7,163	24	1.58	16	1.60	14.05	1.59	422.50	23.10	79.80	24.50	1	23.65	1	0
11,925	17	1.93	15	1.95	16.86	1.94	420.00	22.25	83.20	22.15	1	21.50	2	4
5,271	9	2.34	5	2.36	20.09	2.37	417.50	21.15	82.02	23	2	19.60	2	13
7,808	3	2.84	2	2.85	23.63	2.86	415.00	17.65	76.13	18.05	2	17.55	2	18
4,279	2	3.41	2	3.44	27.44	3.42	412.50	16	72.11	16.10	2	15.65	2	68
4,375	4	4.10	2	4.14	31.69	4.15	410.00	13.95	68.06	14.60	2	13.85	2	147
2,162	1	4.90	4	4.97	36.09	4.91	407.50	12.45	63.70	12.60	4	12.45	3	218
2,122	1	5.84	2	5.89	40.78	5.90	405.00	10.90	59.18	11	1	10.90	2	607
1,866	1	6.89	3	6.95	45.64	6.91	402.50	9.55	54.36	9.56	1	9.50	2	1,823
1,314	1	8.10	2	8.18	51.06	8.30	400.00	8.17	49.36	8.27	3	8.17	3	1,596
776	1	9.43	1	9.51	55.66	9.48	397.50	7.08	44.60	7.11	3	7.05	2	1,310
180	2	10.75	2	11.35	59.81	10.60	395.00	6.06	39.42	6.10	3	6.06	1	2,059
41	2	12.30	2	12.90	66.36	13	392.50	5.23	34.71	5.24	1	5.19	1	1,973
65	2	14.10	2	14.65	69.62	14.20	390.00	4.48	30.12	4.50	2	4.47	1	2,763
26	2	16	2	16.50	74.18	16.30	387.50	3.78	25.74	3.83	4	3.80	1	3,615
98	1	18.05	2	18.35	77.72	17.75	385.00	3.27	21.81	3.28	5	3.26	6	7,450
15	2	19.30	2	22.15	80.96	19.40	382.50	2.80	18.17	2.80	2	2.79	7	7,738
4	2	21.40	2	22.90	84.92	22.25	380.00	2.41	14.92	2.41	3	2.40	8	14,001
0	1	24.15	1	24.85	92.15	28.75	377.50	2.08	12.07	2.09	5	2.07	11	8,704

📌 Notes on Option Price Data:

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

📊 (⏱️ 06-23 10:30) KOSPI200 Futures Price Fluctuation (0.1%) — Live Auto-Trading Strategy Status

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	401.05	400.75	402.6	397.75	114,283	401.59	0.24	1.08	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	401.35	403.3	398.7	196	402.95	0.89	2.49	3001.93	118

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	400.75	401.59	0.24	1.08	-0.84	+0.84
📙 Next Month	401.35	402.95	0.89	2.49	-1.6	+1.60

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 10:30, total 50 points) — **As of 06-23 10:30**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 10:30

📌 Chart Interpretation:

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

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

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
7,198	4	1.63	11	1.64	14.32	1.63	422.50	23.10	79.80	24.40	1	23.65	1	0
11,990	15	1.98	17	2	16.97	1.99	420.00	22.25	83.20	22.10	2	21.70	1	4
5,318	8	2.40	8	2.42	20.33	2.41	417.50	21.15	82.02	23	2	19.50	2	13
7,878	6	2.91	3	2.92	23.87	2.92	415.00	17.65	76.13	17.95	2	17.45	2	18
4,294	3	3.51	3	3.53	27.62	3.51	412.50	16	72.11	16	2	15.55	2	68
4,388	3	4.21	1	4.23	31.80	4.19	410.00	14.20	68.55	14.30	3	13.95	1	148
2,165	3	5.02	2	5.06	36.30	4.99	407.50	12.35	63.55	12.40	2	12.25	4	220
2,126	1	5.97	1	6	41.17	5.88	405.00	10.95	58.83	10.80	2	10.70	3	610
1,867	1	7.04	1	7.09	45.68	6.90	402.50	9.50	54.14	9.40	1	9.32	2	1,825
1,319	2	8.25	1	8.31	50.82	8.28	400.00	8.14	49.20	8.12	2	8.05	4	1,599
778	2	9.62	2	9.68	55.82	9.52	397.50	6.95	43.97	6.97	1	6.92	2	1,314
180	2	10.85	2	11.35	59.81	10.60	395.00	5.96	39.06	5.97	2	5.94	2	2,077
41	2	12.40	2	12.90	66.36	13	392.50	5.23	34.71	5.13	2	5.10	1	1,973
66	2	14.20	2	14.80	70.03	14.40	390.00	4.37	29.97	4.38	4	4.36	1	2,775
26	2	16.10	2	16.60	74.18	16.30	387.50	3.74	25.63	3.74	2	3.72	2	3,621
98	2	18.10	2	18.45	77.72	17.75	385.00	3.20	21.52	3.20	2	3.19	4	7,524
15	2	19.30	2	22.15	80.96	19.40	382.50	2.74	18.05	2.75	9	2.73	6	7,780
4	2	21.40	2	22.90	84.92	22.25	380.00	2.36	14.69	2.37	12	2.35	17	14,083
0	1	24.25	1	24.95	92.15	28.75	377.50	2.03	11.87	2.04	9	2.02	16	8,714

📌 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.

🧮 (⏱️ 06-23 10:40) Delta-Based Center Strike Identification Algorithm

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
9,380	29	1.51	21	1.53	13.31	1.52	425.00	22	82.96	26.20	1	25.15	1	0
7,750	2	1.84	18	1.85	15.88	1.85	422.50	23.10	79.80	23.20	1	22.50	1	0
12,954	8	2.23	3	2.24	18.88	2.25	420.00	20.85	81.53	22.25	2	20.35	2	6
5,773	3	2.69	6	2.70	22.33	2.70	417.50	21.15	82.02	18.95	2	18.50	2	13
9,081	5	3.24	2	3.25	26.08	3.25	415.00	16.65	74.15	17	2	16.55	2	21
4,510	7	3.88	2	3.90	30.26	3.90	412.50	16	72.11	15.10	3	14.70	2	68
4,618	2	4.64	3	4.67	34.63	4.66	410.00	13.25	65.56	13.30	2	12.95	2	158
2,317	4	5.52	2	5.56	39.08	5.56	407.50	11.60	61.13	11.70	7	11.35	6	233
2,241	1	6.54	2	6.58	43.97	6.57	405.00	10.05	56.64	10	4	9.91	2	651
1,956	2	7.67	3	7.74	48.98	7.71	402.50	8.60	51.28	8.67	2	8.56	1	1,897
1,398	2	8.96	1	9.04	53.74	9	400.00	7.40	46.32	7.42	1	7.36	2	1,711
793	1	10.40	3	10.70	58.83	10.45	397.50	6.35	41.38	6.37	2	6.31	1	1,410
183	2	11.65	1	12.10	63.54	11.95	395.00	5.41	36.48	5.42	3	5.40	1	2,194
45	2	13.40	2	13.90	67.55	13.45	392.50	4.64	31.90	4.65	2	4.61	1	2,151
70	2	15.45	2	15.65	71.46	15.10	390.00	3.93	27.38	3.95	3	3.92	2	2,942
27	2	17.15	2	17.70	75.66	17	387.50	3.36	23.31	3.36	4	3.34	5	4,024
100	2	19.15	2	19.60	79.05	18.50	385.00	2.86	19.41	2.86	2	2.85	9	8,155
15	3	19.85	2	22.90	80.96	19.40	382.50	2.45	16.13	2.45	4	2.44	7	8,320
6	1	23.45	1	23.95	86.68	23.35	380.00	2.10	13.15	2.10	4	2.09	15	14,824

📌 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.

📊 (⏱️ 06-23 11:10) 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	401.05	403.0	403.0	397.75	142,265	404.03	0.06	1.09	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	403.55	403.6	398.7	265	405.32	0.75	2.52	3001.93	118

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	403.0	404.03	0.06	1.09	-1.03	+1.03
📙 Next Month	403.55	405.32	0.75	2.52	-1.77	+1.77

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 11:10, total 55 points) — **As of 06-23 11:10**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 11:10

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

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
11,053	25	1.58	20	1.60	14.15	1.59	425.00	22	82.96	24.70	1	23.80	1	0
8,898	16	1.92	18	1.94	16.99	1.92	422.50	23.10	79.80	22.50	1	21.75	1	0
14,487	8	2.33	13	2.35	20.21	2.33	420.00	20.85	81.53	22.25	2	19.70	2	6
6,925	7	2.82	10	2.84	23.65	2.83	417.50	18.45	77.40	18.35	2	17.60	2	14
10,799	12	3.40	5	3.42	27.50	3.41	415.00	16.55	74.01	16.45	2	15.80	2	24
5,104	3	4.07	11	4.10	31.70	4.09	412.50	14.95	69.89	14.55	2	14.10	2	73
5,367	3	4.86	11	4.90	36.15	4.89	410.00	12.55	64.47	12.75	2	12.45	2	194
2,653	3	5.79	13	5.83	40.45	5.79	407.50	10.95	59.59	10.95	2	10.85	1	296
2,748	1	6.85	2	6.88	45.53	6.86	405.00	9.49	54.73	9.52	1	9.45	2	936
2,123	4	8.03	1	8.09	50.45	8.05	402.50	8.19	49.85	8.19	3	8.15	3	2,066
1,561	2	9.36	1	9.46	55.30	9.35	400.00	7.04	44.86	7.06	1	7.01	2	1,944
862	3	10.85	2	10.95	60.26	10.85	397.50	6.04	39.95	6.04	3	6	1	1,690
184	2	12.05	2	12.60	63.86	12.35	395.00	5.12	34.84	5.16	3	5.11	2	2,486
48	2	13.95	2	14.35	68.49	14	392.50	4.39	30.59	4.40	4	4.37	1	2,371
81	2	16	2	16.25	73.72	15.90	390.00	3.73	25.96	3.74	2	3.73	1	3,697
28	2	17.70	2	18.35	76.97	17.80	387.50	3.19	21.97	3.19	1	3.18	2	4,879
101	2	19.65	2	20.35	80.25	19.25	385.00	2.73	18.36	2.73	5	2.72	3	9,134
15	2	20.30	2	22.90	80.96	19.40	382.50	2.34	15.10	2.34	9	2.33	5	9,666
7	1	24	1	24.60	86.82	23.55	380.00	2.01	12.23	2.01	5	2	38	16,294

📌 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.

📊 (⏱️ 06-23 11:12) 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	401.05	402.5	403.1	397.75	143,852	403.82	0.23	1.09	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	403.45	403.85	398.7	273	405.23	0.74	2.52	3001.93	118

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	402.5	403.82	0.23	1.09	-1.32	+0.86
📙 Next Month	403.45	405.23	0.74	2.52	-1.78	+1.78

📈 KOSPI200 Futures Price Movement Visualization (Total: 56 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 11:12, total 56 points) — **As of 06-23 11:12**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 11:12

📌 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 402.5, 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: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 12 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
3	09:04	09:19	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
4	09:06	09:21	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
5	09:07	09:22	Now: 11 signals / Last 3 windows total: 34	🔥 Fast Market
6	09:08	09:23	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:10	09:25	Now: 12 signals / Last 3 windows total: 34	🔥 Fast Market
8	09:11	09:26	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
9	09:12	09:27	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
12	09:16	09:31	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
13	09:18	09:33	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market 🚀
15	09:23	09:38	Now: 10 signals / Last 3 windows total: 33	🔥 Fast Market
16	09:25	09:40	Now: 10 signals / Last 3 windows total: 32	🔥 Fast Market
17	09:26	09:41	Now: 10 signals / Last 3 windows total: 30	🔥 Fast Market
18	09:31	09:46	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:32	09:47	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
20	09:37	09:52	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	09:38	09:53	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
22	09:40	09:55	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
23	10:00	10:15	Now: 1 signals / Last 3 windows total: 15	⚖️ Neutral Market
24	10:01	10:16	Now: 2 signals / Last 3 windows total: 10	⚖️ Neutral Market
25	10:02	10:17	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
26	10:05	10:20	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
27	10:09	10:24	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
28	10:12	10:27	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
29	10:13	10:28	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	10:15	10:30	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
31	10:18	10:33	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
32	10:20	10:35	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
33	10:24	10:39	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
34	10:45	11:00	Now: 1 signals / Last 3 windows total: 15	⚖️ Neutral Market
35	10:55	11:10	Now: 2 signals / Last 3 windows total: 10	⚖️ Neutral Market
36	10:57	11:12	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
11,194	29	1.53	23	1.55	14.10	1.54	425.00	22	82.96	24.70	1	23.90	1	0
9,023	3	1.87	9	1.88	16.92	1.88	422.50	23.10	79.80	22.50	1	21.75	1	0
14,690	3	2.27	3	2.28	19.92	2.27	420.00	20.85	81.53	22.25	2	19.65	2	6
7,012	5	2.74	3	2.76	23.54	2.77	417.50	18.45	77.40	18.25	2	17.85	3	14
10,933	3	3.30	2	3.32	27.25	3.31	415.00	16.55	74.01	16.35	2	16	2	24
5,138	3	3.97	2	4.01	31.58	3.99	412.50	14.95	69.89	14.65	2	13.95	2	73
5,433	2	4.75	3	4.78	36.02	4.77	410.00	12.75	63.98	12.95	1	12.45	2	199
2,691	2	5.66	2	5.70	40.68	5.67	407.50	11.15	59.32	11.20	3	11.05	1	300
2,774	1	6.69	1	6.75	45.53	6.74	405.00	9.70	54.69	9.75	3	9.62	3	973
2,133	1	7.87	1	7.95	50.45	8.06	402.50	8.22	49.81	8.39	1	8.35	1	2,074
1,566	2	9.14	1	9.25	55.38	9.20	400.00	7.19	44.62	7.21	1	7.17	2	1,959
885	1	10.65	1	10.75	60.30	10.75	397.50	6.05	39.95	6.19	1	6.14	2	1,702
184	2	12.15	2	12.70	63.86	12.35	395.00	5.21	34.75	5.29	3	5.25	2	2,505
48	2	13.85	2	14.45	68.49	14	392.50	4.50	30.37	4.53	2	4.48	3	2,394
86	1	15.75	2	16.15	73.94	15.85	390.00	3.84	26.06	3.86	2	3.84	3	3,748
29	2	17.70	2	18.15	77.95	18	387.50	3.26	22.09	3.30	7	3.28	3	4,929
101	2	19.70	2	20.35	80.25	19.25	385.00	2.82	18.57	2.82	5	2.81	6	9,220
15	2	20.30	2	22.90	80.96	19.40	382.50	2.40	15.16	2.42	7	2.41	4	9,790
8	1	23.90	1	24.60	87.67	24.20	380.00	2.08	12.40	2.08	2	2.07	14	16,439

📌 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.

📊 (⏱️ 06-23 11:19) 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	401.05	402.95	403.1	397.75	145,850	403.94	0.1	1.09	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	403.5	403.85	398.7	274	405.16	0.86	2.52	3001.93	118

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	402.95	403.94	0.1	1.09	-0.99	+0.99
📙 Next Month	403.5	405.16	0.86	2.52	-1.66	+1.66

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 11:19, total 57 points) — **As of 06-23 11:19**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 11:19

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 402.95, and the threshold movement size is 0.1%.

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

No	Start Time	End Time	Signal Count	Market Status
0	09:00	09:15	Now: 12 signals / Last 1 windows total: 12 (Insufficient Data)	⚖️ Neutral Market
1	09:01	09:16	Now: 12 signals / Last 2 windows total: 24 (Insufficient Data)	⚖️ Neutral Market
2	09:02	09:17	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
3	09:04	09:19	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
4	09:06	09:21	Now: 11 signals / Last 3 windows total: 36	🔥 Fast Market
5	09:07	09:22	Now: 11 signals / Last 3 windows total: 34	🔥 Fast Market
6	09:08	09:23	Now: 11 signals / Last 3 windows total: 33	🔥 Fast Market
7	09:10	09:25	Now: 12 signals / Last 3 windows total: 34	🔥 Fast Market
8	09:11	09:26	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market
9	09:12	09:27	Now: 12 signals / Last 3 windows total: 36	🔥 Fast Market
10	09:13	09:28	Now: 13 signals / Last 3 windows total: 37	🔥 Fast Market
11	09:15	09:30	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
12	09:16	09:31	Now: 12 signals / Last 3 windows total: 37	🔥 Fast Market
13	09:18	09:33	Now: 11 signals / Last 3 windows total: 35	🔥 Fast Market
14	09:19	09:34	Now: 12 signals / Last 3 windows total: 35	🔥 Fast Market 🚀
15	09:23	09:38	Now: 10 signals / Last 3 windows total: 33	🔥 Fast Market
16	09:25	09:40	Now: 10 signals / Last 3 windows total: 32	🔥 Fast Market
17	09:26	09:41	Now: 10 signals / Last 3 windows total: 30	🔥 Fast Market
18	09:31	09:46	Now: 7 signals / Last 3 windows total: 27	🔥 Fast Market
19	09:32	09:47	Now: 7 signals / Last 3 windows total: 24	🔥 Fast Market
20	09:37	09:52	Now: 6 signals / Last 3 windows total: 20	⚖️ Neutral Market
21	09:38	09:53	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
22	09:40	09:55	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
23	10:00	10:15	Now: 1 signals / Last 3 windows total: 15	⚖️ Neutral Market
24	10:01	10:16	Now: 2 signals / Last 3 windows total: 10	⚖️ Neutral Market
25	10:02	10:17	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
26	10:05	10:20	Now: 4 signals / Last 3 windows total: 9	🧊 Slow Market
27	10:09	10:24	Now: 5 signals / Last 3 windows total: 12	⚖️ Neutral Market
28	10:12	10:27	Now: 6 signals / Last 3 windows total: 15	⚖️ Neutral Market
29	10:13	10:28	Now: 7 signals / Last 3 windows total: 18	⚖️ Neutral Market
30	10:15	10:30	Now: 8 signals / Last 3 windows total: 21	⚖️ Neutral Market
31	10:18	10:33	Now: 6 signals / Last 3 windows total: 21	⚖️ Neutral Market
32	10:20	10:35	Now: 7 signals / Last 3 windows total: 21	⚖️ Neutral Market
33	10:24	10:39	Now: 7 signals / Last 3 windows total: 20	⚖️ Neutral Market
34	10:45	11:00	Now: 1 signals / Last 3 windows total: 15	⚖️ Neutral Market
35	10:55	11:10	Now: 2 signals / Last 3 windows total: 10	⚖️ Neutral Market
36	10:57	11:12	Now: 3 signals / Last 3 windows total: 6	🧊 Slow Market
37	11:04	11:19	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
11,321	20	1.60	33	1.61	14.12	1.60	425.00	22	82.96	24.60	1	24	1	0
9,158	9	1.93	32	1.95	16.94	1.92	422.50	23.10	79.80	22.50	1	21.85	1	0
14,836	7	2.35	17	2.37	20.07	2.36	420.00	20.85	81.53	22.25	2	19.65	2	6
7,096	3	2.83	4	2.85	23.68	2.84	417.50	18.45	77.40	18.20	2	17.75	2	14
11,093	2	3.41	2	3.43	27.45	3.43	415.00	16.20	72.75	16.25	2	15.75	2	25
5,159	2	4.09	8	4.12	31.62	4.11	412.50	14.95	69.89	14.55	2	13.95	2	73
5,461	2	4.89	16	4.92	36.15	4.90	410.00	12.75	63.98	12.80	2	12.45	2	199
2,731	5	5.79	11	5.85	40.83	5.80	407.50	11.15	59.53	11.05	1	10.90	1	305
2,818	1	6.87	4	6.92	45.55	6.89	405.00	9.49	54.45	9.57	4	9.48	2	1,005
2,146	2	8.05	1	8.11	50.47	8.09	402.50	8.24	49.41	8.26	3	8.18	3	2,078
1,570	2	9.37	1	9.48	55.38	9.33	400.00	7.05	44.48	7.08	1	7.02	1	2,000
891	1	10.80	1	10.95	60.22	10.80	397.50	6.09	39.88	6.05	2	6.01	6	1,711
184	2	12.25	2	12.60	63.86	12.35	395.00	5.16	34.82	5.19	2	5.14	2	2,521
48	2	13.95	2	14.35	68.49	14	392.50	4.42	30.26	4.43	2	4.39	2	2,420
89	2	15.90	2	16.35	73.70	15.85	390.00	3.77	25.96	3.78	2	3.75	7	3,785
29	2	17.80	2	18.25	77.95	18	387.50	3.24	21.87	3.22	3	3.21	2	4,965
102	2	19.55	1	20.15	81.44	19.95	385.00	2.75	18.41	2.76	6	2.74	9	9,324
15	2	20.30	2	22.90	80.96	19.40	382.50	2.36	15.09	2.37	9	2.35	16	9,876
8	1	23.95	1	24.50	87.67	24.20	380.00	2.04	12.30	2.04	15	2.02	22	16,538

📌 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.

📊 (⏱️ 06-23 11:28) 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	401.05	402.95	403.1	397.75	150,159	403.91	0.13	1.09	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	403.6	403.85	398.7	278	405.46	0.66	2.52	3001.93	118

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	402.95	403.91	0.13	1.09	-0.96	+0.96
📙 Next Month	403.6	405.46	0.66	2.52	-1.86	+1.86

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 11:28, total 59 points) — **As of 06-23 11:28**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 11:28

📌 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)

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 402.95, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
11,588	28	1.58	1	1.59	14.05	1.59	425.00	22	82.96	24.70	1	24	1	0
9,429	17	1.92	15	1.94	16.62	1.92	422.50	23.10	79.80	22.50	1	21.85	1	0
15,140	4	2.34	2	2.35	19.81	2.34	420.00	20.85	81.53	22.25	2	19.65	2	6
7,236	4	2.82	7	2.84	23.25	2.80	417.50	18.45	77.40	18.25	2	17.75	2	14
11,473	3	3.40	4	3.42	27.40	3.41	415.00	16.20	72.75	16.30	2	15.90	2	25
5,207	2	4.07	3	4.11	31.03	4.05	412.50	14.95	69.89	14.55	2	14.15	2	73
5,593	1	4.89	4	4.91	35.68	4.89	410.00	12.75	63.98	12.80	2	12.45	3	199
2,805	2	5.79	2	5.83	40.50	5.77	407.50	10.95	59.67	11.05	1	10.90	1	309
2,905	1	6.85	1	6.89	45.43	6.87	405.00	9.51	54.85	9.56	2	9.46	3	1,057
2,182	2	8.03	2	8.09	50.03	7.99	402.50	8.22	49.75	8.26	1	8.17	3	2,090
1,593	1	9.37	2	9.47	54.24	9.10	400.00	7.04	44.64	7.11	3	7.03	1	2,031
903	4	10.70	2	10.95	60.20	10.90	397.50	6.04	40.07	6.05	1	6.02	1	1,761
186	2	12.15	2	13	64.14	12.20	395.00	5.15	34.97	5.17	2	5.15	1	2,587
51	2	13.95	2	14.35	69.58	14.20	392.50	4.40	30.45	4.43	2	4.39	3	2,491
95	1	16	2	16.25	73.21	15.75	390.00	3.80	26.58	3.78	2	3.75	1	3,869
29	2	17.70	2	18.25	77.95	18	387.50	3.23	22.55	3.22	6	3.20	5	5,045
103	2	19.65	2	20.45	81.75	20.15	385.00	2.75	18.45	2.76	5	2.74	6	9,520
15	2	20.30	2	22.90	80.96	19.40	382.50	2.36	15.33	2.36	4	2.35	8	9,994
9	2	23.90	1	24.60	87.38	24.20	380.00	2.03	12.31	2.04	12	2.03	4	16,901

📌 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.

📊 (⏱️ 06-23 12:41) 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	401.05	403.4	403.4	397.75	177,593	404.41	0.09	1.1	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	404.1	404.1	398.7	330	405.75	0.87	2.52	3001.93	118

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	403.4	404.41	0.09	1.1	-1.01	+1.01
📙 Next Month	404.1	405.75	0.87	2.52	-1.65	+1.65

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

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 12:41, total 68 points) — **As of 06-23 12:41**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 12:41

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

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
13,659	17	1.55	10	1.56	14.77	1.55	425.00	22	82.96	24.15	1	23.55	1	0
10,832	11	1.89	6	1.90	17.65	1.89	422.50	23.10	79.80	21.95	1	21.40	1	0
18,536	4	2.31	9	2.32	20.89	2.31	420.00	20.85	81.53	23.75	2	19.35	2	6
8,442	3	2.80	2	2.81	24.19	2.81	417.50	18.45	77.40	17.75	2	17.35	2	14
13,729	3	3.38	9	3.40	28.22	3.39	415.00	15.60	71.91	15.85	2	15.35	2	26
5,925	6	4.06	25	4.10	32.29	4.09	412.50	14.80	69.54	14.05	2	13.40	2	77
6,431	2	4.88	2	4.91	36.91	4.89	410.00	12.10	63.24	12.15	2	12	2	213
3,292	2	5.82	14	5.85	41.45	5.84	407.50	10.50	58.41	10.60	3	10.45	1	419
3,712	2	6.88	1	6.95	46.29	6.91	405.00	9.15	53.33	9.14	1	9.08	1	1,476
2,354	2	8.09	1	8.16	51.46	8.09	402.50	7.86	48.78	7.89	3	7.83	1	2,419
1,950	2	9.45	2	9.56	56.17	9.51	400.00	6.73	43.83	6.75	1	6.69	1	2,295
1,229	3	10.85	2	11.05	59.99	10.70	397.50	5.73	38.96	5.78	6	5.72	2	2,026
224	2	12.50	2	12.80	65.85	12.60	395.00	4.80	33.87	4.90	3	4.86	5	2,960
61	2	14.15	2	14.50	68.49	13.50	392.50	4.16	29.69	4.18	1	4.16	1	2,660
131	2	16.05	2	16.50	73.94	16.10	390.00	3.54	25.40	3.56	4	3.54	3	4,760
36	2	18	2	18.50	77.67	17.95	387.50	3.01	21.49	3.03	6	3.02	1	6,073
114	2	19.85	2	20.70	80.77	19.55	385.00	2.59	17.81	2.59	8	2.58	6	11,180
15	1	22.05	1	22.70	80.96	19.40	382.50	2.22	14.62	2.22	6	2.21	9	11,862
15	1	24.40	2	25	86.69	23.35	380.00	1.91	11.82	1.92	14	1.90	42	19,278

📌 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.

🧮 (⏱️ 06-23 14:17) Delta-Based Center Strike Identification Algorithm

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
956	28	1.40	22	1.42	9.94	1.21	427.50	24.65	85.76	28.40	2	27.50	1	0
16,457	22	1.71	13	1.73	15.93	1.72	425.00	22	82.96	22.90	1	22.25	1	0
12,879	7	2.09	7	2.11	18.93	2.11	422.50	23.10	79.80	21.20	2	19.95	2	0
22,386	4	2.55	7	2.56	22.44	2.55	420.00	19.60	79.53	18.60	2	18.25	2	9
10,039	2	3.08	6	3.10	25.99	3.09	417.50	17.25	75.16	16.65	2	16.25	2	15
16,644	5	3.71	3	3.73	30.09	3.72	415.00	14.65	69.79	14.70	1	14.20	3	48
6,515	2	4.45	4	4.48	34.55	4.46	412.50	13.60	67.51	13.05	2	12.40	3	78
7,386	2	5.31	3	5.36	39.12	5.34	410.00	11.15	60.99	11.55	2	11.15	2	275
3,699	1	6.31	1	6.35	43.88	6.33	407.50	9.76	56.08	9.81	1	9.72	2	824
4,383	2	7.44	3	7.53	48.76	7.47	405.00	8.41	51.20	8.46	3	8.39	1	1,956
2,556	2	8.72	1	8.81	53.73	8.76	402.50	7.21	46.31	7.24	1	7.18	1	2,681
2,216	2	10.15	1	10.25	58.60	10.20	400.00	6.12	41.40	6.17	1	6.12	2	2,648
1,305	3	11.70	3	12.05	63.38	11.90	397.50	5.16	36.94	5.25	2	5.20	3	2,331
242	2	13.25	2	13.75	67.96	13.60	395.00	4.43	31.97	4.44	2	4.37	6	3,408
80	2	15.20	2	15.55	71.94	15.15	392.50	3.76	27.58	3.77	2	3.74	2	3,137
143	2	17.10	2	17.75	76.24	17.15	390.00	3.18	23.48	3.19	3	3.17	2	6,002
37	2	19.10	2	19.55	79.44	18.70	387.50	2.69	19.70	2.71	5	2.69	4	7,177
114	1	21.20	1	21.80	80.77	19.55	385.00	2.30	16.34	2.30	9	2.29	3	14,227
16	1	23.25	1	23.90	85.24	22.40	382.50	1.96	13.33	1.96	3	1.95	11	13,494

📌 Notes on Option Price Data:

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

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

🔚 Liquidation Time: Positions automatically closed just before market close

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

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

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

Type	Code	Name	Open	Close	High	Low	Volume	Theoretical	Market Basis	Theorist Basis	KOSPI Eqv.	DTE
📘 Current Month	101W9000	F 202509	401.05	404.55	405.5	397.75	256,095	405.42	0.23	1.1	2995.22	58
📙 Next Month	101WC000	F 202512	401.95	405.2	406.25	398.7	441	406.86	0.88	2.54	3001.93	118

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

Contract	Live Price	Theoretical Price	Market Basis	Theorist Basis	Actual Basis	Basis Gap
📘 Current Month	404.55	405.42	0.23	1.1	-0.87	+0.87
📙 Next Month	405.2	406.86	0.88	2.54	-1.66	+1.66

📈 KOSPI200 Futures Price Movement Visualization (Total: 79 events)

Event-driven time series chart of KOSPI200 futures price movements (08:45 ~ 15:18, total 79 points) — **As of 06-23 16:00**, visualization of KOSPI200 futures price changes based on significant market events
⏱️ Time Interval: 08:45 to 15:18

📌 Chart Interpretation:

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

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

This section evaluates the market speed and volatility of KOSPI200 futures
based on the number of price movement signals detected in the most recent 15 minutes.
As of now, the futures price is 404.55, and the threshold movement size is 0.1%.

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

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

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

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

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

📈 Call Options							Strike	📉 Put Options
Volume	Bid Vol	Bid	Ask Vol	Ask	Delta	Last Price	Strike	Last Price	Delta	Ask	Ask Vol	Bid	Bid Vol	Volume
14,209	3	1.28	1	1.33	13.15	1.30	427.50	24.65	85.76	25.70	2	23.60	2	0
18,927	7	1.56	1	1.63	15.82	1.60	425.00	22	82.96	23.50	2	21.50	2	0
15,483	4	2.06	1	2.08	18.83	2.06	422.50	23.10	79.80	21.30	2	1.79	1	0
27,105	1	2.48	1	2.49	22.20	2.48	420.00	18.15	77.22	19.25	2	0.31	71	20
11,728	2	2.87	85	2.93	25.91	2.93	417.50	16.20	74.09	16.50	1	0.84	5	23
18,849	4	3.50	4	3.60	29.94	3.51	415.00	14.25	69.39	15.35	2	1.76	2	72
7,044	1	4.24	29	4.34	34.26	4.30	412.50	12.70	65.74	13.70	2	12.70	1	83
8,147	1	5.13	1	5.16	38.82	5.14	410.00	11.10	61.18	12	1	1.46	2	477
4,096	1	6.07	1	6.18	43.57	6.18	407.50	9.70	56.43	9.74	1	9.19	1	1,198
5,361	1	7.30	3	7.33	48.45	7.33	405.00	8.30	51.55	8.31	1	7.95	3	3,020
2,643	1	7.17	2	9.36	53.38	8.62	402.50	7.09	46.62	7.10	9	6.40	1	2,942
2,369	1	9.98	2	10.10	58.29	10.05	400.00	6.08	41.71	6.11	1	6.07	1	3,048
1,379	1	11.60	2	12.65	63.10	11.60	397.50	5.17	36.90	5.17	1	4.95	1	2,682
282	2	13.30	2	14.35	67.74	13.30	395.00	4.32	32.26	4.33	5	4.31	1	4,074
104	2	14.35	1	15.15	72.15	15.15	392.50	3.75	27.85	3.76	2	3.75	6	3,849
316	2	17	8	20	76.27	17.10	390.00	3.09	23.73	3.09	5	3.05	1	7,072
45	1	18.90	0	0	80.79	19.50	387.50	2.61	19.95	2.61	5	2.50	3	8,467
123	2	20.25	2	22.25	83.47	21.15	385.00	2.20	16.53	2.20	44	2.15	6	17,188
16	2	22.40	2	24.40	85.24	22.40	382.50	1.86	13.50	1.90	1	1.85	2	15,411

📌 Notes on Option Price Data:

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