{ "schemaVersion": "kospimonitor.market-signal-summary.v1", "runId": "20261103", "dataDate": "2026-11-02", "generatedAtKst": "2026-11-03T08:30:00+09:00", "status": "partial", "regime": { "bear": { "stage": 2, "previousStage": 2, "stageSource": "historical_carry", "displayRuleVersion": "legacy-v1", "confirmedStage": null, "candidateStage": null, "requiresReconfirmation": true }, "bull": { "stage": 1, "previousStage": 1, "stageSource": "historical_carry", "displayRuleVersion": "legacy-v1", "confirmedStage": null, "candidateStage": null, "requiresReconfirmation": true }, "previousDataDate": "2026-10-30", "stageChange": false, "currentRead": "Bear 2 (이전 판정 보존·재확인 대기) / Bull 1 (이전 판정 보존·재확인 대기)", "ruleVersion": "kospi-bull-bear.v2" }, "market": { "kospi": { "close": 5859.08, "changePct": 2.239501, "changeProvenance": { "sourceDate": "2026-11-02", "previousDate": "2026-10-30", "currentClose": 5859.08, "previousClose": 5730.74, "skippedClosedDates": [ "2026-10-31", "2026-11-01" ], "calendarValidated": true, "definition": "consecutive-trading-session-close-to-close-percent", "source": "verified-delivery-reports", "reports": [ { "dataDate": "2026-10-30", "sha256": "a41fce075a129132a2ca710ffb7e3c8f4cd1dea36edb9b38efea8ccb72855466" }, { "dataDate": "2026-11-02", "sha256": "d762c5678b3987b3892ec944b09ca33823559e19ad270e4f11afd32bfa1f6d33" } ] } }, "kospi200": { "close": 920.63, "changePct": 2.317233, "changeProvenance": { "sourceDate": "2026-11-02", "previousDate": "2026-10-30", "currentClose": 920.63, "previousClose": 899.78, "skippedClosedDates": [ "2026-10-31", "2026-11-01" ], "calendarValidated": true, "definition": "consecutive-trading-session-close-to-close-percent", "source": "verified-delivery-reports", "reports": [ { "dataDate": "2026-10-30", "sha256": "a41fce075a129132a2ca710ffb7e3c8f4cd1dea36edb9b38efea8ccb72855466" }, { "dataDate": "2026-11-02", "sha256": "d762c5678b3987b3892ec944b09ca33823559e19ad270e4f11afd32bfa1f6d33" } ] } }, "usdKrw": { "close": 1343.85, "asOf": "2026-11-02T15:30:00+09:00", "requestedAt": "2026-11-02T15:30:00+09:00", "source": "Toss Securities OpenAPI", "closeField": "midRate" }, "vkospi": { "close": 53.34, "sourceDate": "2026-11-02" }, "foreignKospiNetWon": -14838549784, "breadth": { "advancers": 653, "unchanged": 56, "decliners": 230 }, "kospiProgramNet": { "schemaVersion": "frs.daily-program.v1", "status": "ready", "tradingDate": "2026-11-02", "sourceDate": "2026-11-02", "asOf": "2026-11-02", "sourceTimestamp": null, "market": "KOSPI", "venue": "KRX", "period": "daily", "source": "KIS 프로그램매매 종합현황(일별)", "trId": "FHPPG04600001", "endpoint": "/uapi/domestic-stock/v1/quotations/comp-program-trade-daily", "requestParams": { "FID_COND_MRKT_DIV_CODE": "J", "FID_MRKT_CLS_CODE": "K", "FID_INPUT_DATE_1": "20261102", "FID_INPUT_DATE_2": "20261102" }, "sourceSha256": "16dfe8e6006bab70d13fb91e5980ef082daa8a9a294fc6f1e99a5541cfb39011", "sourceHashScope": "canonical-json-single-source-row", "sourceAmountUnit": "백만원", "sourceAmountToWon": 1000000, "amountUnit": "억원", "amountToEok": 0.01, "quantityUnit": "unverified", "unitEvidence": { "type": "official-linked-hts-screen", "description": "한투 공식 일별 API가 연결한 HTS 0460 일자별동향 화면의 백만원 표시에 근거", "urls": [ "https://github.com/koreainvestment/open-trading-api/blob/main/examples_llm/domestic_stock/comp_program_trade_daily/comp_program_trade_daily.py", "https://www.truefriend.com/plus_help/0460.html", "https://www.truefriend.com/plus_help/images/0460-01.gif" ] }, "aggregation": "direct-source-total", "rawAmounts": { "totals": { "buy": 5415006, "sell": 5338211, "net": 76795 }, "arbitrage": { "buy": 302630, "sell": 321285, "net": -18655 }, "nonArbitrage": { "buy": 5112376, "sell": 5016926, "net": 95450 } }, "totals": { "buyWon": 5415006000000, "buyEok": 54150.06, "sellWon": 5338211000000, "sellEok": 53382.11, "netWon": 76795000000, "netEok": 767.95 }, "arbitrage": { "buyWon": 302630000000, "buyEok": 3026.3, "sellWon": 321285000000, "sellEok": 3212.85, "netWon": -18655000000, "netEok": -186.55 }, "nonArbitrage": { "buyWon": 5112376000000, "buyEok": 51123.76, "sellWon": 5016926000000, "sellEok": 50169.26, "netWon": 95450000000, "netEok": 954.5 }, "validation": { "exactDate": true, "netBalance": true, "componentsBalance": true, "roundingToleranceMillionWon": 2 }, "receivedAt": "2026-11-03T08:21:47+09:00", "oneDay": 76795000000, "oneDayEok": 767.95, "unit": "KRW" } }, "kospi200Futures": { "close": 918.65, "basis": -1.98, "basisPct": -0.21507, "foreignNet": null, "openInterest": 152155, "nextMonthOpenInterest": 5815, "frontAndNextOpenInterest": 157970, "rollAdjustedOpenInterest": 157970, "openInterestChange": 2970, "rollAdjustedOpenInterestChange": 2967, "oiProvenance": { "sourceDate": "2026-11-02", "previousDate": "2026-10-30", "marketSession": "regular", "definition": "nearest-two-unexpired-regular-session-kospi200-futures-open-interest-sum", "contracts": [ { "contractRole": "front", "expiryCode": "202612", "expiryDate": "2026-12-10", "instrumentCode": "A016C000", "instrumentName": "코스피200 F 202612 (주간)", "openInterest": 152155 }, { "contractRole": "next", "expiryCode": "202703", "expiryDate": "2027-03-11", "instrumentCode": "A0173000", "instrumentName": "코스피200 F 202703 (주간)", "openInterest": 5815 } ], "sameRollBasket": true, "changeScope": "same-instrument", "rollChangeScope": "same-two-contract-basket", "reportSha256": "d762c5678b3987b3892ec944b09ca33823559e19ad270e4f11afd32bfa1f6d33" } }, "foreignSingleStockFutures": { "stocks": { "005930": { "name": "삼성전자", "spotClose": 229000, "futuresClose": 229500, "basis": 500, "basisPct": 0.218341, "openInterest": 4308566, "foreignNet": { "oneDay": -2447, "fiveDay": 3399, "fiveDayAmountWon": 12076392090, "fiveDayAmountEok": 120.7639209, "fiveDayCoverageSessions": 5, "fiveDayScope": "all-listed-expiries" } }, "000660": { "name": "SK하이닉스", "spotClose": 1472000, "futuresClose": 1472000, "basis": 0, "basisPct": 0, "openInterest": 816649, "foreignNet": { "oneDay": 5185, "fiveDay": -58398, "fiveDayAmountWon": -843698995720, "fiveDayAmountEok": -8436.9899572, "fiveDayCoverageSessions": 5, "fiveDayScope": "all-listed-expiries" } }, "009150": { "name": "삼성전기", "spotClose": 1193000, "futuresClose": 1196000, "basis": 3000, "basisPct": 0.251467, "openInterest": 36022, "foreignNet": { "oneDay": 2745, "fiveDay": -5733, "fiveDayAmountWon": -72701310000, "fiveDayAmountEok": -727.0131, "fiveDayCoverageSessions": 5, "fiveDayScope": "all-listed-expiries" } }, "005380": { "name": "현대차", "spotClose": 287000, "futuresClose": 285500, "basis": -1500, "basisPct": -0.522648, "openInterest": 67277, "foreignNet": { "oneDay": 3445, "fiveDay": -11811, "fiveDayAmountWon": -34973030000, "fiveDayAmountEok": -349.7303, "fiveDayCoverageSessions": 5, "fiveDayScope": "all-listed-expiries" } } }, "fiveDayProvenance": { "schemaVersion": "frs.stock-futures-five-day.v1", "status": "ready", "startDate": "2026-10-27", "endDate": "2026-11-02", "tradingDates": [ "2026-10-27", "2026-10-28", "2026-10-29", "2026-10-30", "2026-11-02" ], "coverageSessions": 5, "scope": "all-listed-expiries", "volumeUnit": "contracts", "amountUnit": "KRW", "stocks": { "005930": { "name": "삼성전자", "netBuyVolume": 3399, "netBuyAmountWon": 12076392090, "netBuyAmountEok": 120.7639209 }, "000660": { "name": "SK하이닉스", "netBuyVolume": -58398, "netBuyAmountWon": -843698995720, "netBuyAmountEok": -8436.9899572 }, "009150": { "name": "삼성전기", "netBuyVolume": -5733, "netBuyAmountWon": -72701310000, "netBuyAmountEok": -727.0131 }, "005380": { "name": "현대차", "netBuyVolume": -11811, "netBuyAmountWon": -34973030000, "netBuyAmountEok": -349.7303 } }, "sourceFiles": [ { "name": "개별주식선물수급_20261027.json", "path": "/opt/frs/data/delivery/20261027/개별주식선물수급_20261027.json", "sha256": "2754d7559ac0a4a5e2a0f7aa71e4c24edbb602b8bbad1ba189b6dd5e3d027fad", "tradingDate": "2026-10-27", "generatedAt": "2026-10-27T23:10:19.098718+00:00" }, { "name": "개별주식선물수급_20261028.json", "path": "/opt/frs/data/delivery/20261028/개별주식선물수급_20261028.json", "sha256": "bce8a6e5181ad6d65b377d102d22ec88e4e6aa43d5311cb42b6ea05f6a786b57", "tradingDate": "2026-10-28", "generatedAt": "2026-10-28T23:10:16.728332+00:00" }, { "name": "개별주식선물수급_20261029.json", "path": "/opt/frs/data/delivery/20261029/개별주식선물수급_20261029.json", "sha256": "c7e368d9be69b10551d6d4c47d9369759c0105918ef6fb76ba3d3e554f474146", "tradingDate": "2026-10-29", "generatedAt": "2026-10-29T23:10:14.632703+00:00" }, { "name": "개별주식선물수급_20261030.json", "path": "/opt/frs/data/delivery/20261030/개별주식선물수급_20261030.json", "sha256": "55b735963a7049f5805ce18aa9a1f1c35886b77b45d1c19b9b1ef0e94545fc3b", "tradingDate": "2026-10-30", "generatedAt": "2026-10-30T23:10:13.960429+00:00" }, { "source": "current snapshot", "tradingDate": "2026-11-02", "generatedAt": "2026-11-02T23:10:15.567388+00:00", "name": "개별주식선물수급_20261102.json", "path": "/opt/frs/data/delivery/20261102/개별주식선물수급_20261102.json", "sha256": "215412fdeb6808cddf2f42574f64ed574a97890184cac09df4e43af67516d461" } ] } }, "supplementalObservations": { "termPremium": null, "move": null, "aiIssuerCreditTerms": null, "aiPaidReceiptsRoi": null, "privateContractTerms": null, "consensus": null, "putSkew": null, "orderBookDepth": null, "hedgeTarget": null }, "missingData": [ { "paths": [ "kospi200Futures.foreignNet" ], "reason": "KRX Open API가 외국인 K200 선물 순매수 계약을 제공하지 않음", "handling": "null로 유지하고 국면 변경 근거에서 제외", "id": "observation-gap-kospi200Futures-foreignNet" }, { "paths": [ "supplementalObservations.termPremium", "supplementalObservations.move", "supplementalObservations.aiIssuerCreditTerms", "supplementalObservations.aiPaidReceiptsRoi", "supplementalObservations.privateContractTerms", "supplementalObservations.consensus", "supplementalObservations.putSkew", "supplementalObservations.orderBookDepth", "supplementalObservations.hedgeTarget" ], "reason": "2026-11-03 08:30 KST cutoff 전 검증 가능한 직접 관측이 없거나 유료·비공개 자료가 필요함", "handling": "null/unknown으로 유지하고 국면 변경 근거에서 제외", "id": "observation-gap-supplementalObservations-termPremium-supplementalObservations-move-supplementalObservations-aiIssuerCreditTerms-supplementalObservations-aiPaidReceiptsRoi-supplementalObservations-privateContractTerms-supplementalObservations-consensus-supplementalObservations-putSkew-supplementalObservations-orderBookDepth-supplementalObservations-hedgeTarget" } ], "foreignSpotFlows": { "stocks": { "005930": { "name": "삼성전자", "oneDay": 731115, "fiveDay": 2367130, "coverageSessions": 5, "tradingDates": [ "2026-10-27", "2026-10-28", "2026-10-29", "2026-10-30", "2026-11-02" ], "unit": "shares" }, "000660": { "name": "SK하이닉스", "oneDay": -68915, "fiveDay": 142222, "coverageSessions": 5, "tradingDates": [ "2026-10-27", "2026-10-28", "2026-10-29", "2026-10-30", "2026-11-02" ], "unit": "shares" }, "009150": { "name": "삼성전기", "oneDay": -48220, "fiveDay": -228127, "coverageSessions": 5, "tradingDates": [ "2026-10-27", "2026-10-28", "2026-10-29", "2026-10-30", "2026-11-02" ], "unit": "shares" }, "005380": { "name": "현대차", "oneDay": 64768, "fiveDay": -27869, "coverageSessions": 5, "tradingDates": [ "2026-10-27", "2026-10-28", "2026-10-29", "2026-10-30", "2026-11-02" ], "unit": "shares" } }, "unit": "shares", "provenance": { "reports": [ { "dataDate": "2026-10-27", "sha256": "f498318f8dc81a3bdd6e74c21113832a7cccb4541d95f673ea03e18097bfd886" }, { "dataDate": "2026-10-28", "sha256": "c1244c64d55f8ea49c2e9fab74bc885271cb3cf986e24507c86bbc13ed0a7600" }, { "dataDate": "2026-10-29", "sha256": "3daf584aff3724dda05023f174e4703a7a70de67b076894c96d69f7ad2d31bec" }, { "dataDate": "2026-10-30", "sha256": "a41fce075a129132a2ca710ffb7e3c8f4cd1dea36edb9b38efea8ccb72855466" }, { "dataDate": "2026-11-02", "sha256": "d762c5678b3987b3892ec944b09ca33823559e19ad270e4f11afd32bfa1f6d33" } ] } }, "options": { "schemaVersion": "kospimonitor.options-by-product.v1", "provenance": { "reportSchemaVersion": "frs.daily-report.v1", "reportTradingDate": "2026-11-02", "reportGeneratedAt": "2026-11-02T23:22:02.518196+00:00", "reportSha256": "d762c5678b3987b3892ec944b09ca33823559e19ad270e4f11afd32bfa1f6d33", "manifestSha256": "af96d1ce6f62c5a2d6065df06f4b195207a5a6e297f1509940d9e2219c04be1a", "reportMetadata": {} }, "byProduct": { "200": { "name": "KS200", "sourceType": "index", "symbol": null, "status": "ready", "analytics": { "schemaVersion": "option-analytics-v2", "modelVersion": "black-scholes-act365-krx-percent-v2", "status": "ready", "product": "200", "tradingDate": "2026-11-02", "asOf": { "date": "2026-11-02", "session": "regular", "sessionVerified": true, "time": null, "timePrecision": "daily-source-no-intraday-timestamp" }, "expiryCode": "202611", "expiryDate": "2026-11-12", "nominalExpiryDate": "2026-11-12", "calendarDaysToExpiry": 10, "dte": 10, "businessDaysToExpiry": 8, "expiry": { "code": "202611", "actualDate": "2026-11-12", "nominalDate": "2026-11-12", "verified": true, "sources": [ "KRX-product-rule+verified-opening-day-ledger" ], "calendarDaysToExpiry": 10, "tradingDaysToExpiry": 8, "weekdayEstimateToExpiry": 8, "lifecycle": "active", "holidayRule": "preceding-opening-day" }, "spot": 920.63, "spotUnit": "index-point", "annualRate": 0.03013, "callOpenInterest": 132160, "putOpenInterest": 60058, "putCallOpenInterestRatio": 0.4544340193704601, "putCallOpenInterestDefinition": "front-expiry-full-chain-all-strikes-put-open-interest-divided-by-call-open-interest", "iv": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-screen-15011-product-side-average-percent" ], "scopes": [ "product-all-expiries-average" ], "expirySpecific": false, "limitation": "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." }, "coverage": { "scope": "selected-expiry-all-observed-strikes", "completeness": "observed-source-inventory-not-independent-listing-audit", "inputRecordCount": 692, "observedContractCount": 692, "strikeCount": 346, "strikeMin": 732.5, "strikeMax": 1595.0, "callContractCount": 346, "putContractCount": 346, "pairedStrikeCount": 346, "missingCallStrikes": [], "missingPutStrikes": [], "singleSidedObservations": [], "missingSideMeaning": "not observed; not zero and not verified non-listing", "duplicateConflictCount": 0, "duplicateConflicts": [], "valuesConsistent": true, "excludedExplicitNightRecordCount": 0, "unverifiedSessionRecordCount": 0, "sessionSources": [ "ISU_NM-explicit-session-marker" ] }, "walls": { "fullChain": { "call": { "strike": 1000.0, "openInterest": 7425, "tiedStrikes": [ 1000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 79.37, "distanceFromSpotPercent": 8.621270217133926, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 750.0, "openInterest": 5968, "tiedStrikes": [ 750.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -170.63, "distanceFromSpotPercent": -18.534047337149563, "definition": "maximum observed open interest for this option right" } }, "greekWindow": { "call": { "strike": 1000.0, "openInterest": 7425, "tiedStrikes": [ 1000.0 ], "scope": "greek-calculation-window", "distanceFromSpot": 79.37, "distanceFromSpotPercent": 8.621270217133926, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 950.0, "openInterest": 3886, "tiedStrikes": [ 950.0 ], "scope": "greek-calculation-window", "distanceFromSpot": 29.370000000000005, "distanceFromSpotPercent": 3.190206706277232, "definition": "maximum observed open interest for this option right" } } }, "rawGex": { "value": 20679.22204010906, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "unit": "unscaled-contract-weighted-gamma-proxy", "contractMultiplierApplied": false, "dealerPositionKnown": false, "scope": "greek-calculation-window", "interpretation": "공개 OI에 콜+/풋− 가정을 적용한 상대 집중도; 원화 노출·딜러 감마·시장 방향이 아님", "callPositiveComponent": 109008.38744328228, "putNegativeComponent": -88329.16540317322 }, "gammaFlipProxyStrike": null, "gammaFlip": { "value": null, "reason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다." }, "verifiedUrls": [ "https://open.krx.co.kr/contents/OPN/01/01040202/OPN01040202.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040205/GLB0201040205.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040402/GLB0201040402.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201041003/Guide_to_Night_Session_in_KRX_Derivatives_Market.pdf" ], "greekTimeAssumption": { "calendarDays": 10, "timeYears": 0.0273972602739726, "daysPerYear": 365, "basis": "actual-expiry-calendar-days", "minimumModelDays": 0, "thetaUnit": "option-price-unit-per-calendar-day", "model": "Black-Scholes, continuous risk-free rate, dividend yield assumed zero" }, "atmStrike": 920.0, "callWallStrike": 1000.0, "callWallOpenInterest": 7425, "putWallStrike": 950.0, "putWallOpenInterest": 3886, "gammaWallStrike": 1000.0, "gammaFlipUnavailableReason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다.", "traditionalMaxPain": 940.0, "topExposureStrikes": [ 1000.0, 850.0, 950.0, 925.0, 870.0 ], "topExposureDefinition": "absolute-net-raw-GEX-by-strike-within-greek-window", "legacyWallScope": "greek-calculation-window", "traditionalMaxPainScope": "observed-greek-calculation-window-only", "callDelta25Strike": 977.5, "putDelta25Strike": 872.5, "bandStart": 842.5, "bandEnd": 1007.5, "window": { "method": "observed-nearest-25-delta-call-put-with-strike-padding", "lowerStrike": 842.5, "upperStrike": 1007.5, "padding": 12, "callDelta25Strike": 977.5, "putDelta25Strike": 872.5, "contractCount": 134, "strikeCount": 67, "observedContractCoverageRatio": 0.1936416184971098, "callOpenInterest": 27769, "putOpenInterest": 22662, "sameWindowRequiredForComparison": true }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 1,000.0, 7,425계약입니다. 현물 종가보다 8.62% 높습니다.", "evidence": { "strike": 1000.0, "openInterest": 7425, "tiedStrikes": [ 1000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 79.37, "distanceFromSpotPercent": 8.621270217133926, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 750.0, 5,968계약입니다. 현물 종가보다 18.53% 낮습니다.", "evidence": { "strike": 750.0, "openInterest": 5968, "tiedStrikes": [ 750.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -170.63, "distanceFromSpotPercent": -18.534047337149563, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.45배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.4544340193704601, "callOpenInterest": 132160, "putOpenInterest": 60058 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 20,679.22입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 20679.22204010906, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다.", "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." ] }, "selectionPolicy": "daily-close-next-active-listed-expiry", "calendarEvidence": { "schemaVersion": "frs.option-calendar.v1", "source": "KIS chk-holiday via shared KoreaCalendar cache", "sourceEndpoint": "/uapi/domestic-stock/v1/quotations/chk-holiday", "sourceTrId": "CTCA0903R", "checkedAt": "2026-11-03T00:00:34+09:00", "checkedDate": "2026-11-03", "asOfDay": "2026-11-02", "coverageStart": "2026-09-06", "coverageEnd": "2026-12-26", "observedDayCount": 108, "coverageMayContainGaps": true, "weekendRuleSource": "https://global.krx.co.kr/contents/GLB/06/0602/0602010201/GLB0602010201T1.jsp", "sourcePath": "/opt/frs/.state/kospi-live/korea-calendar.json", "sourceSha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b", "readOnly": true, "sources": [ { "source": "shared live calendar", "checkedAt": "2026-11-03T00:00:34+09:00", "path": "/opt/frs/.state/kospi-live/korea-calendar.json", "sha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261001", "checkedAt": "2026-09-08T15:17:04+09:00", "dayCount": 24, "daysSha256": "64dd50cd93c6e57c3c9b3501eb3b172411d43a6139fe8d737bd2e94b27f1417a" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261105", "checkedAt": "2026-09-12T17:54:43+09:00", "dayCount": 24, "daysSha256": "856de5f653a1eb2374c7471882e097bcbf68f1a2bfde11d12e9cdc31ffec9061" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261203", "checkedAt": "2026-10-13T08:14:53+09:00", "dayCount": 24, "daysSha256": "06992266b643de34166d06c345f1105151fc2b30fa83904f64553ea45a352a7e" }, { "source": "option-only cache", "path": "/opt/frs/.state/option-calendar/kis-holidays.json", "sha256": "393e584c3416bfb1d33bad2ba1189b6b5f59ec01c99b7d26d36d4c2680c237f8" } ] }, "openInterestChange": { "comparisonExpiryCode": "202611", "previousTradingDate": "2026-10-30", "callObservedChange": 4424, "putObservedChange": 647, "matchedCallStrikes": 346, "matchedPutStrikes": 346, "scope": "same-expiry-and-right-matched-observed-strikes-only" }, "aggregate": { "DEX": 1934751.9418142932, "GEX": 20679.22204010906, "Vanna_Exp": 5997303.980823014, "Theta_Exp": -5291.822023585558 } }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 1,000.0, 7,425계약입니다. 현물 종가보다 8.62% 높습니다.", "evidence": { "strike": 1000.0, "openInterest": 7425, "tiedStrikes": [ 1000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 79.37, "distanceFromSpotPercent": 8.621270217133926, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 750.0, 5,968계약입니다. 현물 종가보다 18.53% 낮습니다.", "evidence": { "strike": 750.0, "openInterest": 5968, "tiedStrikes": [ 750.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -170.63, "distanceFromSpotPercent": -18.534047337149563, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.45배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.4544340193704601, "callOpenInterest": 132160, "putOpenInterest": 60058 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 20,679.22입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 20679.22204010906, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다.", "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." ] }, "investorFlow": { "tradingDate": "2026-11-02", "scope": "product-all-listed-expiries", "source": "KRX investor trading screen", "volumeUnit": "contracts", "amountUnit": "million-KRW", "amountPrecision": "rounded-source-million-KRW", "investors": { "institution": { "call": { "volume": { "buy": 4174, "sell": 4551, "netBuy": -377 }, "premiumAmountMillionWon": { "buy": 3372, "sell": 6957, "netBuy": -3585 } }, "put": { "volume": { "buy": 2677, "sell": 2685, "netBuy": -8 }, "premiumAmountMillionWon": { "buy": 5628, "sell": 4464, "netBuy": 1164 } } }, "individual": { "call": { "volume": { "buy": 20317, "sell": 20592, "netBuy": -275 }, "premiumAmountMillionWon": { "buy": 17503, "sell": 17391, "netBuy": 112 } }, "put": { "volume": { "buy": 12676, "sell": 12420, "netBuy": 256 }, "premiumAmountMillionWon": { "buy": 12529, "sell": 13102, "netBuy": -573 } } }, "foreigner": { "call": { "volume": { "buy": 35194, "sell": 34542, "netBuy": 652 }, "premiumAmountMillionWon": { "buy": 55673, "sell": 52200, "netBuy": 3473 } }, "put": { "volume": { "buy": 17436, "sell": 17684, "netBuy": -248 }, "premiumAmountMillionWon": { "buy": 35142, "sell": 35733, "netBuy": -591 } } } }, "sourceFiles": [ { "name": "거래량_KS200_20261102.csv", "sha256": "c3283a676189ef5c25a1c1469c40033c3fce3888afbb7051f4ead223471c4fbc" }, { "name": "거래대금_KS200_20261102.csv", "sha256": "7ae6554c8d40349b64f196acc818f802d4729a314512ee2fad3d2aa45940dff5" } ] }, "artifacts": { "narrative": "분석리포트_KS200_20261102.txt", "profile": "옵션분석_KS200_20261102.csv", "greeks": "옵션그릭스_KS200_20261102.csv" } }, "m": { "name": "미니코스피", "sourceType": "index", "symbol": null, "status": "ready", "analytics": { "schemaVersion": "option-analytics-v2", "modelVersion": "black-scholes-act365-krx-percent-v2", "status": "ready", "product": "m", "tradingDate": "2026-11-02", "asOf": { "date": "2026-11-02", "session": "regular", "sessionVerified": true, "time": null, "timePrecision": "daily-source-no-intraday-timestamp" }, "expiryCode": "202611", "expiryDate": "2026-11-12", "nominalExpiryDate": "2026-11-12", "calendarDaysToExpiry": 10, "dte": 10, "businessDaysToExpiry": 8, "expiry": { "code": "202611", "actualDate": "2026-11-12", "nominalDate": "2026-11-12", "verified": true, "sources": [ "KRX-product-rule+verified-opening-day-ledger" ], "calendarDaysToExpiry": 10, "tradingDaysToExpiry": 8, "weekdayEstimateToExpiry": 8, "lifecycle": "active", "holidayRule": "preceding-opening-day" }, "spot": 920.63, "spotUnit": "index-point", "annualRate": 0.03013, "callOpenInterest": 34013, "putOpenInterest": 22959, "putCallOpenInterestRatio": 0.6750066151177491, "putCallOpenInterestDefinition": "front-expiry-full-chain-all-strikes-put-open-interest-divided-by-call-open-interest", "iv": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-screen-15011-product-side-average-percent" ], "scopes": [ "product-all-expiries-average" ], "expirySpecific": false, "limitation": "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." }, "coverage": { "scope": "selected-expiry-all-observed-strikes", "completeness": "observed-source-inventory-not-independent-listing-audit", "inputRecordCount": 692, "observedContractCount": 692, "strikeCount": 346, "strikeMin": 732.5, "strikeMax": 1595.0, "callContractCount": 346, "putContractCount": 346, "pairedStrikeCount": 346, "missingCallStrikes": [], "missingPutStrikes": [], "singleSidedObservations": [], "missingSideMeaning": "not observed; not zero and not verified non-listing", "duplicateConflictCount": 0, "duplicateConflicts": [], "valuesConsistent": true, "excludedExplicitNightRecordCount": 0, "unverifiedSessionRecordCount": 0, "sessionSources": [ "ISU_NM-explicit-session-marker" ] }, "walls": { "fullChain": { "call": { "strike": 1595.0, "openInterest": 1397, "tiedStrikes": [ 1595.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 674.37, "distanceFromSpotPercent": 73.2509259963286, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 862.5, "openInterest": 1307, "tiedStrikes": [ 862.5 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -58.129999999999995, "distanceFromSpotPercent": -6.314154437721998, "definition": "maximum observed open interest for this option right" } }, "greekWindow": { "call": { "strike": 1000.0, "openInterest": 1076, "tiedStrikes": [ 1000.0 ], "scope": "greek-calculation-window", "distanceFromSpot": 79.37, "distanceFromSpotPercent": 8.621270217133926, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 862.5, "openInterest": 1307, "tiedStrikes": [ 862.5 ], "scope": "greek-calculation-window", "distanceFromSpot": -58.129999999999995, "distanceFromSpotPercent": -6.314154437721998, "definition": "maximum observed open interest for this option right" } } }, "rawGex": { "value": 13042.8776770445, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "unit": "unscaled-contract-weighted-gamma-proxy", "contractMultiplierApplied": false, "dealerPositionKnown": false, "scope": "greek-calculation-window", "interpretation": "공개 OI에 콜+/풋− 가정을 적용한 상대 집중도; 원화 노출·딜러 감마·시장 방향이 아님", "callPositiveComponent": 61114.82847810994, "putNegativeComponent": -48071.95080106544 }, "gammaFlipProxyStrike": null, "gammaFlip": { "value": null, "reason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다." }, "verifiedUrls": [ "https://open.krx.co.kr/contents/OPN/01/01040202/OPN01040202.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040205/GLB0201040205.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040402/GLB0201040402.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201041003/Guide_to_Night_Session_in_KRX_Derivatives_Market.pdf" ], "greekTimeAssumption": { "calendarDays": 10, "timeYears": 0.0273972602739726, "daysPerYear": 365, "basis": "actual-expiry-calendar-days", "minimumModelDays": 0, "thetaUnit": "option-price-unit-per-calendar-day", "model": "Black-Scholes, continuous risk-free rate, dividend yield assumed zero" }, "atmStrike": 920.0, "callWallStrike": 1000.0, "callWallOpenInterest": 1076, "putWallStrike": 862.5, "putWallOpenInterest": 1307, "gammaWallStrike": 1000.0, "gammaFlipUnavailableReason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다.", "traditionalMaxPain": 890.0, "topExposureStrikes": [ 1000.0, 862.5, 850.0, 952.5, 867.5 ], "topExposureDefinition": "absolute-net-raw-GEX-by-strike-within-greek-window", "legacyWallScope": "greek-calculation-window", "traditionalMaxPainScope": "observed-greek-calculation-window-only", "callDelta25Strike": 977.5, "putDelta25Strike": 872.5, "bandStart": 842.5, "bandEnd": 1007.5, "window": { "method": "observed-nearest-25-delta-call-put-with-strike-padding", "lowerStrike": 842.5, "upperStrike": 1007.5, "padding": 12, "callDelta25Strike": 977.5, "putDelta25Strike": 872.5, "contractCount": 134, "strikeCount": 67, "observedContractCoverageRatio": 0.1936416184971098, "callOpenInterest": 15469, "putOpenInterest": 12797, "sameWindowRequiredForComparison": true }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 1,595.0, 1,397계약입니다. 현물 종가보다 73.25% 높습니다.", "evidence": { "strike": 1595.0, "openInterest": 1397, "tiedStrikes": [ 1595.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 674.37, "distanceFromSpotPercent": 73.2509259963286, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 862.5, 1,307계약입니다. 현물 종가보다 6.31% 낮습니다.", "evidence": { "strike": 862.5, "openInterest": 1307, "tiedStrikes": [ 862.5 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -58.129999999999995, "distanceFromSpotPercent": -6.314154437721998, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.68배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.6750066151177491, "callOpenInterest": 34013, "putOpenInterest": 22959 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 13,042.88입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 13042.8776770445, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다.", "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." ] }, "selectionPolicy": "daily-close-next-active-listed-expiry", "calendarEvidence": { "schemaVersion": "frs.option-calendar.v1", "source": "KIS chk-holiday via shared KoreaCalendar cache", "sourceEndpoint": "/uapi/domestic-stock/v1/quotations/chk-holiday", "sourceTrId": "CTCA0903R", "checkedAt": "2026-11-03T00:00:34+09:00", "checkedDate": "2026-11-03", "asOfDay": "2026-11-02", "coverageStart": "2026-09-06", "coverageEnd": "2026-12-26", "observedDayCount": 108, "coverageMayContainGaps": true, "weekendRuleSource": "https://global.krx.co.kr/contents/GLB/06/0602/0602010201/GLB0602010201T1.jsp", "sourcePath": "/opt/frs/.state/kospi-live/korea-calendar.json", "sourceSha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b", "readOnly": true, "sources": [ { "source": "shared live calendar", "checkedAt": "2026-11-03T00:00:34+09:00", "path": "/opt/frs/.state/kospi-live/korea-calendar.json", "sha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261001", "checkedAt": "2026-09-08T15:17:04+09:00", "dayCount": 24, "daysSha256": "64dd50cd93c6e57c3c9b3501eb3b172411d43a6139fe8d737bd2e94b27f1417a" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261105", "checkedAt": "2026-09-12T17:54:43+09:00", "dayCount": 24, "daysSha256": "856de5f653a1eb2374c7471882e097bcbf68f1a2bfde11d12e9cdc31ffec9061" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261203", "checkedAt": "2026-10-13T08:14:53+09:00", "dayCount": 24, "daysSha256": "06992266b643de34166d06c345f1105151fc2b30fa83904f64553ea45a352a7e" }, { "source": "option-only cache", "path": "/opt/frs/.state/option-calendar/kis-holidays.json", "sha256": "393e584c3416bfb1d33bad2ba1189b6b5f59ec01c99b7d26d36d4c2680c237f8" } ] }, "openInterestChange": { "comparisonExpiryCode": "202611", "previousTradingDate": "2026-10-30", "callObservedChange": 1239, "putObservedChange": 597, "matchedCallStrikes": 346, "matchedPutStrikes": 346, "scope": "same-expiry-and-right-matched-observed-strikes-only" }, "aggregate": { "DEX": 1199184.0088837103, "GEX": 13042.8776770445, "Vanna_Exp": 1633936.0382529327, "Theta_Exp": -3540.029201749489 } }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 1,595.0, 1,397계약입니다. 현물 종가보다 73.25% 높습니다.", "evidence": { "strike": 1595.0, "openInterest": 1397, "tiedStrikes": [ 1595.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 674.37, "distanceFromSpotPercent": 73.2509259963286, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 862.5, 1,307계약입니다. 현물 종가보다 6.31% 낮습니다.", "evidence": { "strike": 862.5, "openInterest": 1307, "tiedStrikes": [ 862.5 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -58.129999999999995, "distanceFromSpotPercent": -6.314154437721998, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.68배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.6750066151177491, "callOpenInterest": 34013, "putOpenInterest": 22959 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 13,042.88입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 13042.8776770445, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다.", "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." ] }, "investorFlow": { "tradingDate": "2026-11-02", "scope": "product-all-listed-expiries", "source": "KRX investor trading screen", "volumeUnit": "contracts", "amountUnit": "million-KRW", "amountPrecision": "rounded-source-million-KRW", "investors": { "institution": { "call": { "volume": { "buy": 3025, "sell": 3073, "netBuy": -48 }, "premiumAmountMillionWon": { "buy": 6054, "sell": 6096, "netBuy": -42 } }, "put": { "volume": { "buy": 3157, "sell": 3021, "netBuy": 136 }, "premiumAmountMillionWon": { "buy": 3834, "sell": 3625, "netBuy": 209 } } }, "individual": { "call": { "volume": { "buy": 2309, "sell": 2817, "netBuy": -508 }, "premiumAmountMillionWon": { "buy": 1085, "sell": 1246, "netBuy": -161 } }, "put": { "volume": { "buy": 2350, "sell": 2559, "netBuy": -209 }, "premiumAmountMillionWon": { "buy": 1053, "sell": 1228, "netBuy": -175 } } }, "foreigner": { "call": { "volume": { "buy": 5974, "sell": 5418, "netBuy": 556 }, "premiumAmountMillionWon": { "buy": 7605, "sell": 7404, "netBuy": 201 } }, "put": { "volume": { "buy": 5612, "sell": 5539, "netBuy": 73 }, "premiumAmountMillionWon": { "buy": 5096, "sell": 5131, "netBuy": -35 } } } }, "sourceFiles": [ { "name": "거래량_미니코스피_20261102.csv", "sha256": "05925ac86e7b36e0a6219d52b09add013951a5366342ecadfe99db57e4646c49" }, { "name": "거래대금_미니코스피_20261102.csv", "sha256": "7d2c506d79ae7ea77c3be2f7d84e0f52397c21b3890ac1ff0038dd8c2f042280" } ] }, "artifacts": { "narrative": "분석리포트_미니코스피_20261102.txt", "profile": "옵션분석_미니코스피_20261102.csv", "greeks": "옵션그릭스_미니코스피_20261102.csv" } }, "w": { "name": "코스피위클리(목)", "sourceType": "index", "symbol": null, "status": "ready", "analytics": { "schemaVersion": "option-analytics-v2", "modelVersion": "black-scholes-act365-krx-percent-v2", "status": "ready", "product": "w", "tradingDate": "2026-11-02", "asOf": { "date": "2026-11-02", "session": "regular", "sessionVerified": true, "time": null, "timePrecision": "daily-source-no-intraday-timestamp" }, "expiryCode": "2611W1", "expiryDate": "2026-11-05", "nominalExpiryDate": "2026-11-05", "calendarDaysToExpiry": 3, "dte": 3, "businessDaysToExpiry": 3, "expiry": { "code": "2611W1", "actualDate": "2026-11-05", "nominalDate": "2026-11-05", "verified": true, "sources": [ "KRX-product-rule+verified-opening-day-ledger" ], "calendarDaysToExpiry": 3, "tradingDaysToExpiry": 3, "weekdayEstimateToExpiry": 3, "lifecycle": "active", "holidayRule": "preceding-opening-day" }, "spot": 920.63, "spotUnit": "index-point", "annualRate": 0.03013, "callOpenInterest": 12785, "putOpenInterest": 3210, "putCallOpenInterestRatio": 0.2510754790770434, "putCallOpenInterestDefinition": "front-expiry-full-chain-all-strikes-put-open-interest-divided-by-call-open-interest", "iv": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-screen-15011-product-side-average-percent" ], "scopes": [ "product-all-expiries-average" ], "expirySpecific": false, "limitation": "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." }, "coverage": { "scope": "selected-expiry-all-observed-strikes", "completeness": "observed-source-inventory-not-independent-listing-audit", "inputRecordCount": 232, "observedContractCount": 232, "strikeCount": 116, "strikeMin": 780.0, "strikeMax": 1067.5, "callContractCount": 116, "putContractCount": 116, "pairedStrikeCount": 116, "missingCallStrikes": [], "missingPutStrikes": [], "singleSidedObservations": [], "missingSideMeaning": "not observed; not zero and not verified non-listing", "duplicateConflictCount": 0, "duplicateConflicts": [], "valuesConsistent": true, "excludedExplicitNightRecordCount": 0, "unverifiedSessionRecordCount": 0, "sessionSources": [ "ISU_NM-explicit-session-marker" ] }, "walls": { "fullChain": { "call": { "strike": 927.5, "openInterest": 3221, "tiedStrikes": [ 927.5 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 6.8700000000000045, "distanceFromSpotPercent": 0.7462281263917125, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 780.0, "openInterest": 793, "tiedStrikes": [ 780.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -140.63, "distanceFromSpotPercent": -15.275409230635539, "definition": "maximum observed open interest for this option right" } }, "greekWindow": { "call": { "strike": 927.5, "openInterest": 3221, "tiedStrikes": [ 927.5 ], "scope": "greek-calculation-window", "distanceFromSpot": 6.8700000000000045, "distanceFromSpotPercent": 0.7462281263917125, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 920.0, "openInterest": 321, "tiedStrikes": [ 920.0 ], "scope": "greek-calculation-window", "distanceFromSpot": -0.6299999999999955, "distanceFromSpotPercent": -0.06843140023679029, "definition": "maximum observed open interest for this option right" } } }, "rawGex": { "value": 77717.89142508821, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "unit": "unscaled-contract-weighted-gamma-proxy", "contractMultiplierApplied": false, "dealerPositionKnown": false, "scope": "greek-calculation-window", "interpretation": "공개 OI에 콜+/풋− 가정을 적용한 상대 집중도; 원화 노출·딜러 감마·시장 방향이 아님", "callPositiveComponent": 82296.2482848545, "putNegativeComponent": -4578.356859766297 }, "gammaFlipProxyStrike": null, "gammaFlip": { "value": null, "reason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다." }, "verifiedUrls": [ "https://open.krx.co.kr/contents/OPN/01/01040202/OPN01040202.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040205/GLB0201040205.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040402/GLB0201040402.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201041003/Guide_to_Night_Session_in_KRX_Derivatives_Market.pdf" ], "greekTimeAssumption": { "calendarDays": 3, "timeYears": 0.00821917808219178, "daysPerYear": 365, "basis": "actual-expiry-calendar-days", "minimumModelDays": 0, "thetaUnit": "option-price-unit-per-calendar-day", "model": "Black-Scholes, continuous risk-free rate, dividend yield assumed zero" }, "atmStrike": 920.0, "callWallStrike": 927.5, "callWallOpenInterest": 3221, "putWallStrike": 920.0, "putWallOpenInterest": 321, "gammaWallStrike": 927.5, "gammaFlipUnavailableReason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다.", "traditionalMaxPain": 920.0, "topExposureStrikes": [ 927.5, 925.0, 930.0, 920.0, 922.5 ], "topExposureDefinition": "absolute-net-raw-GEX-by-strike-within-greek-window", "legacyWallScope": "greek-calculation-window", "traditionalMaxPainScope": "observed-greek-calculation-window-only", "callDelta25Strike": 950.0, "putDelta25Strike": 890.0, "bandStart": 860.0, "bandEnd": 980.0, "window": { "method": "observed-nearest-25-delta-call-put-with-strike-padding", "lowerStrike": 860.0, "upperStrike": 980.0, "padding": 12, "callDelta25Strike": 950.0, "putDelta25Strike": 890.0, "contractCount": 98, "strikeCount": 49, "observedContractCoverageRatio": 0.4224137931034483, "callOpenInterest": 9637, "putOpenInterest": 673, "sameWindowRequiredForComparison": true }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 927.5, 3,221계약입니다. 현물 종가보다 0.75% 높습니다.", "evidence": { "strike": 927.5, "openInterest": 3221, "tiedStrikes": [ 927.5 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 6.8700000000000045, "distanceFromSpotPercent": 0.7462281263917125, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 780.0, 793계약입니다. 현물 종가보다 15.28% 낮습니다.", "evidence": { "strike": 780.0, "openInterest": 793, "tiedStrikes": [ 780.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -140.63, "distanceFromSpotPercent": -15.275409230635539, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.25배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.2510754790770434, "callOpenInterest": 12785, "putOpenInterest": 3210 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 77,717.89입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 77717.89142508821, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다.", "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." ] }, "selectionPolicy": "daily-close-next-active-listed-expiry", "calendarEvidence": { "schemaVersion": "frs.option-calendar.v1", "source": "KIS chk-holiday via shared KoreaCalendar cache", "sourceEndpoint": "/uapi/domestic-stock/v1/quotations/chk-holiday", "sourceTrId": "CTCA0903R", "checkedAt": "2026-11-03T00:00:34+09:00", "checkedDate": "2026-11-03", "asOfDay": "2026-11-02", "coverageStart": "2026-09-06", "coverageEnd": "2026-12-26", "observedDayCount": 108, "coverageMayContainGaps": true, "weekendRuleSource": "https://global.krx.co.kr/contents/GLB/06/0602/0602010201/GLB0602010201T1.jsp", "sourcePath": "/opt/frs/.state/kospi-live/korea-calendar.json", "sourceSha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b", "readOnly": true, "sources": [ { "source": "shared live calendar", "checkedAt": "2026-11-03T00:00:34+09:00", "path": "/opt/frs/.state/kospi-live/korea-calendar.json", "sha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261001", "checkedAt": "2026-09-08T15:17:04+09:00", "dayCount": 24, "daysSha256": "64dd50cd93c6e57c3c9b3501eb3b172411d43a6139fe8d737bd2e94b27f1417a" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261105", "checkedAt": "2026-09-12T17:54:43+09:00", "dayCount": 24, "daysSha256": "856de5f653a1eb2374c7471882e097bcbf68f1a2bfde11d12e9cdc31ffec9061" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261203", "checkedAt": "2026-10-13T08:14:53+09:00", "dayCount": 24, "daysSha256": "06992266b643de34166d06c345f1105151fc2b30fa83904f64553ea45a352a7e" }, { "source": "option-only cache", "path": "/opt/frs/.state/option-calendar/kis-holidays.json", "sha256": "393e584c3416bfb1d33bad2ba1189b6b5f59ec01c99b7d26d36d4c2680c237f8" } ] }, "openInterestChange": { "comparisonExpiryCode": "2611W1", "previousTradingDate": "2026-10-30", "callObservedChange": 12187, "putObservedChange": 1416, "matchedCallStrikes": 102, "matchedPutStrikes": 102, "scope": "same-expiry-and-right-matched-observed-strikes-only" }, "aggregate": { "DEX": 409318.41138430894, "GEX": 77717.89142508821, "Vanna_Exp": 1445119.1548709967, "Theta_Exp": -24276.252057643083 } }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 927.5, 3,221계약입니다. 현물 종가보다 0.75% 높습니다.", "evidence": { "strike": 927.5, "openInterest": 3221, "tiedStrikes": [ 927.5 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 6.8700000000000045, "distanceFromSpotPercent": 0.7462281263917125, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 780.0, 793계약입니다. 현물 종가보다 15.28% 낮습니다.", "evidence": { "strike": 780.0, "openInterest": 793, "tiedStrikes": [ 780.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -140.63, "distanceFromSpotPercent": -15.275409230635539, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.25배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.2510754790770434, "callOpenInterest": 12785, "putOpenInterest": 3210 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 77,717.89입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 77717.89142508821, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다.", "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." ] }, "investorFlow": { "tradingDate": "2026-11-02", "scope": "product-all-listed-expiries", "source": "KRX investor trading screen", "volumeUnit": "contracts", "amountUnit": "million-KRW", "amountPrecision": "rounded-source-million-KRW", "investors": { "institution": { "call": { "volume": { "buy": 6162, "sell": 14929, "netBuy": -8767 }, "premiumAmountMillionWon": { "buy": 24164, "sell": 57497, "netBuy": -33333 } }, "put": { "volume": { "buy": 131, "sell": 454, "netBuy": -323 }, "premiumAmountMillionWon": { "buy": 45, "sell": 492, "netBuy": -447 } } }, "individual": { "call": { "volume": { "buy": 3500, "sell": 2629, "netBuy": 871 }, "premiumAmountMillionWon": { "buy": 1911, "sell": 1236, "netBuy": 675 } }, "put": { "volume": { "buy": 2325, "sell": 1915, "netBuy": 410 }, "premiumAmountMillionWon": { "buy": 1332, "sell": 871, "netBuy": 461 } } }, "foreigner": { "call": { "volume": { "buy": 13242, "sell": 5346, "netBuy": 7896 }, "premiumAmountMillionWon": { "buy": 44973, "sell": 12315, "netBuy": 32658 } }, "put": { "volume": { "buy": 3108, "sell": 3195, "netBuy": -87 }, "premiumAmountMillionWon": { "buy": 3473, "sell": 3487, "netBuy": -14 } } } }, "sourceFiles": [ { "name": "거래량_코스피위클리(목)_20261102.csv", "sha256": "e3558660488f0727dd5eeb1d0845d678afe68919677b1fd846a6e016a9cf2020" }, { "name": "거래대금_코스피위클리(목)_20261102.csv", "sha256": "f3e9b31fb0776af4c48ca378bc55ba1caa64881012eeaf763c112ea454360f48" } ] }, "artifacts": { "narrative": "분석리포트_코스피위클리(목)_20261102.txt", "profile": "옵션분석_코스피위클리(목)_20261102.csv", "greeks": "옵션그릭스_코스피위클리(목)_20261102.csv" } }, "w2": { "name": "코스피위클리(월)", "sourceType": "index", "symbol": null, "status": "ready", "analytics": { "schemaVersion": "option-analytics-v2", "modelVersion": "black-scholes-act365-krx-percent-v2", "status": "ready", "product": "w2", "tradingDate": "2026-11-02", "asOf": { "date": "2026-11-02", "session": "regular", "sessionVerified": true, "time": null, "timePrecision": "daily-source-no-intraday-timestamp" }, "expiryCode": "2611W2", "expiryDate": "2026-11-09", "nominalExpiryDate": "2026-11-09", "calendarDaysToExpiry": 7, "dte": 7, "businessDaysToExpiry": 5, "expiry": { "code": "2611W2", "actualDate": "2026-11-09", "nominalDate": "2026-11-09", "verified": true, "sources": [ "KRX-product-rule+verified-opening-day-ledger" ], "calendarDaysToExpiry": 7, "tradingDaysToExpiry": 5, "weekdayEstimateToExpiry": 5, "lifecycle": "active", "holidayRule": "following-opening-day" }, "spot": 920.63, "spotUnit": "index-point", "annualRate": 0.03013, "callOpenInterest": 37, "putOpenInterest": 44, "putCallOpenInterestRatio": 1.1891891891891893, "putCallOpenInterestDefinition": "front-expiry-full-chain-all-strikes-put-open-interest-divided-by-call-open-interest", "iv": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-screen-15011-product-side-average-percent" ], "scopes": [ "product-all-expiries-average" ], "expirySpecific": false, "limitation": "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." }, "coverage": { "scope": "selected-expiry-all-observed-strikes", "completeness": "observed-source-inventory-not-independent-listing-audit", "inputRecordCount": 194, "observedContractCount": 194, "strikeCount": 97, "strikeMin": 780.0, "strikeMax": 1020.0, "callContractCount": 97, "putContractCount": 97, "pairedStrikeCount": 97, "missingCallStrikes": [], "missingPutStrikes": [], "singleSidedObservations": [], "missingSideMeaning": "not observed; not zero and not verified non-listing", "duplicateConflictCount": 0, "duplicateConflicts": [], "valuesConsistent": true, "excludedExplicitNightRecordCount": 0, "unverifiedSessionRecordCount": 0, "sessionSources": [ "ISU_NM-explicit-session-marker" ] }, "walls": { "fullChain": { "call": { "strike": 1020.0, "openInterest": 15, "tiedStrikes": [ 1020.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 99.37, "distanceFromSpotPercent": 10.793695621476607, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 780.0, "openInterest": 11, "tiedStrikes": [ 780.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -140.63, "distanceFromSpotPercent": -15.275409230635539, "definition": "maximum observed open interest for this option right" } }, "greekWindow": { "call": { "strike": 860.0, "openInterest": 6, "tiedStrikes": [ 860.0 ], "scope": "greek-calculation-window", "distanceFromSpot": -60.629999999999995, "distanceFromSpotPercent": -6.585707613264824, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 925.0, "openInterest": 5, "tiedStrikes": [ 925.0 ], "scope": "greek-calculation-window", "distanceFromSpot": 4.3700000000000045, "distanceFromSpotPercent": 0.47467495084887457, "definition": "maximum observed open interest for this option right" } } }, "rawGex": { "value": -39.15698920591585, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "unit": "unscaled-contract-weighted-gamma-proxy", "contractMultiplierApplied": false, "dealerPositionKnown": false, "scope": "greek-calculation-window", "interpretation": "공개 OI에 콜+/풋− 가정을 적용한 상대 집중도; 원화 노출·딜러 감마·시장 방향이 아님", "callPositiveComponent": 62.42901015770186, "putNegativeComponent": -101.5859993636177 }, "gammaFlipProxyStrike": null, "gammaFlip": { "value": null, "reason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다." }, "verifiedUrls": [ "https://open.krx.co.kr/contents/OPN/01/01040202/OPN01040202.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040205/GLB0201040205.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040402/GLB0201040402.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201041003/Guide_to_Night_Session_in_KRX_Derivatives_Market.pdf" ], "greekTimeAssumption": { "calendarDays": 7, "timeYears": 0.019178082191780823, "daysPerYear": 365, "basis": "actual-expiry-calendar-days", "minimumModelDays": 0, "thetaUnit": "option-price-unit-per-calendar-day", "model": "Black-Scholes, continuous risk-free rate, dividend yield assumed zero" }, "atmStrike": 920.0, "callWallStrike": 860.0, "callWallOpenInterest": 6, "putWallStrike": 925.0, "putWallOpenInterest": 5, "gammaWallStrike": 860.0, "gammaFlipUnavailableReason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다.", "traditionalMaxPain": 925.0, "topExposureStrikes": [ 860.0, 925.0, 895.0, 982.5, 965.0 ], "topExposureDefinition": "absolute-net-raw-GEX-by-strike-within-greek-window", "legacyWallScope": "greek-calculation-window", "traditionalMaxPainScope": "observed-greek-calculation-window-only", "callDelta25Strike": 965.0, "putDelta25Strike": 882.5, "bandStart": 852.5, "bandEnd": 995.0, "window": { "method": "observed-nearest-25-delta-call-put-with-strike-padding", "lowerStrike": 852.5, "upperStrike": 995.0, "padding": 12, "callDelta25Strike": 965.0, "putDelta25Strike": 882.5, "contractCount": 116, "strikeCount": 58, "observedContractCoverageRatio": 0.5979381443298969, "callOpenInterest": 14, "putOpenInterest": 20, "sameWindowRequiredForComparison": true }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 1,020.0, 15계약입니다. 현물 종가보다 10.79% 높습니다.", "evidence": { "strike": 1020.0, "openInterest": 15, "tiedStrikes": [ 1020.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 99.37, "distanceFromSpotPercent": 10.793695621476607, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 780.0, 11계약입니다. 현물 종가보다 15.28% 낮습니다.", "evidence": { "strike": 780.0, "openInterest": 11, "tiedStrikes": [ 780.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -140.63, "distanceFromSpotPercent": -15.275409230635539, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 1.19배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 1.1891891891891893, "callOpenInterest": 37, "putOpenInterest": 44 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 -39.16입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": -39.15698920591585, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다.", "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." ] }, "selectionPolicy": "daily-close-next-active-listed-expiry", "calendarEvidence": { "schemaVersion": "frs.option-calendar.v1", "source": "KIS chk-holiday via shared KoreaCalendar cache", "sourceEndpoint": "/uapi/domestic-stock/v1/quotations/chk-holiday", "sourceTrId": "CTCA0903R", "checkedAt": "2026-11-03T00:00:34+09:00", "checkedDate": "2026-11-03", "asOfDay": "2026-11-02", "coverageStart": "2026-09-06", "coverageEnd": "2026-12-26", "observedDayCount": 108, "coverageMayContainGaps": true, "weekendRuleSource": "https://global.krx.co.kr/contents/GLB/06/0602/0602010201/GLB0602010201T1.jsp", "sourcePath": "/opt/frs/.state/kospi-live/korea-calendar.json", "sourceSha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b", "readOnly": true, "sources": [ { "source": "shared live calendar", "checkedAt": "2026-11-03T00:00:34+09:00", "path": "/opt/frs/.state/kospi-live/korea-calendar.json", "sha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261001", "checkedAt": "2026-09-08T15:17:04+09:00", "dayCount": 24, "daysSha256": "64dd50cd93c6e57c3c9b3501eb3b172411d43a6139fe8d737bd2e94b27f1417a" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261105", "checkedAt": "2026-09-12T17:54:43+09:00", "dayCount": 24, "daysSha256": "856de5f653a1eb2374c7471882e097bcbf68f1a2bfde11d12e9cdc31ffec9061" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261203", "checkedAt": "2026-10-13T08:14:53+09:00", "dayCount": 24, "daysSha256": "06992266b643de34166d06c345f1105151fc2b30fa83904f64553ea45a352a7e" }, { "source": "option-only cache", "path": "/opt/frs/.state/option-calendar/kis-holidays.json", "sha256": "393e584c3416bfb1d33bad2ba1189b6b5f59ec01c99b7d26d36d4c2680c237f8" } ] }, "openInterestChange": { "comparisonExpiryCode": "2611W2", "previousTradingDate": null, "callObservedChange": null, "putObservedChange": null, "matchedCallStrikes": 0, "matchedPutStrikes": 0, "scope": "same-expiry-and-right-matched-observed-strikes-only" }, "historicalExpiry": { "schemaVersion": "option-analytics-v2", "modelVersion": "black-scholes-act365-krx-percent-v2", "status": "historical_expiry_day", "product": "w2", "tradingDate": "2026-11-02", "asOf": { "date": "2026-11-02", "session": "regular", "sessionVerified": true, "time": null, "timePrecision": "daily-source-no-intraday-timestamp" }, "expiryCode": "2611W1", "expiryDate": "2026-11-02", "nominalExpiryDate": "2026-11-02", "calendarDaysToExpiry": 0, "dte": 0, "businessDaysToExpiry": 0, "expiry": { "code": "2611W1", "actualDate": "2026-11-02", "nominalDate": "2026-11-02", "verified": true, "sources": [ "KRX-product-rule+verified-opening-day-ledger" ], "calendarDaysToExpiry": 0, "tradingDaysToExpiry": 0, "weekdayEstimateToExpiry": 0, "lifecycle": "expires-on-as-of-date", "holidayRule": "following-opening-day" }, "spot": 920.63, "spotUnit": "index-point", "annualRate": 0.03013, "callOpenInterest": 0, "putOpenInterest": 0, "putCallOpenInterestRatio": null, "putCallOpenInterestDefinition": "front-expiry-full-chain-all-strikes-put-open-interest-divided-by-call-open-interest", "iv": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-screen-15011-product-side-average-percent" ], "scopes": [ "product-all-expiries-average" ], "expirySpecific": false, "limitation": "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." }, "coverage": { "scope": "selected-expiry-all-observed-strikes", "completeness": "observed-source-inventory-not-independent-listing-audit", "inputRecordCount": 270, "observedContractCount": 270, "strikeCount": 135, "strikeMin": 732.5, "strikeMax": 1067.5, "callContractCount": 135, "putContractCount": 135, "pairedStrikeCount": 135, "missingCallStrikes": [], "missingPutStrikes": [], "singleSidedObservations": [], "missingSideMeaning": "not observed; not zero and not verified non-listing", "duplicateConflictCount": 0, "duplicateConflicts": [], "valuesConsistent": true, "excludedExplicitNightRecordCount": 0, "unverifiedSessionRecordCount": 0, "sessionSources": [ "ISU_NM-explicit-session-marker" ] }, "walls": { "fullChain": { "call": { "strike": null, "openInterest": 0, "tiedStrikes": [], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": null, "distanceFromSpotPercent": null, "definition": "maximum observed open interest for this option right" }, "put": { "strike": null, "openInterest": 0, "tiedStrikes": [], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": null, "distanceFromSpotPercent": null, "definition": "maximum observed open interest for this option right" } } }, "rawGex": { "value": null, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "unit": "unscaled-contract-weighted-gamma-proxy", "contractMultiplierApplied": false, "dealerPositionKnown": false, "scope": "greek-calculation-window", "interpretation": "공개 OI에 콜+/풋− 가정을 적용한 상대 집중도; 원화 노출·딜러 감마·시장 방향이 아님" }, "gammaFlipProxyStrike": null, "gammaFlip": { "value": null, "reason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다." }, "verifiedUrls": [ "https://open.krx.co.kr/contents/OPN/01/01040202/OPN01040202.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040205/GLB0201040205.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040402/GLB0201040402.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201041003/Guide_to_Night_Session_in_KRX_Derivatives_Market.pdf" ], "reasonCode": "expiry-day-daily-close-no-greeks", "reason": "만기일 종가 체인의 잔여기간은 0일입니다. OI 기록은 보존하고 그릭스는 산출하지 않습니다.", "greekTimeAssumption": { "calendarDays": 0, "timeYears": 0.0, "daysPerYear": 365, "basis": "actual-expiry-calendar-days", "minimumModelDays": 0 }, "read": { "status": "historical_expiry_day", "headline": "만기일 OI 기록입니다. 잔여기간 0일이므로 그릭스를 산출하지 않습니다.", "observations": [], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다.", "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." ] } }, "rollover": { "fromExpiryCode": "2611W1", "toExpiryCode": "2611W2", "reason": "as-of-date-expiry-closed", "nextContractObserved": true, "crossExpiryOiDeltaUsed": false }, "aggregate": { "DEX": 1585.5994132595904, "GEX": -39.15698920591585, "Vanna_Exp": 80.70827684452658, "Theta_Exp": 11.58699975097011 } }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 1,020.0, 15계약입니다. 현물 종가보다 10.79% 높습니다.", "evidence": { "strike": 1020.0, "openInterest": 15, "tiedStrikes": [ 1020.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 99.37, "distanceFromSpotPercent": 10.793695621476607, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 780.0, 11계약입니다. 현물 종가보다 15.28% 낮습니다.", "evidence": { "strike": 780.0, "openInterest": 11, "tiedStrikes": [ 780.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -140.63, "distanceFromSpotPercent": -15.275409230635539, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 1.19배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 1.1891891891891893, "callOpenInterest": 37, "putOpenInterest": 44 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 -39.16입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": -39.15698920591585, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다.", "상품·콜/풋 평균 IV이며 만기·행사가별 IV 곡면이 아닙니다." ] }, "investorFlow": { "tradingDate": "2026-11-02", "scope": "product-all-listed-expiries", "source": "KRX investor trading screen", "volumeUnit": "contracts", "amountUnit": "million-KRW", "amountPrecision": "rounded-source-million-KRW", "investors": { "institution": { "call": { "volume": { "buy": 34837, "sell": 43361, "netBuy": -8524 }, "premiumAmountMillionWon": { "buy": 4245, "sell": 4315, "netBuy": -70 } }, "put": { "volume": { "buy": 22848, "sell": 33871, "netBuy": -11023 }, "premiumAmountMillionWon": { "buy": 2935, "sell": 2154, "netBuy": 781 } } }, "individual": { "call": { "volume": { "buy": 119779, "sell": 109889, "netBuy": 9890 }, "premiumAmountMillionWon": { "buy": 38454, "sell": 40486, "netBuy": -2032 } }, "put": { "volume": { "buy": 124300, "sell": 99911, "netBuy": 24389 }, "premiumAmountMillionWon": { "buy": 22985, "sell": 19026, "netBuy": 3959 } } }, "foreigner": { "call": { "volume": { "buy": 315355, "sell": 316721, "netBuy": -1366 }, "premiumAmountMillionWon": { "buy": 107824, "sell": 105721, "netBuy": 2103 } }, "put": { "volume": { "buy": 210001, "sell": 223367, "netBuy": -13366 }, "premiumAmountMillionWon": { "buy": 48888, "sell": 53628, "netBuy": -4740 } } } }, "sourceFiles": [ { "name": "거래량_코스피위클리(월)_20261102.csv", "sha256": "7e4fc3e859951ef458743e9b4e73af80d17dbafa6b5fc22362ed9019a8e9aa47" }, { "name": "거래대금_코스피위클리(월)_20261102.csv", "sha256": "115730b58166c36a7250c64c0484c99745103d66992583accdc55f416b0b5615" } ] }, "artifacts": { "narrative": "분석리포트_코스피위클리(월)_20261102.txt", "profile": "옵션분석_코스피위클리(월)_20261102.csv", "greeks": "옵션그릭스_코스피위클리(월)_20261102.csv" } }, "SEC": { "name": "삼성전자", "sourceType": "stock", "symbol": "005930", "status": "ready", "analytics": { "schemaVersion": "option-analytics-v2", "modelVersion": "black-scholes-act365-krx-percent-v2", "status": "ready", "product": "SEC", "tradingDate": "2026-11-02", "asOf": { "date": "2026-11-02", "session": "regular", "sessionVerified": true, "time": null, "timePrecision": "daily-source-no-intraday-timestamp" }, "expiryCode": "202611", "expiryDate": "2026-11-12", "nominalExpiryDate": "2026-11-12", "calendarDaysToExpiry": 10, "dte": 10, "businessDaysToExpiry": 8, "expiry": { "code": "202611", "actualDate": "2026-11-12", "nominalDate": "2026-11-12", "verified": true, "sources": [ "KRX-product-rule+verified-opening-day-ledger" ], "calendarDaysToExpiry": 10, "tradingDaysToExpiry": 8, "weekdayEstimateToExpiry": 8, "lifecycle": "active", "holidayRule": "preceding-opening-day" }, "spot": 229000.0, "spotUnit": "KRW", "annualRate": 0.03013, "callOpenInterest": 27706, "putOpenInterest": 16684, "putCallOpenInterestRatio": 0.6021800332058038, "putCallOpenInterestDefinition": "front-expiry-full-chain-all-strikes-put-open-interest-divided-by-call-open-interest", "iv": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-IMP_VOLT-percent" ], "scopes": [ "contract" ], "expirySpecific": true, "limitation": null }, "coverage": { "scope": "selected-expiry-all-observed-strikes", "completeness": "observed-source-inventory-not-independent-listing-audit", "inputRecordCount": 56, "observedContractCount": 56, "strikeCount": 28, "strikeMin": 155000.0, "strikeMax": 380000.0, "callContractCount": 28, "putContractCount": 28, "pairedStrikeCount": 28, "missingCallStrikes": [], "missingPutStrikes": [], "singleSidedObservations": [], "missingSideMeaning": "not observed; not zero and not verified non-listing", "duplicateConflictCount": 0, "duplicateConflicts": [], "valuesConsistent": true, "excludedExplicitNightRecordCount": 0, "unverifiedSessionRecordCount": 0, "sessionSources": [ "KRX-single-stock-options-regular-only-spec" ] }, "walls": { "fullChain": { "call": { "strike": 270000.0, "openInterest": 7928, "tiedStrikes": [ 270000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 41000.0, "distanceFromSpotPercent": 17.903930131004376, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 200000.0, "openInterest": 2780, "tiedStrikes": [ 200000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -29000.0, "distanceFromSpotPercent": -12.66375545851528, "definition": "maximum observed open interest for this option right" } }, "greekWindow": { "call": { "strike": 270000.0, "openInterest": 7928, "tiedStrikes": [ 270000.0 ], "scope": "greek-calculation-window", "distanceFromSpot": 41000.0, "distanceFromSpotPercent": 17.903930131004376, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 200000.0, "openInterest": 2780, "tiedStrikes": [ 200000.0 ], "scope": "greek-calculation-window", "distanceFromSpot": -29000.0, "distanceFromSpotPercent": -12.66375545851528, "definition": "maximum observed open interest for this option right" } } }, "rawGex": { "value": 1422.919110952364, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "unit": "unscaled-contract-weighted-gamma-proxy", "contractMultiplierApplied": false, "dealerPositionKnown": false, "scope": "greek-calculation-window", "interpretation": "공개 OI에 콜+/풋− 가정을 적용한 상대 집중도; 원화 노출·딜러 감마·시장 방향이 아님", "callPositiveComponent": 38626.03641387586, "putNegativeComponent": -37203.11730292349 }, "gammaFlipProxyStrike": null, "gammaFlip": { "value": null, "reason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다." }, "verifiedUrls": [ "https://open.krx.co.kr/contents/OPN/01/01040202/OPN01040202.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040205/GLB0201040205.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040402/GLB0201040402.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201041003/Guide_to_Night_Session_in_KRX_Derivatives_Market.pdf" ], "greekTimeAssumption": { "calendarDays": 10, "timeYears": 0.0273972602739726, "daysPerYear": 365, "basis": "actual-expiry-calendar-days", "minimumModelDays": 0, "thetaUnit": "option-price-unit-per-calendar-day", "model": "Black-Scholes, continuous risk-free rate, dividend yield assumed zero" }, "atmStrike": 230000.0, "callWallStrike": 270000.0, "callWallOpenInterest": 7928, "putWallStrike": 200000.0, "putWallOpenInterest": 2780, "gammaWallStrike": 270000.0, "gammaFlipUnavailableReason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다.", "traditionalMaxPain": 240000.0, "topExposureStrikes": [ 270000.0, 260000.0, 240000.0, 230000.0, 220000.0 ], "topExposureDefinition": "absolute-net-raw-GEX-by-strike-within-greek-window", "legacyWallScope": "greek-calculation-window", "traditionalMaxPainScope": "observed-greek-calculation-window-only", "callDelta25Strike": 250000.0, "putDelta25Strike": 210000.0, "bandStart": 180000.0, "bandEnd": 300000.0, "window": { "method": "observed-nearest-25-delta-call-put-with-strike-padding", "lowerStrike": 180000.0, "upperStrike": 300000.0, "padding": 5, "callDelta25Strike": 250000.0, "putDelta25Strike": 210000.0, "contractCount": 30, "strikeCount": 15, "observedContractCoverageRatio": 0.5357142857142857, "callOpenInterest": 23199, "putOpenInterest": 16099, "sameWindowRequiredForComparison": true }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 270,000.0, 7,928계약입니다. 현물 종가보다 17.90% 높습니다.", "evidence": { "strike": 270000.0, "openInterest": 7928, "tiedStrikes": [ 270000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 41000.0, "distanceFromSpotPercent": 17.903930131004376, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 200,000.0, 2,780계약입니다. 현물 종가보다 12.66% 낮습니다.", "evidence": { "strike": 200000.0, "openInterest": 2780, "tiedStrikes": [ 200000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -29000.0, "distanceFromSpotPercent": -12.66375545851528, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.60배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.6021800332058038, "callOpenInterest": 27706, "putOpenInterest": 16684 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 1,422.92입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 1422.919110952364, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다." ] }, "selectionPolicy": "daily-close-next-active-listed-expiry", "calendarEvidence": { "schemaVersion": "frs.option-calendar.v1", "source": "KIS chk-holiday via shared KoreaCalendar cache", "sourceEndpoint": "/uapi/domestic-stock/v1/quotations/chk-holiday", "sourceTrId": "CTCA0903R", "checkedAt": "2026-11-03T00:00:34+09:00", "checkedDate": "2026-11-03", "asOfDay": "2026-11-02", "coverageStart": "2026-09-06", "coverageEnd": "2026-12-26", "observedDayCount": 108, "coverageMayContainGaps": true, "weekendRuleSource": "https://global.krx.co.kr/contents/GLB/06/0602/0602010201/GLB0602010201T1.jsp", "sourcePath": "/opt/frs/.state/kospi-live/korea-calendar.json", "sourceSha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b", "readOnly": true, "sources": [ { "source": "shared live calendar", "checkedAt": "2026-11-03T00:00:34+09:00", "path": "/opt/frs/.state/kospi-live/korea-calendar.json", "sha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261001", "checkedAt": "2026-09-08T15:17:04+09:00", "dayCount": 24, "daysSha256": "64dd50cd93c6e57c3c9b3501eb3b172411d43a6139fe8d737bd2e94b27f1417a" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261105", "checkedAt": "2026-09-12T17:54:43+09:00", "dayCount": 24, "daysSha256": "856de5f653a1eb2374c7471882e097bcbf68f1a2bfde11d12e9cdc31ffec9061" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261203", "checkedAt": "2026-10-13T08:14:53+09:00", "dayCount": 24, "daysSha256": "06992266b643de34166d06c345f1105151fc2b30fa83904f64553ea45a352a7e" }, { "source": "option-only cache", "path": "/opt/frs/.state/option-calendar/kis-holidays.json", "sha256": "393e584c3416bfb1d33bad2ba1189b6b5f59ec01c99b7d26d36d4c2680c237f8" } ] }, "openInterestChange": { "comparisonExpiryCode": "202611", "previousTradingDate": "2026-10-30", "callObservedChange": 117, "putObservedChange": 1521, "matchedCallStrikes": 28, "matchedPutStrikes": 28, "scope": "same-expiry-and-right-matched-observed-strikes-only" }, "aggregate": { "DEX": 229002654.90394947, "GEX": 1422.919110952364, "Vanna_Exp": 1459233506.123567, "Theta_Exp": -106052.76334361831 } }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 270,000.0, 7,928계약입니다. 현물 종가보다 17.90% 높습니다.", "evidence": { "strike": 270000.0, "openInterest": 7928, "tiedStrikes": [ 270000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 41000.0, "distanceFromSpotPercent": 17.903930131004376, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 200,000.0, 2,780계약입니다. 현물 종가보다 12.66% 낮습니다.", "evidence": { "strike": 200000.0, "openInterest": 2780, "tiedStrikes": [ 200000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -29000.0, "distanceFromSpotPercent": -12.66375545851528, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.60배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.6021800332058038, "callOpenInterest": 27706, "putOpenInterest": 16684 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 1,422.92입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 1422.919110952364, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다." ] }, "investorFlow": null, "artifacts": { "narrative": "분석리포트_삼성전자_20261102.txt", "profile": "옵션분석_삼성전자_20261102.csv", "greeks": "옵션그릭스_삼성전자_20261102.csv" } }, "SKH": { "name": "SK하이닉스", "sourceType": "stock", "symbol": "000660", "status": "ready", "analytics": { "schemaVersion": "option-analytics-v2", "modelVersion": "black-scholes-act365-krx-percent-v2", "status": "ready", "product": "SKH", "tradingDate": "2026-11-02", "asOf": { "date": "2026-11-02", "session": "regular", "sessionVerified": true, "time": null, "timePrecision": "daily-source-no-intraday-timestamp" }, "expiryCode": "202611", "expiryDate": "2026-11-12", "nominalExpiryDate": "2026-11-12", "calendarDaysToExpiry": 10, "dte": 10, "businessDaysToExpiry": 8, "expiry": { "code": "202611", "actualDate": "2026-11-12", "nominalDate": "2026-11-12", "verified": true, "sources": [ "KRX-product-rule+verified-opening-day-ledger" ], "calendarDaysToExpiry": 10, "tradingDaysToExpiry": 8, "weekdayEstimateToExpiry": 8, "lifecycle": "active", "holidayRule": "preceding-opening-day" }, "spot": 1472000.0, "spotUnit": "KRW", "annualRate": 0.03013, "callOpenInterest": 112566, "putOpenInterest": 4083, "putCallOpenInterestRatio": 0.03627205372847929, "putCallOpenInterestDefinition": "front-expiry-full-chain-all-strikes-put-open-interest-divided-by-call-open-interest", "iv": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-IMP_VOLT-percent" ], "scopes": [ "contract" ], "expirySpecific": true, "limitation": null }, "coverage": { "scope": "selected-expiry-all-observed-strikes", "completeness": "observed-source-inventory-not-independent-listing-audit", "inputRecordCount": 78, "observedContractCount": 78, "strikeCount": 39, "strikeMin": 820000.0, "strikeMax": 2450000.0, "callContractCount": 39, "putContractCount": 39, "pairedStrikeCount": 39, "missingCallStrikes": [], "missingPutStrikes": [], "singleSidedObservations": [], "missingSideMeaning": "not observed; not zero and not verified non-listing", "duplicateConflictCount": 0, "duplicateConflicts": [], "valuesConsistent": true, "excludedExplicitNightRecordCount": 0, "unverifiedSessionRecordCount": 0, "sessionSources": [ "KRX-single-stock-options-regular-only-spec" ] }, "walls": { "fullChain": { "call": { "strike": 1050000.0, "openInterest": 78485, "tiedStrikes": [ 1050000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -422000.0, "distanceFromSpotPercent": -28.668478260869566, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 1200000.0, "openInterest": 911, "tiedStrikes": [ 1200000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -272000.0, "distanceFromSpotPercent": -18.478260869565222, "definition": "maximum observed open interest for this option right" } }, "greekWindow": { "call": { "strike": 1200000.0, "openInterest": 8460, "tiedStrikes": [ 1200000.0 ], "scope": "greek-calculation-window", "distanceFromSpot": -272000.0, "distanceFromSpotPercent": -18.478260869565222, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 1200000.0, "openInterest": 911, "tiedStrikes": [ 1200000.0 ], "scope": "greek-calculation-window", "distanceFromSpot": -272000.0, "distanceFromSpotPercent": -18.478260869565222, "definition": "maximum observed open interest for this option right" } } }, "rawGex": { "value": 12803.296092268101, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "unit": "unscaled-contract-weighted-gamma-proxy", "contractMultiplierApplied": false, "dealerPositionKnown": false, "scope": "greek-calculation-window", "interpretation": "공개 OI에 콜+/풋− 가정을 적용한 상대 집중도; 원화 노출·딜러 감마·시장 방향이 아님", "callPositiveComponent": 17864.992864061824, "putNegativeComponent": -5061.6967717937205 }, "gammaFlipProxyStrike": null, "gammaFlip": { "value": null, "reason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다." }, "verifiedUrls": [ "https://open.krx.co.kr/contents/OPN/01/01040202/OPN01040202.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040205/GLB0201040205.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040402/GLB0201040402.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201041003/Guide_to_Night_Session_in_KRX_Derivatives_Market.pdf" ], "greekTimeAssumption": { "calendarDays": 10, "timeYears": 0.0273972602739726, "daysPerYear": 365, "basis": "actual-expiry-calendar-days", "minimumModelDays": 0, "thetaUnit": "option-price-unit-per-calendar-day", "model": "Black-Scholes, continuous risk-free rate, dividend yield assumed zero" }, "atmStrike": 1450000.0, "callWallStrike": 1200000.0, "callWallOpenInterest": 8460, "putWallStrike": 1200000.0, "putWallOpenInterest": 911, "gammaWallStrike": 1200000.0, "gammaFlipUnavailableReason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다.", "traditionalMaxPain": 1200000.0, "topExposureStrikes": [ 1200000.0, 1500000.0, 1450000.0, 1400000.0, 1700000.0 ], "topExposureDefinition": "absolute-net-raw-GEX-by-strike-within-greek-window", "legacyWallScope": "greek-calculation-window", "traditionalMaxPainScope": "observed-greek-calculation-window-only", "callDelta25Strike": 1600000.0, "putDelta25Strike": 1350000.0, "bandStart": 1100000.0, "bandEnd": 1850000.0, "window": { "method": "observed-nearest-25-delta-call-put-with-strike-padding", "lowerStrike": 1100000.0, "upperStrike": 1850000.0, "padding": 5, "callDelta25Strike": 1600000.0, "putDelta25Strike": 1350000.0, "contractCount": 32, "strikeCount": 16, "observedContractCoverageRatio": 0.41025641025641024, "callOpenInterest": 14046, "putOpenInterest": 3603, "sameWindowRequiredForComparison": true }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 1,050,000.0, 78,485계약입니다. 현물 종가보다 28.67% 낮습니다.", "evidence": { "strike": 1050000.0, "openInterest": 78485, "tiedStrikes": [ 1050000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -422000.0, "distanceFromSpotPercent": -28.668478260869566, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 1,200,000.0, 911계약입니다. 현물 종가보다 18.48% 낮습니다.", "evidence": { "strike": 1200000.0, "openInterest": 911, "tiedStrikes": [ 1200000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -272000.0, "distanceFromSpotPercent": -18.478260869565222, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.04배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.03627205372847929, "callOpenInterest": 112566, "putOpenInterest": 4083 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 12,803.30입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 12803.296092268101, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다." ] }, "selectionPolicy": "daily-close-next-active-listed-expiry", "calendarEvidence": { "schemaVersion": "frs.option-calendar.v1", "source": "KIS chk-holiday via shared KoreaCalendar cache", "sourceEndpoint": "/uapi/domestic-stock/v1/quotations/chk-holiday", "sourceTrId": "CTCA0903R", "checkedAt": "2026-11-03T00:00:34+09:00", "checkedDate": "2026-11-03", "asOfDay": "2026-11-02", "coverageStart": "2026-09-06", "coverageEnd": "2026-12-26", "observedDayCount": 108, "coverageMayContainGaps": true, "weekendRuleSource": "https://global.krx.co.kr/contents/GLB/06/0602/0602010201/GLB0602010201T1.jsp", "sourcePath": "/opt/frs/.state/kospi-live/korea-calendar.json", "sourceSha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b", "readOnly": true, "sources": [ { "source": "shared live calendar", "checkedAt": "2026-11-03T00:00:34+09:00", "path": "/opt/frs/.state/kospi-live/korea-calendar.json", "sha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261001", "checkedAt": "2026-09-08T15:17:04+09:00", "dayCount": 24, "daysSha256": "64dd50cd93c6e57c3c9b3501eb3b172411d43a6139fe8d737bd2e94b27f1417a" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261105", "checkedAt": "2026-09-12T17:54:43+09:00", "dayCount": 24, "daysSha256": "856de5f653a1eb2374c7471882e097bcbf68f1a2bfde11d12e9cdc31ffec9061" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261203", "checkedAt": "2026-10-13T08:14:53+09:00", "dayCount": 24, "daysSha256": "06992266b643de34166d06c345f1105151fc2b30fa83904f64553ea45a352a7e" }, { "source": "option-only cache", "path": "/opt/frs/.state/option-calendar/kis-holidays.json", "sha256": "393e584c3416bfb1d33bad2ba1189b6b5f59ec01c99b7d26d36d4c2680c237f8" } ] }, "openInterestChange": { "comparisonExpiryCode": "202611", "previousTradingDate": "2026-10-30", "callObservedChange": 15350, "putObservedChange": 41, "matchedCallStrikes": 39, "matchedPutStrikes": 39, "scope": "same-expiry-and-right-matched-observed-strikes-only" }, "aggregate": { "DEX": 1751507341.8312051, "GEX": 12803.296092268101, "Vanna_Exp": -1614661696.2573059, "Theta_Exp": -18132421.475649245 } }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 1,050,000.0, 78,485계약입니다. 현물 종가보다 28.67% 낮습니다.", "evidence": { "strike": 1050000.0, "openInterest": 78485, "tiedStrikes": [ 1050000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -422000.0, "distanceFromSpotPercent": -28.668478260869566, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 1,200,000.0, 911계약입니다. 현물 종가보다 18.48% 낮습니다.", "evidence": { "strike": 1200000.0, "openInterest": 911, "tiedStrikes": [ 1200000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -272000.0, "distanceFromSpotPercent": -18.478260869565222, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.04배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.03627205372847929, "callOpenInterest": 112566, "putOpenInterest": 4083 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 12,803.30입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 12803.296092268101, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다." ] }, "investorFlow": null, "artifacts": { "narrative": "분석리포트_SK하이닉스_20261102.txt", "profile": "옵션분석_SK하이닉스_20261102.csv", "greeks": "옵션그릭스_SK하이닉스_20261102.csv" } }, "SEM": { "name": "삼성전기", "sourceType": "stock", "symbol": "009150", "status": "ready", "analytics": { "schemaVersion": "option-analytics-v2", "modelVersion": "black-scholes-act365-krx-percent-v2", "status": "ready", "product": "SEM", "tradingDate": "2026-11-02", "asOf": { "date": "2026-11-02", "session": "regular", "sessionVerified": true, "time": null, "timePrecision": "daily-source-no-intraday-timestamp" }, "expiryCode": "202611", "expiryDate": "2026-11-12", "nominalExpiryDate": "2026-11-12", "calendarDaysToExpiry": 10, "dte": 10, "businessDaysToExpiry": 8, "expiry": { "code": "202611", "actualDate": "2026-11-12", "nominalDate": "2026-11-12", "verified": true, "sources": [ "KRX-product-rule+verified-opening-day-ledger" ], "calendarDaysToExpiry": 10, "tradingDaysToExpiry": 8, "weekdayEstimateToExpiry": 8, "lifecycle": "active", "holidayRule": "preceding-opening-day" }, "spot": 1193000.0, "spotUnit": "KRW", "annualRate": 0.03013, "callOpenInterest": 5281, "putOpenInterest": 5964, "putCallOpenInterestRatio": 1.1293315659912895, "putCallOpenInterestDefinition": "front-expiry-full-chain-all-strikes-put-open-interest-divided-by-call-open-interest", "iv": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-IMP_VOLT-percent" ], "scopes": [ "contract" ], "expirySpecific": true, "limitation": null }, "coverage": { "scope": "selected-expiry-all-observed-strikes", "completeness": "observed-source-inventory-not-independent-listing-audit", "inputRecordCount": 84, "observedContractCount": 84, "strikeCount": 42, "strikeMin": 700000.0, "strikeMax": 2300000.0, "callContractCount": 42, "putContractCount": 42, "pairedStrikeCount": 42, "missingCallStrikes": [], "missingPutStrikes": [], "singleSidedObservations": [], "missingSideMeaning": "not observed; not zero and not verified non-listing", "duplicateConflictCount": 0, "duplicateConflicts": [], "valuesConsistent": true, "excludedExplicitNightRecordCount": 0, "unverifiedSessionRecordCount": 0, "sessionSources": [ "KRX-single-stock-options-regular-only-spec" ] }, "walls": { "fullChain": { "call": { "strike": 1450000.0, "openInterest": 603, "tiedStrikes": [ 1450000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 257000.0, "distanceFromSpotPercent": 21.54233025984913, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 1050000.0, "openInterest": 1440, "tiedStrikes": [ 1050000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -143000.0, "distanceFromSpotPercent": -11.98658843252305, "definition": "maximum observed open interest for this option right" } }, "greekWindow": { "call": { "strike": 1450000.0, "openInterest": 603, "tiedStrikes": [ 1450000.0 ], "scope": "greek-calculation-window", "distanceFromSpot": 257000.0, "distanceFromSpotPercent": 21.54233025984913, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 1050000.0, "openInterest": 1440, "tiedStrikes": [ 1050000.0 ], "scope": "greek-calculation-window", "distanceFromSpot": -143000.0, "distanceFromSpotPercent": -11.98658843252305, "definition": "maximum observed open interest for this option right" } } }, "rawGex": { "value": -742.636586122191, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "unit": "unscaled-contract-weighted-gamma-proxy", "contractMultiplierApplied": false, "dealerPositionKnown": false, "scope": "greek-calculation-window", "interpretation": "공개 OI에 콜+/풋− 가정을 적용한 상대 집중도; 원화 노출·딜러 감마·시장 방향이 아님", "callPositiveComponent": 7622.473751454353, "putNegativeComponent": -8365.110337576545 }, "gammaFlipProxyStrike": null, "gammaFlip": { "value": null, "reason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다." }, "verifiedUrls": [ "https://open.krx.co.kr/contents/OPN/01/01040202/OPN01040202.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040205/GLB0201040205.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040402/GLB0201040402.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201041003/Guide_to_Night_Session_in_KRX_Derivatives_Market.pdf" ], "greekTimeAssumption": { "calendarDays": 10, "timeYears": 0.0273972602739726, "daysPerYear": 365, "basis": "actual-expiry-calendar-days", "minimumModelDays": 0, "thetaUnit": "option-price-unit-per-calendar-day", "model": "Black-Scholes, continuous risk-free rate, dividend yield assumed zero" }, "atmStrike": 1200000.0, "callWallStrike": 1450000.0, "callWallOpenInterest": 603, "putWallStrike": 1050000.0, "putWallOpenInterest": 1440, "gammaWallStrike": 1050000.0, "gammaFlipUnavailableReason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다.", "traditionalMaxPain": 1150000.0, "topExposureStrikes": [ 1050000.0, 1100000.0, 1250000.0, 980000.0, 1000000.0 ], "topExposureDefinition": "absolute-net-raw-GEX-by-strike-within-greek-window", "legacyWallScope": "greek-calculation-window", "traditionalMaxPainScope": "observed-greek-calculation-window-only", "callDelta25Strike": 1350000.0, "putDelta25Strike": 1100000.0, "bandStart": 940000.0, "bandEnd": 1600000.0, "window": { "method": "observed-nearest-25-delta-call-put-with-strike-padding", "lowerStrike": 940000.0, "upperStrike": 1600000.0, "padding": 5, "callDelta25Strike": 1350000.0, "putDelta25Strike": 1100000.0, "contractCount": 32, "strikeCount": 16, "observedContractCoverageRatio": 0.38095238095238093, "callOpenInterest": 4295, "putOpenInterest": 5447, "sameWindowRequiredForComparison": true }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 1,450,000.0, 603계약입니다. 현물 종가보다 21.54% 높습니다.", "evidence": { "strike": 1450000.0, "openInterest": 603, "tiedStrikes": [ 1450000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 257000.0, "distanceFromSpotPercent": 21.54233025984913, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 1,050,000.0, 1,440계약입니다. 현물 종가보다 11.99% 낮습니다.", "evidence": { "strike": 1050000.0, "openInterest": 1440, "tiedStrikes": [ 1050000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -143000.0, "distanceFromSpotPercent": -11.98658843252305, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 1.13배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 1.1293315659912895, "callOpenInterest": 5281, "putOpenInterest": 5964 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 -742.64입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": -742.636586122191, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다." ] }, "selectionPolicy": "daily-close-next-active-listed-expiry", "calendarEvidence": { "schemaVersion": "frs.option-calendar.v1", "source": "KIS chk-holiday via shared KoreaCalendar cache", "sourceEndpoint": "/uapi/domestic-stock/v1/quotations/chk-holiday", "sourceTrId": "CTCA0903R", "checkedAt": "2026-11-03T00:00:34+09:00", "checkedDate": "2026-11-03", "asOfDay": "2026-11-02", "coverageStart": "2026-09-06", "coverageEnd": "2026-12-26", "observedDayCount": 108, "coverageMayContainGaps": true, "weekendRuleSource": "https://global.krx.co.kr/contents/GLB/06/0602/0602010201/GLB0602010201T1.jsp", "sourcePath": "/opt/frs/.state/kospi-live/korea-calendar.json", "sourceSha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b", "readOnly": true, "sources": [ { "source": "shared live calendar", "checkedAt": "2026-11-03T00:00:34+09:00", "path": "/opt/frs/.state/kospi-live/korea-calendar.json", "sha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261001", "checkedAt": "2026-09-08T15:17:04+09:00", "dayCount": 24, "daysSha256": "64dd50cd93c6e57c3c9b3501eb3b172411d43a6139fe8d737bd2e94b27f1417a" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261105", "checkedAt": "2026-09-12T17:54:43+09:00", "dayCount": 24, "daysSha256": "856de5f653a1eb2374c7471882e097bcbf68f1a2bfde11d12e9cdc31ffec9061" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261203", "checkedAt": "2026-10-13T08:14:53+09:00", "dayCount": 24, "daysSha256": "06992266b643de34166d06c345f1105151fc2b30fa83904f64553ea45a352a7e" }, { "source": "option-only cache", "path": "/opt/frs/.state/option-calendar/kis-holidays.json", "sha256": "393e584c3416bfb1d33bad2ba1189b6b5f59ec01c99b7d26d36d4c2680c237f8" } ] }, "openInterestChange": { "comparisonExpiryCode": "202611", "previousTradingDate": "2026-10-30", "callObservedChange": 99, "putObservedChange": -127, "matchedCallStrikes": 42, "matchedPutStrikes": 42, "scope": "same-expiry-and-right-matched-observed-strikes-only" }, "aggregate": { "DEX": 358794999.3236348, "GEX": -742.636586122191, "Vanna_Exp": 1418540935.2205875, "Theta_Exp": 874521.8659576686 } }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 1,450,000.0, 603계약입니다. 현물 종가보다 21.54% 높습니다.", "evidence": { "strike": 1450000.0, "openInterest": 603, "tiedStrikes": [ 1450000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 257000.0, "distanceFromSpotPercent": 21.54233025984913, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 1,050,000.0, 1,440계약입니다. 현물 종가보다 11.99% 낮습니다.", "evidence": { "strike": 1050000.0, "openInterest": 1440, "tiedStrikes": [ 1050000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -143000.0, "distanceFromSpotPercent": -11.98658843252305, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 1.13배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 1.1293315659912895, "callOpenInterest": 5281, "putOpenInterest": 5964 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 -742.64입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": -742.636586122191, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다." ] }, "investorFlow": null, "artifacts": { "narrative": "분석리포트_삼성전기_20261102.txt", "profile": "옵션분석_삼성전기_20261102.csv", "greeks": "옵션그릭스_삼성전기_20261102.csv" } }, "HMC": { "name": "현대차", "sourceType": "stock", "symbol": "005380", "status": "ready", "analytics": { "schemaVersion": "option-analytics-v2", "modelVersion": "black-scholes-act365-krx-percent-v2", "status": "ready", "product": "HMC", "tradingDate": "2026-11-02", "asOf": { "date": "2026-11-02", "session": "regular", "sessionVerified": true, "time": null, "timePrecision": "daily-source-no-intraday-timestamp" }, "expiryCode": "202611", "expiryDate": "2026-11-12", "nominalExpiryDate": "2026-11-12", "calendarDaysToExpiry": 10, "dte": 10, "businessDaysToExpiry": 8, "expiry": { "code": "202611", "actualDate": "2026-11-12", "nominalDate": "2026-11-12", "verified": true, "sources": [ "KRX-product-rule+verified-opening-day-ledger" ], "calendarDaysToExpiry": 10, "tradingDaysToExpiry": 8, "weekdayEstimateToExpiry": 8, "lifecycle": "active", "holidayRule": "preceding-opening-day" }, "spot": 287000.0, "spotUnit": "KRW", "annualRate": 0.03013, "callOpenInterest": 18117, "putOpenInterest": 11140, "putCallOpenInterestRatio": 0.6148920903019264, "putCallOpenInterestDefinition": "front-expiry-full-chain-all-strikes-put-open-interest-divided-by-call-open-interest", "iv": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-IMP_VOLT-percent" ], "scopes": [ "contract" ], "expirySpecific": true, "limitation": null }, "coverage": { "scope": "selected-expiry-all-observed-strikes", "completeness": "observed-source-inventory-not-independent-listing-audit", "inputRecordCount": 60, "observedContractCount": 60, "strikeCount": 30, "strikeMin": 240000.0, "strikeMax": 560000.0, "callContractCount": 30, "putContractCount": 30, "pairedStrikeCount": 30, "missingCallStrikes": [], "missingPutStrikes": [], "singleSidedObservations": [], "missingSideMeaning": "not observed; not zero and not verified non-listing", "duplicateConflictCount": 0, "duplicateConflicts": [], "valuesConsistent": true, "excludedExplicitNightRecordCount": 0, "unverifiedSessionRecordCount": 0, "sessionSources": [ "KRX-single-stock-options-regular-only-spec" ] }, "walls": { "fullChain": { "call": { "strike": 340000.0, "openInterest": 2975, "tiedStrikes": [ 340000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 53000.0, "distanceFromSpotPercent": 18.466898954703836, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 270000.0, "openInterest": 1685, "tiedStrikes": [ 270000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -17000.0, "distanceFromSpotPercent": -5.923344947735187, "definition": "maximum observed open interest for this option right" } }, "greekWindow": { "call": { "strike": 340000.0, "openInterest": 2975, "tiedStrikes": [ 340000.0 ], "scope": "greek-calculation-window", "distanceFromSpot": 53000.0, "distanceFromSpotPercent": 18.466898954703836, "definition": "maximum observed open interest for this option right" }, "put": { "strike": 270000.0, "openInterest": 1685, "tiedStrikes": [ 270000.0 ], "scope": "greek-calculation-window", "distanceFromSpot": -17000.0, "distanceFromSpotPercent": -5.923344947735187, "definition": "maximum observed open interest for this option right" } } }, "rawGex": { "value": 7597.954010523914, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "unit": "unscaled-contract-weighted-gamma-proxy", "contractMultiplierApplied": false, "dealerPositionKnown": false, "scope": "greek-calculation-window", "interpretation": "공개 OI에 콜+/풋− 가정을 적용한 상대 집중도; 원화 노출·딜러 감마·시장 방향이 아님", "callPositiveComponent": 34461.010251965025, "putNegativeComponent": -26863.05624144111 }, "gammaFlipProxyStrike": null, "gammaFlip": { "value": null, "reason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다." }, "verifiedUrls": [ "https://open.krx.co.kr/contents/OPN/01/01040202/OPN01040202.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040205/GLB0201040205.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201040402/GLB0201040402.jsp", "https://global.krx.co.kr/contents/GLB/02/0201/0201041003/Guide_to_Night_Session_in_KRX_Derivatives_Market.pdf" ], "greekTimeAssumption": { "calendarDays": 10, "timeYears": 0.0273972602739726, "daysPerYear": 365, "basis": "actual-expiry-calendar-days", "minimumModelDays": 0, "thetaUnit": "option-price-unit-per-calendar-day", "model": "Black-Scholes, continuous risk-free rate, dividend yield assumed zero" }, "atmStrike": 290000.0, "callWallStrike": 340000.0, "callWallOpenInterest": 2975, "putWallStrike": 270000.0, "putWallOpenInterest": 1685, "gammaWallStrike": 270000.0, "gammaFlipUnavailableReason": "행사가별 순 GEX가 가장 작은 지점은 감마 플립이 아닙니다. 기초자산 가격별 포트폴리오 재평가와 실제 보유 방향이 없어 산출하지 않습니다.", "traditionalMaxPain": 310000.0, "topExposureStrikes": [ 270000.0, 300000.0, 310000.0, 330000.0, 320000.0 ], "topExposureDefinition": "absolute-net-raw-GEX-by-strike-within-greek-window", "legacyWallScope": "greek-calculation-window", "traditionalMaxPainScope": "observed-greek-calculation-window-only", "callDelta25Strike": 310000.0, "putDelta25Strike": 270000.0, "bandStart": 240000.0, "bandEnd": 360000.0, "window": { "method": "observed-nearest-25-delta-call-put-with-strike-padding", "lowerStrike": 240000.0, "upperStrike": 360000.0, "padding": 5, "callDelta25Strike": 310000.0, "putDelta25Strike": 270000.0, "contractCount": 26, "strikeCount": 13, "observedContractCoverageRatio": 0.43333333333333335, "callOpenInterest": 15721, "putOpenInterest": 11140, "sameWindowRequiredForComparison": true }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 340,000.0, 2,975계약입니다. 현물 종가보다 18.47% 높습니다.", "evidence": { "strike": 340000.0, "openInterest": 2975, "tiedStrikes": [ 340000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 53000.0, "distanceFromSpotPercent": 18.466898954703836, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 270,000.0, 1,685계약입니다. 현물 종가보다 5.92% 낮습니다.", "evidence": { "strike": 270000.0, "openInterest": 1685, "tiedStrikes": [ 270000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -17000.0, "distanceFromSpotPercent": -5.923344947735187, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.61배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.6148920903019264, "callOpenInterest": 18117, "putOpenInterest": 11140 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 7,597.95입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 7597.954010523914, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다." ] }, "selectionPolicy": "daily-close-next-active-listed-expiry", "calendarEvidence": { "schemaVersion": "frs.option-calendar.v1", "source": "KIS chk-holiday via shared KoreaCalendar cache", "sourceEndpoint": "/uapi/domestic-stock/v1/quotations/chk-holiday", "sourceTrId": "CTCA0903R", "checkedAt": "2026-11-03T00:00:34+09:00", "checkedDate": "2026-11-03", "asOfDay": "2026-11-02", "coverageStart": "2026-09-06", "coverageEnd": "2026-12-26", "observedDayCount": 108, "coverageMayContainGaps": true, "weekendRuleSource": "https://global.krx.co.kr/contents/GLB/06/0602/0602010201/GLB0602010201T1.jsp", "sourcePath": "/opt/frs/.state/kospi-live/korea-calendar.json", "sourceSha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b", "readOnly": true, "sources": [ { "source": "shared live calendar", "checkedAt": "2026-11-03T00:00:34+09:00", "path": "/opt/frs/.state/kospi-live/korea-calendar.json", "sha256": "48f652d486521bf8cb2be187db88dbeb0dcf5debc8725c0b88b87637a9b5a02b" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261001", "checkedAt": "2026-09-08T15:17:04+09:00", "dayCount": 24, "daysSha256": "64dd50cd93c6e57c3c9b3501eb3b172411d43a6139fe8d737bd2e94b27f1417a" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261105", "checkedAt": "2026-09-12T17:54:43+09:00", "dayCount": 24, "daysSha256": "856de5f653a1eb2374c7471882e097bcbf68f1a2bfde11d12e9cdc31ffec9061" }, { "source": "supplementary KIS chk-holiday", "bassDate": "20261203", "checkedAt": "2026-10-13T08:14:53+09:00", "dayCount": 24, "daysSha256": "06992266b643de34166d06c345f1105151fc2b30fa83904f64553ea45a352a7e" }, { "source": "option-only cache", "path": "/opt/frs/.state/option-calendar/kis-holidays.json", "sha256": "393e584c3416bfb1d33bad2ba1189b6b5f59ec01c99b7d26d36d4c2680c237f8" } ] }, "openInterestChange": { "comparisonExpiryCode": "202611", "previousTradingDate": "2026-10-30", "callObservedChange": 905, "putObservedChange": 328, "matchedCallStrikes": 30, "matchedPutStrikes": 30, "scope": "same-expiry-and-right-matched-observed-strikes-only" }, "aggregate": { "DEX": 272388858.8841857, "GEX": 7597.954010523914, "Vanna_Exp": 1117123834.958239, "Theta_Exp": -996665.5958005482 } }, "read": { "status": "ready", "headline": "OI가 모인 행사가와 현재 가격의 위치를 확인하세요.", "observations": [ { "code": "call-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 콜 OI 최대는 340,000.0, 2,975계약입니다. 현물 종가보다 18.47% 높습니다.", "evidence": { "strike": 340000.0, "openInterest": 2975, "tiedStrikes": [ 340000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": 53000.0, "distanceFromSpotPercent": 18.466898954703836, "definition": "maximum observed open interest for this option right" } }, { "code": "put-oi-wall", "text": "관측한 해당 만기 전체 행사가에서 풋 OI 최대는 270,000.0, 1,685계약입니다. 현물 종가보다 5.92% 낮습니다.", "evidence": { "strike": 270000.0, "openInterest": 1685, "tiedStrikes": [ 270000.0 ], "scope": "selected-expiry-all-observed-strikes", "distanceFromSpot": -17000.0, "distanceFromSpotPercent": -5.923344947735187, "definition": "maximum observed open interest for this option right" } }, { "code": "put-call-oi", "text": "풋 OI/콜 OI는 0.61배입니다. 매수·매도 방향은 구분할 수 없습니다.", "evidence": { "ratio": 0.6148920903019264, "callOpenInterest": 18117, "putOpenInterest": 11140 } }, { "code": "raw-gex", "text": "계산 구간의 raw GEX 합계는 7,597.95입니다. 콜+/풋− 규칙으로 계산한 값이며 딜러 방향 신호가 아닙니다.", "evidence": { "value": 7597.954010523914, "definition": "gamma * open_interest * spot * (call:+1, put:-1)", "scope": "greek-calculation-window" } } ], "limitations": [ "OI 집중은 실제 지지·저항, 가격 목표 또는 상승·하락 신호를 확정하지 않습니다.", "이번 관측과 전일의 만기·행사가 범위·모델 버전이 다르면 벽과 raw GEX를 직접 비교할 수 없습니다." ] }, "investorFlow": null, "artifacts": { "narrative": "분석리포트_현대차_20261102.txt", "profile": "옵션분석_현대차_20261102.csv", "greeks": "옵션그릭스_현대차_20261102.csv" } } }, "monthly": { "iv": null, "openInterest": null, "openInterestChange": null, "greeks": null, "putCallOiRatio": null, "expiryDate": "2026-11-12", "dteCalendarDays": 10, "foreignVolumeNet": null, "foreignPremiumNet": null, "status": "ready", "productRef": "200" }, "mondayWeekly": { "iv": null, "openInterest": null, "openInterestChange": null, "greeks": null, "putCallOiRatio": null, "expiryDate": "2026-11-09", "dteCalendarDays": 7, "foreignVolumeNet": null, "foreignPremiumNet": null, "status": "ready", "productRef": "w2" }, "thursdayWeekly": { "iv": null, "openInterest": null, "openInterestChange": null, "greeks": null, "putCallOiRatio": null, "expiryDate": "2026-11-05", "dteCalendarDays": 3, "foreignVolumeNet": null, "foreignPremiumNet": null, "status": "ready", "productRef": "w" } }, "easyReads": { "005930": { "name": "삼성전자", "dataDate": "2026-11-02", "flow": { "current": "삼성전자 정규장 종가 229,000원. 외국인은 현물 731,115주 순매수, 개별선물 2,447계약 순매도입니다. 선물 최근 5거래일 합계는 3,399계약 순매수입니다.", "downside": "가격 하락과 외국인 현물·선물 순매도 확대가 함께 나타나는지 확인합니다. 현물 주식 수와 선물 계약 수는 합산하지 않습니다.", "upside": "가격 상승과 외국인 현물·선물 순매수 확대가 함께 이어지는지 확인합니다. 하루 수급만으로 지속성을 확정하지 않습니다.", "sourcePaths": [ "foreignSpotFlows.stocks.005930", "foreignSingleStockFutures.stocks.005930" ] }, "option": { "current": "삼성전자 정규장 종가 229,000원. 2026-11-12 만기의 전체 관측 행사가 중 콜 OI 최대는 270,000원(7,928계약), 풋은 200,000원(2,780계약)입니다.", "downside": "가격 하락 시 풋 OI 집중 행사가 200,000원과의 거리 및 풋 OI 변화를 함께 관측합니다. 해당 행사가를 확정적인 지지선으로 보지 않습니다.", "upside": "가격 상승 시 콜 OI 집중 행사가 270,000원과의 거리 및 콜 OI 변화를 함께 관측합니다. 실제 딜러의 보유 방향은 확인되지 않습니다.", "sourcePaths": [ "options.byProduct.SEC.analytics", "options.byProduct.SEC.read" ], "modelVersion": "black-scholes-act365-krx-percent-v2", "ivScope": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-IMP_VOLT-percent" ], "scopes": [ "contract" ], "expirySpecific": true, "limitation": null } } }, "000660": { "name": "SK하이닉스", "dataDate": "2026-11-02", "flow": { "current": "SK하이닉스 정규장 종가 1,472,000원. 외국인은 현물 68,915주 순매도, 개별선물 5,185계약 순매수입니다. 선물 최근 5거래일 합계는 58,398계약 순매도입니다.", "downside": "가격 하락과 외국인 현물·선물 순매도 확대가 함께 나타나는지 확인합니다. 현물 주식 수와 선물 계약 수는 합산하지 않습니다.", "upside": "가격 상승과 외국인 현물·선물 순매수 확대가 함께 이어지는지 확인합니다. 하루 수급만으로 지속성을 확정하지 않습니다.", "sourcePaths": [ "foreignSpotFlows.stocks.000660", "foreignSingleStockFutures.stocks.000660" ] }, "option": { "current": "SK하이닉스 정규장 종가 1,472,000원. 2026-11-12 만기의 전체 관측 행사가 중 콜 OI 최대는 1,050,000원(78,485계약), 풋은 1,200,000원(911계약)입니다.", "downside": "가격 하락 시 풋 OI 집중 행사가 1,200,000원과의 거리 및 풋 OI 변화를 함께 관측합니다. 해당 행사가를 확정적인 지지선으로 보지 않습니다.", "upside": "가격 상승 시 콜 OI 집중 행사가 1,050,000원과의 거리 및 콜 OI 변화를 함께 관측합니다. 실제 딜러의 보유 방향은 확인되지 않습니다.", "sourcePaths": [ "options.byProduct.SKH.analytics", "options.byProduct.SKH.read" ], "modelVersion": "black-scholes-act365-krx-percent-v2", "ivScope": { "inputUnit": "percent", "conversionToDecimal": "raw / 100", "sources": [ "KRX-IMP_VOLT-percent" ], "scopes": [ "contract" ], "expirySpecific": true, "limitation": null } } } }, "notApplicableData": [], "marketMicrostructure": { "schemaVersion": "frs.market-microstructure.v1", "runMode": "shadow", "dataDate": "2026-11-02", "sourceInputSha256": "2496d1809ba15f2e6c7420c36f6cfd94389b88cca54dc00deb71107bbe6f5355", "source": "KRX Open API", "sourceTimePrecision": "date", "availableAt": "2026-11-02T23:21:33.793263+00:00", "stageAuthority": "existing_v2_unchanged", "status": "unsigned_observations_only", "dealerOptions": { "mode": "unsigned_chain", "metric": "observed_open_interest_distribution", "positionSide": "unknown", "signedNetGamma": null, "grossUnsignedGamma": null, "gammaFlip": null, "signAssessment": "unknown", "sensitivityRange": null, "positionAsOf": "2026-11-02", "greeksAsOf": null, "frozenInventory": null, "coverage": { "inputRows": 8790, "includedUniqueContracts": 8790, "excludedRows": 0, "deduplicatedRows": 0, "conflictingInstrumentCount": 0 }, "byProductExpiry": [ { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2026-11-12", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 692, "openInterestUnit": "contracts", "openInterest": 192218, "knownOpenInterestSubtotal": 192218, "missingOpenInterestCount": 0, "callOpenInterest": 132160, "putOpenInterest": 60058, "ivObservedContractCount": 692, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.32, 0.938 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2026-12-10", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 1134, "openInterestUnit": "contracts", "openInterest": 243880, "knownOpenInterestSubtotal": 243880, "missingOpenInterestCount": 0, "callOpenInterest": 96883, "putOpenInterest": 146997, "ivObservedContractCount": 1134, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.03, 1.526 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2027-01-14", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 468, "openInterestUnit": "contracts", "openInterest": 14481, "knownOpenInterestSubtotal": 14481, "missingOpenInterestCount": 0, "callOpenInterest": 10424, "putOpenInterest": 4057, "ivObservedContractCount": 468, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.41600000000000004, 0.504 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2027-02-11", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 208, "openInterestUnit": "contracts", "openInterest": 1572, "knownOpenInterestSubtotal": 1572, "missingOpenInterestCount": 0, "callOpenInterest": 605, "putOpenInterest": 967, "ivObservedContractCount": 208, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.4335, 0.4617 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2027-03-11", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 390, "openInterestUnit": "contracts", "openInterest": 39730, "knownOpenInterestSubtotal": 39730, "missingOpenInterestCount": 0, "callOpenInterest": 16637, "putOpenInterest": 23093, "ivObservedContractCount": 390, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.451, 0.503 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2027-04-08", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 176, "openInterestUnit": "contracts", "openInterest": 1092, "knownOpenInterestSubtotal": 1092, "missingOpenInterestCount": 0, "callOpenInterest": 144, "putOpenInterest": 948, "ivObservedContractCount": 176, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.389, 0.457 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2027-06-10", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 532, "openInterestUnit": "contracts", "openInterest": 32453, "knownOpenInterestSubtotal": 32453, "missingOpenInterestCount": 0, "callOpenInterest": 9190, "putOpenInterest": 23263, "ivObservedContractCount": 532, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.2966, 0.669 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2027-09-09", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 208, "openInterestUnit": "contracts", "openInterest": 5627, "knownOpenInterestSubtotal": 5627, "missingOpenInterestCount": 0, "callOpenInterest": 1527, "putOpenInterest": 4100, "ivObservedContractCount": 208, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.16329999999999997, 0.414 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2027-12-09", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 286, "openInterestUnit": "contracts", "openInterest": 48642, "knownOpenInterestSubtotal": 48642, "missingOpenInterestCount": 0, "callOpenInterest": 7822, "putOpenInterest": 40820, "ivObservedContractCount": 286, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.03, 0.67 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2028-06-08", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 176, "openInterestUnit": "contracts", "openInterest": 3333, "knownOpenInterestSubtotal": 3333, "missingOpenInterestCount": 0, "callOpenInterest": 14, "putOpenInterest": 3319, "ivObservedContractCount": 176, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.03, 0.379 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "200", "underlyingId": "KOSPI200", "expiryDate": "2028-12-14", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 234, "openInterestUnit": "contracts", "openInterest": 12265, "knownOpenInterestSubtotal": 12265, "missingOpenInterestCount": 0, "callOpenInterest": 448, "putOpenInterest": 11817, "ivObservedContractCount": 234, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.03, 0.39799999999999996 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "HMC", "underlyingId": "005380", "expiryDate": "2026-11-12", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 60, "openInterestUnit": "contracts", "openInterest": 29257, "knownOpenInterestSubtotal": 29257, "missingOpenInterestCount": 0, "callOpenInterest": 18117, "putOpenInterest": 11140, "ivObservedContractCount": 60, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.539, 0.713 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "HMC", "underlyingId": "005380", "expiryDate": "2026-12-10", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 62, "openInterestUnit": "contracts", "openInterest": 5007, "knownOpenInterestSubtotal": 5007, "missingOpenInterestCount": 0, "callOpenInterest": 5, "putOpenInterest": 5002, "ivObservedContractCount": 62, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.55, 0.5670000000000001 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "HMC", "underlyingId": "005380", "expiryDate": "2027-01-14", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 32, "openInterestUnit": "contracts", "openInterest": 0, "knownOpenInterestSubtotal": 0, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 0, "ivObservedContractCount": 32, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.55, 0.5670000000000001 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "HMC", "underlyingId": "005380", "expiryDate": "2027-03-11", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 26, "openInterestUnit": "contracts", "openInterest": 5000, "knownOpenInterestSubtotal": 5000, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 5000, "ivObservedContractCount": 26, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.55, 0.5670000000000001 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "HMC", "underlyingId": "005380", "expiryDate": "2027-06-10", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 24, "openInterestUnit": "contracts", "openInterest": 5500, "knownOpenInterestSubtotal": 5500, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 5500, "ivObservedContractCount": 24, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.55, 0.5670000000000001 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "HMC", "underlyingId": "005380", "expiryDate": "2027-09-09", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 14, "openInterestUnit": "contracts", "openInterest": 0, "knownOpenInterestSubtotal": 0, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 0, "ivObservedContractCount": 14, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.55, 0.5670000000000001 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEC", "underlyingId": "005930", "expiryDate": "2026-11-12", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 56, "openInterestUnit": "contracts", "openInterest": 44390, "knownOpenInterestSubtotal": 44390, "missingOpenInterestCount": 0, "callOpenInterest": 27706, "putOpenInterest": 16684, "ivObservedContractCount": 56, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.564, 0.8320000000000001 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEC", "underlyingId": "005930", "expiryDate": "2026-12-10", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 68, "openInterestUnit": "contracts", "openInterest": 50692, "knownOpenInterestSubtotal": 50692, "missingOpenInterestCount": 0, "callOpenInterest": 2829, "putOpenInterest": 47863, "ivObservedContractCount": 68, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.608, 0.703 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEC", "underlyingId": "005930", "expiryDate": "2027-01-14", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 46, "openInterestUnit": "contracts", "openInterest": 3543, "knownOpenInterestSubtotal": 3543, "missingOpenInterestCount": 0, "callOpenInterest": 2120, "putOpenInterest": 1423, "ivObservedContractCount": 46, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.652, 0.6809999999999999 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEC", "underlyingId": "005930", "expiryDate": "2027-03-11", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 20, "openInterestUnit": "contracts", "openInterest": 60915, "knownOpenInterestSubtotal": 60915, "missingOpenInterestCount": 0, "callOpenInterest": 6514, "putOpenInterest": 54401, "ivObservedContractCount": 20, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.664, 0.6809999999999999 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEC", "underlyingId": "005930", "expiryDate": "2027-06-10", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 18, "openInterestUnit": "contracts", "openInterest": 64800, "knownOpenInterestSubtotal": 64800, "missingOpenInterestCount": 0, "callOpenInterest": 18400, "putOpenInterest": 46400, "ivObservedContractCount": 18, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.664, 0.6809999999999999 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEC", "underlyingId": "005930", "expiryDate": "2027-09-09", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 14, "openInterestUnit": "contracts", "openInterest": 39500, "knownOpenInterestSubtotal": 39500, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 39500, "ivObservedContractCount": 14, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.664, 0.6809999999999999 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEM", "underlyingId": "009150", "expiryDate": "2026-11-12", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 84, "openInterestUnit": "contracts", "openInterest": 11245, "knownOpenInterestSubtotal": 11245, "missingOpenInterestCount": 0, "callOpenInterest": 5281, "putOpenInterest": 5964, "ivObservedContractCount": 84, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.8590000000000001, 0.904 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEM", "underlyingId": "009150", "expiryDate": "2026-12-10", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 112, "openInterestUnit": "contracts", "openInterest": 1, "knownOpenInterestSubtotal": 1, "missingOpenInterestCount": 0, "callOpenInterest": 1, "putOpenInterest": 0, "ivObservedContractCount": 112, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.86, 0.862 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEM", "underlyingId": "009150", "expiryDate": "2027-01-14", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 76, "openInterestUnit": "contracts", "openInterest": 0, "knownOpenInterestSubtotal": 0, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 0, "ivObservedContractCount": 76, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.86, 0.862 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEM", "underlyingId": "009150", "expiryDate": "2027-03-11", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 40, "openInterestUnit": "contracts", "openInterest": 0, "knownOpenInterestSubtotal": 0, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 0, "ivObservedContractCount": 40, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.86, 0.862 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEM", "underlyingId": "009150", "expiryDate": "2027-06-10", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 30, "openInterestUnit": "contracts", "openInterest": 0, "knownOpenInterestSubtotal": 0, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 0, "ivObservedContractCount": 30, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.86, 0.862 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SEM", "underlyingId": "009150", "expiryDate": "2027-09-09", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 20, "openInterestUnit": "contracts", "openInterest": 0, "knownOpenInterestSubtotal": 0, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 0, "ivObservedContractCount": 20, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.86, 0.862 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SKH", "underlyingId": "000660", "expiryDate": "2026-11-12", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 78, "openInterestUnit": "contracts", "openInterest": 116649, "knownOpenInterestSubtotal": 116649, "missingOpenInterestCount": 0, "callOpenInterest": 112566, "putOpenInterest": 4083, "ivObservedContractCount": 78, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.03, 1.358 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SKH", "underlyingId": "000660", "expiryDate": "2026-12-10", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 106, "openInterestUnit": "contracts", "openInterest": 13217, "knownOpenInterestSubtotal": 13217, "missingOpenInterestCount": 0, "callOpenInterest": 4185, "putOpenInterest": 9032, "ivObservedContractCount": 106, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.696, 0.877 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SKH", "underlyingId": "000660", "expiryDate": "2027-01-14", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 70, "openInterestUnit": "contracts", "openInterest": 5532, "knownOpenInterestSubtotal": 5532, "missingOpenInterestCount": 0, "callOpenInterest": 300, "putOpenInterest": 5232, "ivObservedContractCount": 70, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.728, 0.8109999999999999 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SKH", "underlyingId": "000660", "expiryDate": "2027-03-11", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 38, "openInterestUnit": "contracts", "openInterest": 13556, "knownOpenInterestSubtotal": 13556, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 13556, "ivObservedContractCount": 38, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.7929999999999999, 0.8109999999999999 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SKH", "underlyingId": "000660", "expiryDate": "2027-06-10", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 34, "openInterestUnit": "contracts", "openInterest": 2200, "knownOpenInterestSubtotal": 2200, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 2200, "ivObservedContractCount": 34, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.7929999999999999, 0.8109999999999999 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "SKH", "underlyingId": "000660", "expiryDate": "2027-09-09", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 18, "openInterestUnit": "contracts", "openInterest": 2450, "knownOpenInterestSubtotal": 2450, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 2450, "ivObservedContractCount": 18, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.7929999999999999, 0.8109999999999999 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "m", "underlyingId": "KOSPI200", "expiryDate": "2026-11-12", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 692, "openInterestUnit": "contracts", "openInterest": 56972, "knownOpenInterestSubtotal": 56972, "missingOpenInterestCount": 0, "callOpenInterest": 34013, "putOpenInterest": 22959, "ivObservedContractCount": 692, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.32, 0.938 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "m", "underlyingId": "KOSPI200", "expiryDate": "2026-12-10", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 692, "openInterestUnit": "contracts", "openInterest": 5216, "knownOpenInterestSubtotal": 5216, "missingOpenInterestCount": 0, "callOpenInterest": 3876, "putOpenInterest": 1340, "ivObservedContractCount": 692, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.3367, 0.584 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "m", "underlyingId": "KOSPI200", "expiryDate": "2027-01-14", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 468, "openInterestUnit": "contracts", "openInterest": 715, "knownOpenInterestSubtotal": 715, "missingOpenInterestCount": 0, "callOpenInterest": 570, "putOpenInterest": 145, "ivObservedContractCount": 468, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.41600000000000004, 0.504 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "m", "underlyingId": "KOSPI200", "expiryDate": "2027-02-11", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 208, "openInterestUnit": "contracts", "openInterest": 106, "knownOpenInterestSubtotal": 106, "missingOpenInterestCount": 0, "callOpenInterest": 90, "putOpenInterest": 16, "ivObservedContractCount": 208, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.4335, 0.4617 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "m", "underlyingId": "KOSPI200", "expiryDate": "2027-03-11", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 208, "openInterestUnit": "contracts", "openInterest": 52, "knownOpenInterestSubtotal": 52, "missingOpenInterestCount": 0, "callOpenInterest": 52, "putOpenInterest": 0, "ivObservedContractCount": 208, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.451, 0.503 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "m", "underlyingId": "KOSPI200", "expiryDate": "2027-04-08", "expiryDateVerified": false, "expiryAt": null, "observedContractCount": 176, "openInterestUnit": "contracts", "openInterest": 180, "knownOpenInterestSubtotal": 180, "missingOpenInterestCount": 0, "callOpenInterest": 170, "putOpenInterest": 10, "ivObservedContractCount": 176, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.389, 0.457 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "w", "underlyingId": "KOSPI200", "expiryDate": "2026-11-05", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 232, "openInterestUnit": "contracts", "openInterest": 15995, "knownOpenInterestSubtotal": 15995, "missingOpenInterestCount": 0, "callOpenInterest": 12785, "putOpenInterest": 3210, "ivObservedContractCount": 232, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.03, 0.995 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "w2", "underlyingId": "KOSPI200", "expiryDate": "2026-11-02", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 270, "openInterestUnit": "contracts", "openInterest": 0, "knownOpenInterestSubtotal": 0, "missingOpenInterestCount": 0, "callOpenInterest": 0, "putOpenInterest": 0, "ivObservedContractCount": 270, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.03, 1.84 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" }, { "product": "w2", "underlyingId": "KOSPI200", "expiryDate": "2026-11-09", "expiryDateVerified": true, "expiryAt": null, "observedContractCount": 194, "openInterestUnit": "contracts", "openInterest": 81, "knownOpenInterestSubtotal": 81, "missingOpenInterestCount": 0, "callOpenInterest": 37, "putOpenInterest": 44, "ivObservedContractCount": 194, "ivUnit": "decimal_annual_volatility", "ivRange": [ 0.475, 0.639 ], "gammaConcentration": null, "sourceDate": "2026-11-02", "observationFrequency": "daily", "intradayEligible": false, "coverage": "observed_contracts_not_independent_listing_audit" } ], "excludedExposures": [ "unobserved_listed_contracts", "OTC", "ELS", "unidentified_dealer_inventory" ] }, "leveragedETF": { "status": "daily_primitives_only", "asOf": "2026-11-02", "valuationClocksAligned": false, "items": [ { "symbol": "069500", "status": "observed", "sourceDate": "2026-11-02", "sourceTimePrecision": "date", "sourceAt": null, "nav": 92964.35, "navUnit": "KRW_per_unit", "aum": 22994731230459.0, "aumUnit": "KRW", "listedUnits": 247700000, "listedUnitsUnit": "fund_units", "valuationClocksAligned": false, "benchmarkId": "KOSPI200", "navTimesUnitsAumIdentityValidated": false, "aumNavEffect": null, "confirmedNetCreationEffect": null, "rebalanceScenario": null, "remainingFlow": null, "targetLeverage": null, "scenarioEligible": false }, { "symbol": "122630", "status": "observed", "sourceDate": "2026-11-02", "sourceTimePrecision": "date", "sourceAt": null, "nav": 75898.47, "navUnit": "KRW_per_unit", "aum": 4929605922623.0, "aumUnit": "KRW", "listedUnits": 64400000, "listedUnitsUnit": "fund_units", "valuationClocksAligned": false, "benchmarkId": "KOSPI200", "navTimesUnitsAumIdentityValidated": false, "aumNavEffect": null, "confirmedNetCreationEffect": null, "rebalanceScenario": null, "remainingFlow": null, "targetLeverage": null, "scenarioEligible": false }, { "symbol": "114800", "status": "observed", "sourceDate": "2026-11-02", "sourceTimePrecision": "date", "sourceAt": null, "nav": 1153.97, "navUnit": "KRW_per_unit", "aum": 745348531189.0, "aumUnit": "KRW", "listedUnits": 664900000, "listedUnitsUnit": "fund_units", "valuationClocksAligned": false, "benchmarkId": null, "navTimesUnitsAumIdentityValidated": false, "aumNavEffect": null, "confirmedNetCreationEffect": null, "rebalanceScenario": null, "remainingFlow": null, "targetLeverage": null, "scenarioEligible": false }, { "symbol": "252670", "status": "observed", "sourceDate": "2026-11-02", "sourceTimePrecision": "date", "sourceAt": null, "nav": 93.55, "navUnit": "KRW_per_unit", "aum": 894540829986.0, "aumUnit": "KRW", "listedUnits": 9612500000, "listedUnitsUnit": "fund_units", "valuationClocksAligned": false, "benchmarkId": null, "navTimesUnitsAumIdentityValidated": false, "aumNavEffect": null, "confirmedNetCreationEffect": null, "rebalanceScenario": null, "remainingFlow": null, "targetLeverage": null, "scenarioEligible": false } ], "rebalanceScenario": null, "remainingFlow": null, "executionWindow": null }, "coveredCall": { "status": "unavailable", "includedInListedAggregate": null, "attributionOnly": true }, "gammaSurface": { "status": "unavailable", "surfaceKind": "dealer_options", "crossings": null, "nearestAdverseCrossing": null, "currentRegionSign": "unknown" }, "compositeHedgeFlowScenario": null, "observedResponse": { "status": "unknown", "evidenceIds": [], "causalAttribution": "not_established" }, "stageEvidence": { "relation": "unknown", "scope": "microstructure_context_only", "evidenceIds": [], "changesBullBearStage": false, "vetoesImportantAlerts": false }, "eligibilityByUse": { "display": true, "scenario": false, "signAlert": false, "flowComposite": false, "hmmFeature": false }, "ruleEvaluations": [ { "ruleId": "GAMMA_STABILIZATION", "status": "disabled", "enabled": false, "thresholdsFrozen": false, "reasons": [ "pending_calibration_and_approval" ] }, { "ruleId": "GAMMA_FLIP_APPROACH", "status": "disabled", "enabled": false, "thresholdsFrozen": false, "reasons": [ "pending_calibration_and_approval" ] }, { "ruleId": "GAMMA_SIGN_FLIP", "status": "disabled", "enabled": false, "thresholdsFrozen": false, "reasons": [ "pending_calibration_and_approval" ] }, { "ruleId": "LEVERAGED_ETF_REBUILD", "status": "disabled", "enabled": false, "thresholdsFrozen": false, "reasons": [ "pending_calibration_and_approval" ] }, { "ruleId": "VOL_ABSORPTION_BREAKDOWN", "status": "disabled", "enabled": false, "thresholdsFrozen": false, "reasons": [ "pending_calibration_and_approval" ] }, { "ruleId": "EXPIRY_BUFFER_CHANGE", "status": "disabled", "enabled": false, "thresholdsFrozen": false, "reasons": [ "pending_calibration_and_approval" ] }, { "ruleId": "GAMMA_DATA_DEGRADED", "status": "disabled", "enabled": false, "thresholdsFrozen": false, "reasons": [ "pending_calibration_and_approval" ] } ], "externalEstimateRefs": [], "limitations": [ "dealer_inventory_direction_not_verified", "contract_gamma_not_calculated", "daily_source_dates_are_not_intraday_timestamps", "listed_only_not_total_dealer_book", "etf_nav_aum_units_may_have_different_valuation_clocks", "etf_product_reset_holdings_and_confirmed_creations_unavailable", "thresholds_not_calibrated", "no_market_performance_validation" ] }, "chinaSemiconductorDemandFx": { "schemaVersion": "kospimonitor.china-demand-fx.v1", "asOf": "2026-11-02T23:22:05.924622+00:00", "view": "daily", "status": "partial", "mode": "shadow", "bullBearImpact": "none", "alertsEnabled": false, "fx": { "usdcny": null, "usdcnh": null, "cnyObservedAt": null, "cnhObservedAt": null, "cnyReference": 6.6702, "cnyReferenceDate": "2026-10-23", "cnyReferenceType": "new_york_noon_reference", "cnyAppreciationPct": { "d1": null, "d5": null, "d20": null }, "cnhAppreciationPct": { "d1": null, "d5": null, "d20": null }, "cnhCnySpreadPips": null, "cnhCnySpreadEligible": false, "onshoreMarketState": "closed" }, "policy": { "pbocFixing": 6.7146, "observedDate": "2026-11-02", "policyTolerance": "unknown" }, "trade": { "observedPeriod": "2026-07", "icImportValueUsd": 63831700000.0, "icExportValueUsd": 38738700000.0, "icNetImportValueUsd": 25093000000.0, "icImportQuantity": 60010000000.0, "icExportQuantity": 32400000000.0, "importValueYoyPct": null, "importQuantityYoyPct": null, "threeMonthTrendPct": null, "sixMonthTrendPct": null, "coverage": "aggregate_ic", "trend": "unknown" }, "structure": { "icProductionQuantity": 54300000000.0, "productionPeriod": "2026-09", "manufacturingPmi": 49.3, "pmiPeriod": "2026-10", "selfSufficiencyRate": null, "selfSufficiencyPressure": "unknown" }, "controls": { "fedBroadDollarIndex": 121.3202, "usRealYield10yPct": 2.63, "globalDollarConfounder": "unknown" }, "states": { "purchasingPower": "unknown", "policyTolerance": "unknown", "importDemand": "unknown", "selfSufficiencyPressure": "unknown", "globalDollarConfounder": "unknown" }, "research": { "validationStatus": "unvalidated", "alertsEnabled": false }, "evidence": [ { "metric": "cny_reference", "value": 6.6702, "unit": "CNY_per_USD", "observedPeriod": "2026-10-23", "publishedAt": null, "firstSeenAt": "2026-10-26T21:50:26.717964+00:00", "availableForUseAt": "2026-10-26T21:50:26.717964+00:00", "revisionId": "25a1c010ec3ecc1a1e4af779090648b969629ea18366696d778d5ca9e1f63215", "sourceId": "FRED_DEXCHUS", "sourceUrl": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=DEXCHUS&cosd=2026-06-18&coed=2026-10-26", "dataFrequency": "daily", "freshness": "stale" }, { "metric": "fed_broad_dollar", "value": 121.3202, "unit": "index", "observedPeriod": "2026-10-23", "publishedAt": null, "firstSeenAt": "2026-10-26T22:20:04.340730+00:00", "availableForUseAt": "2026-10-26T22:20:04.340730+00:00", "revisionId": "339542285b6c24e5f9969abd4c7b49dab0d961aa37a4d29a9bacb90962f84e8d", "sourceId": "FRED_DTWEXBGS", "sourceUrl": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=DTWEXBGS&cosd=2026-06-18&coed=2026-10-26", "dataFrequency": "daily", "freshness": "stale" }, { "metric": "ic_export_quantity", "value": 32400000000.0, "unit": "items", "observedPeriod": "2026-07", "publishedAt": "2026-08-18", "firstSeenAt": "2026-10-14T01:20:30.008546+00:00", "availableForUseAt": "2026-10-14T01:20:30.008546+00:00", "revisionId": "68080dff85636914094ffa39635af655f01087517d0855e45435d98a3247a13c", "sourceId": "MOFCOM_GACC", "sourceUrl": "https://fdi.mofcom.gov.cn/come-datatongji-con.html?id=16951", "dataFrequency": "monthly", "freshness": "stale" }, { "metric": "ic_export_value", "value": 38738700000.0, "unit": "USD", "observedPeriod": "2026-07", "publishedAt": "2026-08-18", "firstSeenAt": "2026-10-14T01:20:30.008546+00:00", "availableForUseAt": "2026-10-14T01:20:30.008546+00:00", "revisionId": "fed587418d90183d55b28a4b636c022bd136f6b1a7e1beed3c9aae665d9e13a2", "sourceId": "MOFCOM_GACC", "sourceUrl": "https://fdi.mofcom.gov.cn/come-datatongji-con.html?id=16951", "dataFrequency": "monthly", "freshness": "stale" }, { "metric": "ic_import_quantity", "value": 60010000000.0, "unit": "items", "observedPeriod": "2026-07", "publishedAt": "2026-08-18", "firstSeenAt": "2026-10-06T22:49:54.338766+00:00", "availableForUseAt": "2026-10-06T22:49:54.338766+00:00", "revisionId": "173b9315cdf238909bd2bc83540783ed29fcb273d2f37f1e39e0b8d3d9f259a6", "sourceId": "MOFCOM_GACC", "sourceUrl": "https://fdi.mofcom.gov.cn/come-datatongji-con.html?id=16955", "dataFrequency": "monthly", "freshness": "stale" }, { "metric": "ic_import_value", "value": 63831700000.0, "unit": "USD", "observedPeriod": "2026-07", "publishedAt": "2026-08-18", "firstSeenAt": "2026-10-06T22:49:54.338766+00:00", "availableForUseAt": "2026-10-06T22:49:54.338766+00:00", "revisionId": "704335df07a6764507792f023cfead7c63bfc223102dbd9facb4c774364b457c", "sourceId": "MOFCOM_GACC", "sourceUrl": "https://fdi.mofcom.gov.cn/come-datatongji-con.html?id=16955", "dataFrequency": "monthly", "freshness": "stale" }, { "metric": "ic_production_quantity", "value": 54300000000.0, "unit": "items", "observedPeriod": "2026-09", "publishedAt": null, "firstSeenAt": "2026-10-19T05:50:34.946432+00:00", "availableForUseAt": "2026-10-19T05:50:34.946432+00:00", "revisionId": "091d07d74a68ea5ae70c08f6feed1ea1461c2a63a2c6199b2d23dd7494c41463", "sourceId": "NBS", "sourceUrl": "https://www.stats.gov.cn/sj/zxfb/202610/t20261019_1965617.html", "dataFrequency": "monthly", "freshness": "fresh" }, { "metric": "manufacturing_imports_pmi", "value": 47.0, "unit": "diffusion_index", "observedPeriod": "2026-10", "publishedAt": null, "firstSeenAt": "2026-10-31T05:20:12.215036+00:00", "availableForUseAt": "2026-10-31T05:20:12.215036+00:00", "revisionId": "7ee39d5c59373c2eee07c75294a1291a1b4aafcce7ce4814eab5ea2257a89db3", "sourceId": "NBS", "sourceUrl": "https://www.stats.gov.cn/sj/zxfb/202610/t20261031_1965718.html", "dataFrequency": "monthly", "freshness": "fresh" }, { "metric": "manufacturing_new_orders_pmi", "value": 49.4, "unit": "diffusion_index", "observedPeriod": "2026-10", "publishedAt": null, "firstSeenAt": "2026-10-31T05:20:12.215036+00:00", "availableForUseAt": "2026-10-31T05:20:12.215036+00:00", "revisionId": "3322d5e0b0b943dba527c01ba61af09ff5ad02a8d9b6e78b361eefb78b4656ec", "sourceId": "NBS", "sourceUrl": "https://www.stats.gov.cn/sj/zxfb/202610/t20261031_1965718.html", "dataFrequency": "monthly", "freshness": "fresh" }, { "metric": "manufacturing_pmi", "value": 49.3, "unit": "diffusion_index", "observedPeriod": "2026-10", "publishedAt": null, "firstSeenAt": "2026-10-31T05:20:12.215036+00:00", "availableForUseAt": "2026-10-31T05:20:12.215036+00:00", "revisionId": "cfd16adc938ba30a8ca190d6fa9a5ebe53cb49f88f067b1c8f60db1878a26e95", "sourceId": "NBS", "sourceUrl": "https://www.stats.gov.cn/sj/zxfb/202610/t20261031_1965718.html", "dataFrequency": "monthly", "freshness": "fresh" }, { "metric": "manufacturing_production_pmi", "value": 49.8, "unit": "diffusion_index", "observedPeriod": "2026-10", "publishedAt": null, "firstSeenAt": "2026-10-31T05:20:12.215036+00:00", "availableForUseAt": "2026-10-31T05:20:12.215036+00:00", "revisionId": "83901af4b71e3929a4cab5f5f14a9f27c5984e6f3f13ac47d26bedac1fa20d4f", "sourceId": "NBS", "sourceUrl": "https://www.stats.gov.cn/sj/zxfb/202610/t20261031_1965718.html", "dataFrequency": "monthly", "freshness": "fresh" }, { "metric": "pboc_fixing", "value": 6.7146, "unit": "CNY_per_USD", "observedPeriod": "2026-11-02", "publishedAt": null, "firstSeenAt": "2026-11-02T01:50:06.436223+00:00", "availableForUseAt": "2026-11-02T01:50:06.436223+00:00", "revisionId": "3edc71df4b71369c4aaa148b39d466758db24de4edc34980fcad6a89264dbf75", "sourceId": "SAFE_CFETS", "sourceUrl": "https://www.safe.gov.cn/AppStructured/hlw/RMBQuery.do", "dataFrequency": "daily", "freshness": "fresh" }, { "metric": "us_real_yield_10y", "value": 2.63, "unit": "percent", "observedPeriod": "2026-10-29", "publishedAt": null, "firstSeenAt": "2026-10-30T21:50:14.724057+00:00", "availableForUseAt": "2026-10-30T21:50:14.724057+00:00", "revisionId": "a2f69d7a196e363f33f088d5d824538b103915f2694737cb9a09a6771146705c", "sourceId": "FRED_DFII10", "sourceUrl": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=DFII10&cosd=2026-06-22&coed=2026-10-30", "dataFrequency": "daily", "freshness": "fresh" } ], "sources": [ { "sourceId": "FRED_DEXCHUS", "status": "ok", "lastSuccessAt": "2026-11-02T17:50:33.991217+00:00" }, { "sourceId": "FRED_DFII10", "status": "ok", "lastSuccessAt": "2026-11-02T19:50:17.048568+00:00" }, { "sourceId": "FRED_DTWEXBGS", "status": "ok", "lastSuccessAt": "2026-11-02T19:50:16.734615+00:00" }, { "sourceId": "MOFCOM_GACC", "status": "ok", "lastSuccessAt": "2026-11-02T09:50:14.025141+00:00" }, { "sourceId": "NBS", "status": "ok", "lastSuccessAt": "2026-11-02T22:20:19.527342+00:00" }, { "sourceId": "SAFE_CFETS", "status": "ok", "lastSuccessAt": "2026-11-02T22:50:15.670555+00:00" } ], "dataQuality": { "freshness": "stale", "missingEvidence": [ "onshore_live_spot" ], "limitations": [ "research_unvalidated", "aggregate_ic_not_hbm_or_gpu", "self_sufficiency_official_series_unavailable", "onshore_offshore_spread_ineligible", "fed_broad_dollar_is_not_ice_dxy" ] } }, "regimeAssessment": { "ruleVersion": "kospi-bull-bear.v2", "evaluationDate": "2026-11-03", "evaluationAt": "2026-11-02T23:30:00+00:00", "mode": "daily", "evaluationStatus": "insufficient_data", "scopedAssessments": { "aiInfrastructure": { "bull": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "lastConfirmedStage": null, "lastConfirmedAt": "2026-10-02T23:30:00+00:00", "lastConfirmedRuleVersion": "legacy-v1", "candidateStage": null, "quality": "unverified", "requiresReconfirmation": true, "policySupportDependent": null, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingPressureReduced", "sellImpactEased" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingNotRenewed", "priorRecoveryMaintained", "putSkewNormalized", "tradingLiquidityStable", "volatilityNormalized" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "fairValueBasisImproved", "foreignFuturesSellingEased", "hedgingArbitrageNormalized", "observableFundingStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "cashFuturesRelationshipImproved", "flowCompositionVerified", "foreignCashBuyingPersistent", "krwStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "customerCommittedFundingVerified", "customerMonetizationVerified", "foreignCashBuyingPersistent", "newRiskTakingSupported", "physicalOrdersSustained", "priorRecoveryMaintained", "supplierEarningsCashflowSupported" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "v2 이전 회복 확인값 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "proposedValue": null, "evidenceIds": [ "SOFR" ], "reason": "SOFR는 차주 직접 증거가 아님", "validationIssues": [ "unknown_condition", "scope_mismatch:SOFR", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "직접 CFO 증거 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "AI 유료 현금회수 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "확약 조달 조건 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "실물 주문 집행 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } } }, "bear": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "lastConfirmedStage": null, "lastConfirmedAt": "2026-10-02T23:30:00+00:00", "lastConfirmedRuleVersion": "legacy-v1", "candidateStage": null, "quality": "unverified", "requiresReconfirmation": true, "policySupportDependent": null, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "discountOrPositionPressure", "equityValuationFlowWeakening" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualCreditTermsDeteriorated", "scopeTransmissionVerified" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualFundingFailure", "fundingCauseVerified", "scopeTransmissionVerified" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "physicalQuantityDemandImpaired" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "memoryThesisImpaired" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "직접 issuer 조건 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "실제 조달 실패 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "자금 원인 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "실물 수요 훼손 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "범위 중요성 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } } }, "thesisStatus": "unknown" }, "kospi": { "bull": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "lastConfirmedStage": 1, "lastConfirmedAt": "2026-10-02T08:30:00+09:00", "lastConfirmedRuleVersion": "legacy-v1", "candidateStage": null, "quality": "unverified", "requiresReconfirmation": true, "policySupportDependent": null, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingPressureReduced", "sellImpactEased" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingNotRenewed", "priorRecoveryMaintained", "putSkewNormalized", "tradingLiquidityStable", "volatilityNormalized" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "fairValueBasisImproved", "foreignFuturesSellingEased", "hedgingArbitrageNormalized", "observableFundingStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "cashFuturesRelationshipImproved", "flowCompositionVerified", "foreignCashBuyingPersistent", "krwStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "customerCommittedFundingVerified", "customerMonetizationVerified", "foreignCashBuyingPersistent", "newRiskTakingSupported", "physicalOrdersSustained", "priorRecoveryMaintained", "supplierEarningsCashflowSupported" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "강제매도·증거금 직접 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "지속적 유동성 직접 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "지속성 및 put skew 확인불가", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "직접 skew 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "호가 깊이 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "자료 부재를 비재개로 간주하지 않음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "v2 이전 회복 확인값 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "K200 외국인 선물 순매수 미제공", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "다중 세션 공정가치 비교 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "헤지 해제 직접 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "proposedValue": null, "evidenceIds": [ "SOFR" ], "reason": "SOFR는 직접 조달 안정 증거가 아님", "validationIssues": [ "unknown_condition", "scope_mismatch:SOFR", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "당일 외국인 현물 순매도이며 지속 유입 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "외국인 매수와의 동일 기간 관계 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "롤 조정 다중 세션 관계 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "하루 개선만으로 지속성 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "패시브·리밸런싱·자사주 분해 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "신규 위험 부담 직접 증거 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "현재 공급업체 CFO 직접 증거 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "AI 유료 현금회수 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "확약 조달 조건 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "실물 주문 집행 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } } }, "bear": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "lastConfirmedStage": 2, "lastConfirmedAt": "2026-10-02T08:30:00+09:00", "lastConfirmedRuleVersion": "legacy-v1", "candidateStage": null, "quality": "unverified", "requiresReconfirmation": true, "policySupportDependent": null, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "discountOrPositionPressure", "equityValuationFlowWeakening" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualCreditTermsDeteriorated", "scopeTransmissionVerified" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualFundingFailure", "fundingCauseVerified", "marketIntermediationImpaired", "scopeTransmissionVerified" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "physicalQuantityDemandImpaired" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "memoryThesisImpaired" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "proposedValue": null, "evidenceIds": [ "UST10Y", "UST_REAL10Y" ], "reason": "금리 관측은 있으나 자동 임계값 미보정", "validationIssues": [ "unknown_condition", "scope_mismatch:UST10Y", "scope_mismatch:UST_REAL10Y", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "밸류에이션과 수급의 동시 약화 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "비교 가능한 차주 신용조건 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "실제 조달 실패 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "자금 원인 확인 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "실물 수요 취소·축소 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "중요성과 범위 영향 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "메모리 계약·수요·재고 직접 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } } }, "thesisStatus": "unknown" }, "memory": { "bull": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "lastConfirmedStage": null, "lastConfirmedAt": "2026-10-02T23:30:00+00:00", "lastConfirmedRuleVersion": "legacy-v1", "candidateStage": null, "quality": "unverified", "requiresReconfirmation": true, "policySupportDependent": null, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingPressureReduced", "sellImpactEased" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingNotRenewed", "priorRecoveryMaintained", "putSkewNormalized", "tradingLiquidityStable", "volatilityNormalized" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "fairValueBasisImproved", "foreignFuturesSellingEased", "hedgingArbitrageNormalized", "observableFundingStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "cashFuturesRelationshipImproved", "flowCompositionVerified", "foreignCashBuyingPersistent", "krwStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "customerCommittedFundingVerified", "customerMonetizationVerified", "foreignCashBuyingPersistent", "newRiskTakingSupported", "physicalOrdersSustained", "priorRecoveryMaintained", "supplierEarningsCashflowSupported" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "v2 이전 회복 확인값 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "공급업체 CFO 직접 증거 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "AI 유료 현금회수 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "확약 조달 조건 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "메모리 실물 주문 자료 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } } }, "bear": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "lastConfirmedStage": null, "lastConfirmedAt": "2026-10-02T23:30:00+00:00", "lastConfirmedRuleVersion": "legacy-v1", "candidateStage": null, "quality": "unverified", "requiresReconfirmation": true, "policySupportDependent": null, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "discountOrPositionPressure", "equityValuationFlowWeakening" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualCreditTermsDeteriorated", "scopeTransmissionVerified" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualFundingFailure", "fundingCauseVerified", "scopeTransmissionVerified" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "physicalQuantityDemandImpaired" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "memoryThesisImpaired" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "메모리 관련 직접 신용조건 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "실제 조달 실패 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "HBM·DRAM 수요 취소 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "범위 중요성 미확인", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "계약·가격·재고·실행 훼손 증거 없음", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "proposedValue": null, "evidenceIds": [], "reason": "", "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } } }, "thesisStatus": "unknown" } }, "overlays": { "discountRate": "unknown", "fundingAccess": "unknown", "creditAbsorption": "unknown", "policyConstraint": "unknown", "aiPayback": "unknown", "customerBalanceSheet": "unknown", "physicalOrders": "unknown" }, "alerts": [ { "type": "policy_version_migration", "scope": "kospi", "axis": "bull", "previousRuleVersion": "legacy-v1" }, { "type": "policy_version_migration", "scope": "kospi", "axis": "bear", "previousRuleVersion": "legacy-v1" } ], "evidenceLedger": [ { "id": "UST10Y", "value": 4.94, "unit": "%", "observedAt": "2026-10-30", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:01.979941+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "globalFunding", "source": { "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml?data=daily_treasury_yield_curve&field_tdr_date_value_month=202610", "type": "official", "originalId": "US Treasury:treasury_nominal_curve:2026-10-30" }, "status": "verified", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "공식 일별 관측이나 임계값이 보정되지 않아 단계 확인에는 사용하지 않음", "kind": "discount_rate", "signalId": "UST10Y", "observedSession": "2026-10-30", "originalDisclosureId": "US Treasury:treasury_nominal_curve:2026-10-30", "availableBeforeCutoff": true, "publicationAllowed": true, "validationIssues": [], "usableForAssessment": true }, { "id": "UST_REAL10Y", "value": 2.62, "unit": "%", "observedAt": "2026-11-02", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:01.892363+00:00", "period": { "start": "2026-11-02", "end": "2026-11-02", "frequency": "daily" }, "scope": "globalFunding", "source": { "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml?data=daily_treasury_real_yield_curve&field_tdr_date_value_month=202611", "type": "official", "originalId": "US Treasury:treasury_real_curve:2026-11-02" }, "status": "verified", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "시장 실질 par yield이며 r-star가 아님; 임계값 미보정으로 단계 확인에는 사용하지 않음", "kind": "discount_rate", "signalId": "UST_REAL10Y", "observedSession": "2026-11-02", "originalDisclosureId": "US Treasury:treasury_real_curve:2026-11-02", "availableBeforeCutoff": true, "publicationAllowed": true, "validationIssues": [], "usableForAssessment": true }, { "id": "SOFR", "value": 3.95, "unit": "%", "observedAt": "2026-10-30", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "globalFunding", "source": { "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json?startDate=2026-10-12&endDate=2026-11-02", "type": "official", "originalId": "Federal Reserve Bank of New York:SOFR:2026-10-30" }, "status": "verified", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "proxy", "reason": "공식 자금시장 관측이지만 AI 차주 조달 안정의 직접 증거가 아님", "kind": "funding_conditions", "signalId": "SOFR", "observedSession": "2026-10-30", "originalDisclosureId": "Federal Reserve Bank of New York:SOFR:2026-10-30", "availableBeforeCutoff": true, "publicationAllowed": true, "validationIssues": [], "usableForAssessment": true } ], "automation": { "numericThresholdsCalibrated": false, "automaticPositionActionEnabled": false }, "inputProvenance": { "policySha256": "914573cbdcd674bebffd73760e20d303e648ac546f59b739554cf5bdc0771f05", "evidenceSha256": "fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "reportSha256": "d762c5678b3987b3892ec944b09ca33823559e19ad270e4f11afd32bfa1f6d33", "dataDate": "2026-11-02" }, "display": { "bear": { "stage": 2, "ruleVersion": "legacy-v1", "source": "historical_carry" }, "bull": { "stage": 1, "ruleVersion": "legacy-v1", "source": "historical_carry" } } }, "ruleVersion": "kospi-bull-bear.v2", "regimeEvidence": { "schemaVersion": 1, "evaluationDate": "2026-11-02", "cutoffAt": "2026-11-02T23:30:00+00:00", "retrievedAt": "2026-11-02T23:10:02.785195+00:00", "evidenceLedger": [ { "id": "UST2Y", "originalSourceId": "US Treasury:treasury_nominal_curve:2026-10-30", "originalSourceIds": [ "US Treasury:treasury_nominal_curve:2026-10-30" ], "value": 4.56, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:01.979941+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usTreasury", "source": { "name": "US Treasury", "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml?data=daily_treasury_yield_curve&field_tdr_date_value_month=202610", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 4.68 }, { "observedAt": "2026-10-27", "value": 4.7 }, { "observedAt": "2026-10-28", "value": 4.67 }, { "observedAt": "2026-10-29", "value": 4.61 }, { "observedAt": "2026-10-30", "value": 4.56 } ] }, { "id": "UST10Y", "originalSourceId": "US Treasury:treasury_nominal_curve:2026-10-30", "originalSourceIds": [ "US Treasury:treasury_nominal_curve:2026-10-30" ], "value": 4.94, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:01.979941+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usTreasury", "source": { "name": "US Treasury", "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml?data=daily_treasury_yield_curve&field_tdr_date_value_month=202610", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 5.0 }, { "observedAt": "2026-10-27", "value": 4.99 }, { "observedAt": "2026-10-28", "value": 5.05 }, { "observedAt": "2026-10-29", "value": 4.98 }, { "observedAt": "2026-10-30", "value": 4.94 } ] }, { "id": "UST30Y", "originalSourceId": "US Treasury:treasury_nominal_curve:2026-10-30", "originalSourceIds": [ "US Treasury:treasury_nominal_curve:2026-10-30" ], "value": 5.31, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:01.979941+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usTreasury", "source": { "name": "US Treasury", "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml?data=daily_treasury_yield_curve&field_tdr_date_value_month=202610", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 5.31 }, { "observedAt": "2026-10-27", "value": 5.3 }, { "observedAt": "2026-10-28", "value": 5.37 }, { "observedAt": "2026-10-29", "value": 5.32 }, { "observedAt": "2026-10-30", "value": 5.31 } ] }, { "id": "UST_REAL10Y", "originalSourceId": "US Treasury:treasury_real_curve:2026-11-02", "originalSourceIds": [ "US Treasury:treasury_real_curve:2026-11-02" ], "value": 2.62, "unit": "%", "observedAt": "2026-11-02", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:01.892363+00:00", "period": { "start": "2026-11-02", "end": "2026-11-02", "frequency": "daily" }, "scope": "usTreasury", "source": { "name": "US Treasury", "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml?data=daily_treasury_real_yield_curve&field_tdr_date_value_month=202611", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed; market real par yield is not r-star", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-27", "value": 2.64 }, { "observedAt": "2026-10-28", "value": 2.67 }, { "observedAt": "2026-10-29", "value": 2.63 }, { "observedAt": "2026-10-30", "value": 2.6 }, { "observedAt": "2026-11-02", "value": 2.62 } ] }, { "id": "SOFR", "originalSourceId": "Federal Reserve Bank of New York:SOFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:SOFR:2026-10-30" ], "value": 3.95, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3.93 }, { "observedAt": "2026-10-27", "value": 3.95 }, { "observedAt": "2026-10-28", "value": 3.94 }, { "observedAt": "2026-10-29", "value": 3.94 }, { "observedAt": "2026-10-30", "value": 3.95 } ] }, { "id": "EFFR", "originalSourceId": "Federal Reserve Bank of New York:EFFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:EFFR:2026-10-30" ], "value": 3.88, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3.88 }, { "observedAt": "2026-10-27", "value": 3.88 }, { "observedAt": "2026-10-28", "value": 3.88 }, { "observedAt": "2026-10-29", "value": 3.88 }, { "observedAt": "2026-10-30", "value": 3.88 } ] }, { "id": "IORB", "originalSourceId": "Federal Reserve Board via FRED:IORB:2026-11-02", "originalSourceIds": [ "Federal Reserve Board via FRED:IORB:2026-11-02" ], "value": 3.9, "unit": "%", "observedAt": "2026-11-02", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.590626+00:00", "period": { "start": "2026-11-02", "end": "2026-11-02", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Board via FRED", "url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=IORB&cosd=2026-10-26&coed=2026-11-02", "classification": "official_distribution" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-29", "value": 3.9 }, { "observedAt": "2026-10-30", "value": 3.9 }, { "observedAt": "2026-10-31", "value": 3.9 }, { "observedAt": "2026-11-01", "value": 3.9 }, { "observedAt": "2026-11-02", "value": 3.9 } ] }, { "id": "IG_OAS", "originalSourceId": "ICE Data Indices via FRED:IG_OAS:2026-10-30", "originalSourceIds": [ "ICE Data Indices via FRED:IG_OAS:2026-10-30" ], "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.534005+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usBroadCredit", "source": { "name": "ICE Data Indices via FRED", "url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=BAMLC0A0CM&cosd=2026-10-26&coed=2026-11-02", "classification": "licensed_distribution" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "proxy", "reason": "원자료 재배포 제한; 판정에 사용한 출처와 상태만 공개", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": false, "value": null }, { "id": "HY_OAS", "originalSourceId": "ICE Data Indices via FRED:HY_OAS:2026-10-30", "originalSourceIds": [ "ICE Data Indices via FRED:HY_OAS:2026-10-30" ], "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.783610+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usBroadCredit", "source": { "name": "ICE Data Indices via FRED", "url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=BAMLH0A0HYM2&cosd=2026-10-26&coed=2026-11-02", "classification": "licensed_distribution" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "proxy", "reason": "원자료 재배포 제한; 판정에 사용한 출처와 상태만 공개", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": false, "value": null }, { "id": "SOFR_P1", "originalSourceId": "Federal Reserve Bank of New York:SOFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:SOFR:2026-10-30" ], "value": 3.88, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3.85 }, { "observedAt": "2026-10-27", "value": 3.88 }, { "observedAt": "2026-10-28", "value": 3.89 }, { "observedAt": "2026-10-29", "value": 3.89 }, { "observedAt": "2026-10-30", "value": 3.88 } ] }, { "id": "SOFR_P25", "originalSourceId": "Federal Reserve Bank of New York:SOFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:SOFR:2026-10-30" ], "value": 3.93, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3.91 }, { "observedAt": "2026-10-27", "value": 3.94 }, { "observedAt": "2026-10-28", "value": 3.92 }, { "observedAt": "2026-10-29", "value": 3.92 }, { "observedAt": "2026-10-30", "value": 3.93 } ] }, { "id": "SOFR_P75", "originalSourceId": "Federal Reserve Bank of New York:SOFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:SOFR:2026-10-30" ], "value": 4.01, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3.98 }, { "observedAt": "2026-10-27", "value": 4.0 }, { "observedAt": "2026-10-28", "value": 3.99 }, { "observedAt": "2026-10-29", "value": 3.99 }, { "observedAt": "2026-10-30", "value": 4.01 } ] }, { "id": "SOFR_P99", "originalSourceId": "Federal Reserve Bank of New York:SOFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:SOFR:2026-10-30" ], "value": 4.03, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 4.01 }, { "observedAt": "2026-10-27", "value": 4.04 }, { "observedAt": "2026-10-28", "value": 4.02 }, { "observedAt": "2026-10-29", "value": 4.02 }, { "observedAt": "2026-10-30", "value": 4.03 } ] }, { "id": "SOFR_VOLUME", "originalSourceId": "Federal Reserve Bank of New York:SOFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:SOFR:2026-10-30" ], "value": 3175.0, "unit": "USD bn", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3086.0 }, { "observedAt": "2026-10-27", "value": 3147.0 }, { "observedAt": "2026-10-28", "value": 3074.0 }, { "observedAt": "2026-10-29", "value": 3145.0 }, { "observedAt": "2026-10-30", "value": 3175.0 } ] }, { "id": "EFFR_P1", "originalSourceId": "Federal Reserve Bank of New York:EFFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:EFFR:2026-10-30" ], "value": 3.85, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3.85 }, { "observedAt": "2026-10-27", "value": 3.85 }, { "observedAt": "2026-10-28", "value": 3.85 }, { "observedAt": "2026-10-29", "value": 3.83 }, { "observedAt": "2026-10-30", "value": 3.85 } ] }, { "id": "EFFR_P25", "originalSourceId": "Federal Reserve Bank of New York:EFFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:EFFR:2026-10-30" ], "value": 3.88, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3.88 }, { "observedAt": "2026-10-27", "value": 3.87 }, { "observedAt": "2026-10-28", "value": 3.87 }, { "observedAt": "2026-10-29", "value": 3.87 }, { "observedAt": "2026-10-30", "value": 3.88 } ] }, { "id": "EFFR_P75", "originalSourceId": "Federal Reserve Bank of New York:EFFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:EFFR:2026-10-30" ], "value": 3.89, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3.89 }, { "observedAt": "2026-10-27", "value": 3.89 }, { "observedAt": "2026-10-28", "value": 3.89 }, { "observedAt": "2026-10-29", "value": 3.89 }, { "observedAt": "2026-10-30", "value": 3.89 } ] }, { "id": "EFFR_P99", "originalSourceId": "Federal Reserve Bank of New York:EFFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:EFFR:2026-10-30" ], "value": 3.94, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3.94 }, { "observedAt": "2026-10-27", "value": 3.94 }, { "observedAt": "2026-10-28", "value": 3.91 }, { "observedAt": "2026-10-29", "value": 3.94 }, { "observedAt": "2026-10-30", "value": 3.94 } ] }, { "id": "EFFR_VOLUME", "originalSourceId": "Federal Reserve Bank of New York:EFFR:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:EFFR:2026-10-30" ], "value": 109.0, "unit": "USD bn", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "daily published observation; actual publication timestamp not provided by this feed", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 109.0 }, { "observedAt": "2026-10-27", "value": 115.0 }, { "observedAt": "2026-10-28", "value": 116.0 }, { "observedAt": "2026-10-29", "value": 117.0 }, { "observedAt": "2026-10-30", "value": 109.0 } ] }, { "id": "SOFR_IORB", "originalSourceId": "derived:SOFR_IORB:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:SOFR:2026-10-30", "Federal Reserve Board via FRED:IORB:2026-11-02" ], "value": 5.0, "unit": "bp", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.590626+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "same-date arithmetic", "url": null, "classification": "derived", "inputSources": [ { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, { "name": "Federal Reserve Board via FRED", "url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=IORB&cosd=2026-10-26&coed=2026-11-02", "classification": "official_distribution" } ] }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "exact same-date difference; no forward fill", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 3.0 }, { "observedAt": "2026-10-27", "value": 5.0 }, { "observedAt": "2026-10-28", "value": 4.0 }, { "observedAt": "2026-10-29", "value": 4.0 }, { "observedAt": "2026-10-30", "value": 5.0 } ], "inputs": [ "SOFR", "IORB" ] }, { "id": "EFFR_IORB", "originalSourceId": "derived:EFFR_IORB:2026-10-30", "originalSourceIds": [ "Federal Reserve Bank of New York:EFFR:2026-10-30", "Federal Reserve Board via FRED:IORB:2026-11-02" ], "value": -2.0, "unit": "bp", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:02.590626+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usMoneyMarket", "source": { "name": "same-date arithmetic", "url": null, "classification": "derived", "inputSources": [ { "name": "Federal Reserve Bank of New York", "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json?startDate=2026-10-12&endDate=2026-11-02", "classification": "primary" }, { "name": "Federal Reserve Board via FRED", "url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=IORB&cosd=2026-10-26&coed=2026-11-02", "classification": "official_distribution" } ] }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "direct", "reason": "exact same-date difference; no forward fill", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": -2.0 }, { "observedAt": "2026-10-27", "value": -2.0 }, { "observedAt": "2026-10-28", "value": -2.0 }, { "observedAt": "2026-10-29", "value": -2.0 }, { "observedAt": "2026-10-30", "value": -2.0 } ], "inputs": [ "EFFR", "IORB" ] }, { "id": "UST10Y_INFLATION_COMPENSATION", "originalSourceId": "derived:UST10Y_INFLATION_COMPENSATION:2026-10-30", "originalSourceIds": [ "US Treasury:treasury_nominal_curve:2026-10-30", "US Treasury:treasury_real_curve:2026-11-02" ], "value": 2.34, "unit": "%", "observedAt": "2026-10-30", "datePrecision": "day", "publishedAt": null, "retrievedAt": "2026-11-02T23:10:01.979941+00:00", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "scope": "usTreasury", "source": { "name": "same-date arithmetic", "url": null, "classification": "derived", "inputSources": [ { "name": "US Treasury", "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml?data=daily_treasury_yield_curve&field_tdr_date_value_month=202610", "classification": "primary" }, { "name": "US Treasury", "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml?data=daily_treasury_real_yield_curve&field_tdr_date_value_month=202611", "classification": "primary" } ] }, "status": "observed", "validUntil": "2026-11-02T23:30:00+00:00", "evidenceRole": "proxy", "reason": "nominal minus real par yield proxy; includes liquidity/risk premia; not pure inflation expectations or r-star", "availableBeforeCutoff": true, "usableForDailyAnalysis": true, "usableForLiveAnalysis": false, "publicationAllowed": true, "history": [ { "observedAt": "2026-10-26", "value": 2.34 }, { "observedAt": "2026-10-27", "value": 2.35 }, { "observedAt": "2026-10-28", "value": 2.38 }, { "observedAt": "2026-10-29", "value": 2.35 }, { "observedAt": "2026-10-30", "value": 2.34 } ], "inputs": [ "UST10Y", "UST_REAL10Y" ] } ], "missingEvidence": [ { "id": "TERM_PREMIUM", "module": "M1", "value": null, "status": "unavailable", "reason": "model estimate requires separately verified release and vintage" }, { "id": "MOVE", "module": "M1", "value": null, "status": "unavailable", "reason": "licensed volatility source not configured" }, { "id": "CP_OIS", "module": "M2", "value": null, "status": "unavailable", "reason": "same-tenor CP and OIS observations not configured" }, { "id": "CROSS_CURRENCY_BASIS", "module": "M2", "value": null, "status": "unavailable", "reason": "comparable tenor and collateralized FX basis source not configured" }, { "id": "SRF_USAGE", "module": "M2", "value": null, "status": "unavailable", "reason": "operation-level source and maturity aggregation not configured; no usage is not proof of no stress" }, { "id": "RESERVES_TGA_RRP_SETTLEMENT", "module": "M2", "value": null, "status": "unavailable", "reason": "stock dates, settlement dates and release vintages require separate collection" }, { "id": "AI_ISSUER_CREDIT_TERMS", "module": "M3", "value": null, "status": "unavailable", "reason": "requires direct comparable borrower financing terms; broad OAS cannot substitute" }, { "id": "AI_REFINANCING_ACCESS", "module": "m2", "value": null, "status": "unavailable", "reason": "requires direct borrower financing success/failure and committed facility evidence" }, { "id": "AI_EXTERNAL_PAID_REVENUE_PAYBACK", "module": "m1", "value": null, "status": "unavailable", "reason": "public group earnings cannot substitute for undisclosed AI external cash receipts and return" }, { "id": "AI_CUSTOMER_CAPEX_CFO", "module": "m2", "value": null, "status": "unavailable", "reason": "requires matching issuer, reporting period and cash capex/lease definitions from filings" }, { "id": "AI_PHYSICAL_ORDERS", "module": "m3", "value": null, "status": "unavailable", "reason": "requires executed MW/rack/GPU orders and reason-coded cancellations rather than spending plans" }, { "id": "MEMORY_CONTRACT_ORDERS", "module": "m4", "value": null, "status": "unavailable", "reason": "requires direct HBM/DRAM volume, contract terms, customer inventory and earnings path disclosures" } ] }, "dailyAnalysis": { "assessmentVersion": "kospi-daily-analysis.v3-candidate.1", "ruleVersion": "kospi-bull-bear.v2", "dataDate": "2026-11-02", "knowledgeCutoff": "2026-11-02T23:22:05.887364+00:00", "generatedAt": "2026-11-03T08:22:05.887364+09:00", "availableForUseAt": "2026-11-03T08:22:05.887364+09:00", "runMode": "shadow", "researchReplay": { "availabilityAssumptionDeclared": false, "operationalReceiptReplay": true }, "dataQuality": { "coverage": 1.0, "coverageDefinition": "usable_submitted_evidence_over_submitted_evidence_not_total_market_coverage", "submittedCount": 22, "usableCount": 22, "modules": { "M1": { "status": "partial", "evidenceIds": [ "UST10Y", "UST10Y_INFLATION_COMPENSATION", "UST2Y", "UST30Y", "UST_REAL10Y" ] }, "M2": { "status": "partial", "evidenceIds": [ "EFFR", "EFFR_IORB", "EFFR_P1", "EFFR_P25", "EFFR_P75", "EFFR_P99", "EFFR_VOLUME", "IORB", "SOFR", "SOFR_IORB", "SOFR_P1", "SOFR_P25", "SOFR_P75", "SOFR_P99", "SOFR_VOLUME" ] }, "M3": { "status": "partial", "evidenceIds": [ "withheld-76a1bf3c902abee7ddc1", "withheld-bc9fa07b7e9f4267d978" ] }, "M4": { "status": "unavailable", "evidenceIds": [] }, "m1": { "status": "unavailable", "evidenceIds": [] }, "m2": { "status": "unavailable", "evidenceIds": [] }, "m3": { "status": "unavailable", "evidenceIds": [] }, "m4": { "status": "unavailable", "evidenceIds": [] } }, "missingModules": [ "M4", "m1", "m2", "m3", "m4" ], "excludedEvidence": [], "marketContractIssues": [], "staleFields": [], "conflictingFields": [] }, "structuralAssessment": { "aiInfrastructure": { "bull": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "candidateStage": null, "lastConfirmedStage": null, "lastConfirmedAt": "2026-10-02T23:30:00+00:00", "lastConfirmedRuleVersion": "legacy-v1", "requiresReconfirmation": true, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingPressureReduced", "sellImpactEased" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingNotRenewed", "priorRecoveryMaintained", "putSkewNormalized", "tradingLiquidityStable", "volatilityNormalized" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "fairValueBasisImproved", "foreignFuturesSellingEased", "hedgingArbitrageNormalized", "observableFundingStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "cashFuturesRelationshipImproved", "flowCompositionVerified", "foreignCashBuyingPersistent", "krwStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "customerCommittedFundingVerified", "customerMonetizationVerified", "foreignCashBuyingPersistent", "newRiskTakingSupported", "physicalOrdersSustained", "priorRecoveryMaintained", "supplierEarningsCashflowSupported" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } }, "evidenceIds": [], "recoveryConditions": { "1": "recoveryDeteriorated", "2": "recoveryDeteriorated", "3": "recoveryDeteriorated", "4": "recoveryDeteriorated", "5": "recoveryDeteriorated" } }, "bear": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "candidateStage": null, "lastConfirmedStage": null, "lastConfirmedAt": "2026-10-02T23:30:00+00:00", "lastConfirmedRuleVersion": "legacy-v1", "requiresReconfirmation": true, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "discountOrPositionPressure", "equityValuationFlowWeakening" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualCreditTermsDeteriorated", "scopeTransmissionVerified" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualFundingFailure", "fundingCauseVerified", "scopeTransmissionVerified" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "physicalQuantityDemandImpaired" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "memoryThesisImpaired" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } }, "evidenceIds": [], "recoveryConditions": { "1": { "all": [ "pressureCauseStabilized", "positionsTradingRecovered" ] }, "2": { "all": [ "comparableCreditTermsImproved", "privateFinancingCompleted" ] }, "3": { "all": [ "fundingExecutionResumed", "maturityPrivateAccessRestored" ] }, "4": "ordersCapacityCashProfitRecovered", "5": { "all": [ "memoryContractsEarningsRecovered", "memoryThesisRewritten" ] } } } }, "kospi": { "bull": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "candidateStage": null, "lastConfirmedStage": 1, "lastConfirmedAt": "2026-10-02T08:30:00+09:00", "lastConfirmedRuleVersion": "legacy-v1", "requiresReconfirmation": true, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingPressureReduced", "sellImpactEased" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingNotRenewed", "priorRecoveryMaintained", "putSkewNormalized", "tradingLiquidityStable", "volatilityNormalized" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "fairValueBasisImproved", "foreignFuturesSellingEased", "hedgingArbitrageNormalized", "observableFundingStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "cashFuturesRelationshipImproved", "flowCompositionVerified", "foreignCashBuyingPersistent", "krwStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "customerCommittedFundingVerified", "customerMonetizationVerified", "foreignCashBuyingPersistent", "newRiskTakingSupported", "physicalOrdersSustained", "priorRecoveryMaintained", "supplierEarningsCashflowSupported" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } }, "evidenceIds": [], "recoveryConditions": { "1": "recoveryDeteriorated", "2": "recoveryDeteriorated", "3": "recoveryDeteriorated", "4": "recoveryDeteriorated", "5": "recoveryDeteriorated" } }, "bear": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "candidateStage": null, "lastConfirmedStage": 2, "lastConfirmedAt": "2026-10-02T08:30:00+09:00", "lastConfirmedRuleVersion": "legacy-v1", "requiresReconfirmation": true, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "discountOrPositionPressure", "equityValuationFlowWeakening" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualCreditTermsDeteriorated", "scopeTransmissionVerified" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualFundingFailure", "fundingCauseVerified", "marketIntermediationImpaired", "scopeTransmissionVerified" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "physicalQuantityDemandImpaired" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "memoryThesisImpaired" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } }, "evidenceIds": [], "recoveryConditions": { "1": { "all": [ "pressureCauseStabilized", "positionsTradingRecovered" ] }, "2": { "all": [ "comparableCreditTermsImproved", "privateFinancingCompleted" ] }, "3": { "all": [ "fundingExecutionResumed", "maturityPrivateAccessRestored" ] }, "4": "ordersCapacityCashProfitRecovered", "5": { "all": [ "memoryContractsEarningsRecovered", "memoryThesisRewritten" ] } } } }, "memory": { "bull": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "candidateStage": null, "lastConfirmedStage": null, "lastConfirmedAt": "2026-10-02T23:30:00+00:00", "lastConfirmedRuleVersion": "legacy-v1", "requiresReconfirmation": true, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingPressureReduced", "sellImpactEased" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "forcedSellingNotRenewed", "priorRecoveryMaintained", "putSkewNormalized", "tradingLiquidityStable", "volatilityNormalized" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "fairValueBasisImproved", "foreignFuturesSellingEased", "hedgingArbitrageNormalized", "observableFundingStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "cashFuturesRelationshipImproved", "flowCompositionVerified", "foreignCashBuyingPersistent", "krwStable", "priorRecoveryMaintained" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "breadthImproved", "customerCommittedFundingVerified", "customerMonetizationVerified", "foreignCashBuyingPersistent", "newRiskTakingSupported", "physicalOrdersSustained", "priorRecoveryMaintained", "supplierEarningsCashflowSupported" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } }, "evidenceIds": [], "recoveryConditions": { "1": "recoveryDeteriorated", "2": "recoveryDeteriorated", "3": "recoveryDeteriorated", "4": "recoveryDeteriorated", "5": "recoveryDeteriorated" } }, "bear": { "confirmedStage": null, "confirmedAt": null, "confirmedRuleVersion": null, "candidateStage": null, "lastConfirmedStage": null, "lastConfirmedAt": "2026-10-02T23:30:00+00:00", "lastConfirmedRuleVersion": "legacy-v1", "requiresReconfirmation": true, "missingEvidence": [ "no_supported_entry_gate" ], "stageGates": { "1": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "discountOrPositionPressure", "equityValuationFlowWeakening" ], "failedConditions": [] }, "2": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualCreditTermsDeteriorated", "scopeTransmissionVerified" ], "failedConditions": [] }, "3": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "actualFundingFailure", "fundingCauseVerified", "scopeTransmissionVerified" ], "failedConditions": [] }, "4": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "physicalQuantityDemandImpaired" ], "failedConditions": [] }, "5": { "entry": null, "recovery": null, "persistenceConfirmed": false, "majorOfficialEvent": false, "missingEvidence": [ "materialScopeImpactVerified", "memoryThesisImpaired" ], "failedConditions": [] } }, "conditions": { "forcedSellingPressureReduced": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "sellImpactEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "volatilityNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "putSkewNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "tradingLiquidityStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "forcedSellingNotRenewed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "priorRecoveryMaintained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignFuturesSellingEased": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fairValueBasisImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "hedgingArbitrageNormalized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "observableFundingStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "foreignCashBuyingPersistent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "krwStable": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "cashFuturesRelationshipImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "breadthImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "flowCompositionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "newRiskTakingSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "supplierEarningsCashflowSupported": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerMonetizationVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "customerCommittedFundingVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalOrdersSustained": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "discountOrPositionPressure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "equityValuationFlowWeakening": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualCreditTermsDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "actualFundingFailure": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingCauseVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "scopeTransmissionVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "marketIntermediationImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "physicalQuantityDemandImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "materialScopeImpactVerified": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisImpaired": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "pressureCauseStabilized": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "positionsTradingRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "comparableCreditTermsImproved": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "privateFinancingCompleted": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "fundingExecutionResumed": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "maturityPrivateAccessRestored": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "ordersCapacityCashProfitRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryContractsEarningsRecovered": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "memoryThesisRewritten": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "recoveryDeteriorated": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "healthyFundingAndPayback": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "leverageOnlyOverheating": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] }, "policySupportDependent": { "value": null, "evidenceIds": [], "validationIssues": [ "unknown_condition", "missing_evidence", "no_valid_evidence" ] } }, "evidenceIds": [], "recoveryConditions": { "1": { "all": [ "pressureCauseStabilized", "positionsTradingRecovered" ] }, "2": { "all": [ "comparableCreditTermsImproved", "privateFinancingCompleted" ] }, "3": { "all": [ "fundingExecutionResumed", "maturityPrivateAccessRestored" ] }, "4": "ordersCapacityCashProfitRecovered", "5": { "all": [ "memoryContractsEarningsRecovered", "memoryThesisRewritten" ] } } } } }, "recoveryQuality": { "aiInfrastructure": { "status": "unverified", "flags": [], "evidenceIds": [], "missingEvidence": [ "healthyFundingAndPayback", "customerMonetizationVerified", "customerCommittedFundingVerified" ] }, "kospi": { "status": "unverified", "flags": [], "evidenceIds": [], "missingEvidence": [ "healthyFundingAndPayback", "customerMonetizationVerified", "customerCommittedFundingVerified" ] }, "memory": { "status": "unverified", "flags": [], "evidenceIds": [], "missingEvidence": [ "healthyFundingAndPayback", "customerMonetizationVerified", "customerCommittedFundingVerified" ] } }, "transmission": [ { "linkId": "macro_to_funding", "scope": "aiInfrastructure", "status": "unknown", "evidenceIds": [], "counterEvidenceIds": [], "uncertaintyReason": "direct_causal_evidence_missing" }, { "linkId": "funding_to_orders", "scope": "aiInfrastructure", "status": "unknown", "evidenceIds": [], "counterEvidenceIds": [], "uncertaintyReason": "direct_causal_evidence_missing" }, { "linkId": "orders_to_memory_earnings", "scope": "aiInfrastructure", "status": "unknown", "evidenceIds": [], "counterEvidenceIds": [], "uncertaintyReason": "direct_causal_evidence_missing" }, { "linkId": "macro_to_funding", "scope": "kospi", "status": "unknown", "evidenceIds": [], "counterEvidenceIds": [], "uncertaintyReason": "direct_causal_evidence_missing" }, { "linkId": "funding_to_orders", "scope": "kospi", "status": "unknown", "evidenceIds": [], "counterEvidenceIds": [], "uncertaintyReason": "direct_causal_evidence_missing" }, { "linkId": "orders_to_memory_earnings", "scope": "kospi", "status": "unknown", "evidenceIds": [], "counterEvidenceIds": [], "uncertaintyReason": "direct_causal_evidence_missing" }, { "linkId": "macro_to_funding", "scope": "memory", "status": "unknown", "evidenceIds": [], "counterEvidenceIds": [], "uncertaintyReason": "direct_causal_evidence_missing" }, { "linkId": "funding_to_orders", "scope": "memory", "status": "unknown", "evidenceIds": [], "counterEvidenceIds": [], "uncertaintyReason": "direct_causal_evidence_missing" }, { "linkId": "orders_to_memory_earnings", "scope": "memory", "status": "unknown", "evidenceIds": [], "counterEvidenceIds": [], "uncertaintyReason": "direct_causal_evidence_missing" } ], "marketStateOverlay": { "status": "unavailable", "enabled": false, "reason": "insufficient_evidence", "validationStatus": "insufficient_evidence", "clock": "daily", "barSize": "1d", "modelVersion": null, "trainCutoff": null, "activatedAt": null, "featureVersion": null, "observationAsOf": null, "stateDefinitions": [], "filteredProbabilities": null, "nextTradingDayProbabilities": null, "nextBarProbabilities": null, "latentSwitchProbability": null, "entropy": null, "margin": null, "rawState": null, "displayedState": null, "expectedDwell": null, "rawDwellObservations": null, "mappingQuality": "unverified", "driftFlags": [], "inputCoverage": 0.0 }, "dailyWatchConditions": [ { "conditionId": "DATA_QUALITY:daily", "type": "DATA_QUALITY", "scope": "daily", "direction": "unavailable", "severity": "none", "dataSeverity": "warning", "evidenceIds": [], "firstObservedAt": null, "lastObservedAt": null, "evaluatedAt": "2026-11-02T23:22:05.887364+00:00", "persistence": { "validConsecutiveSessions": 0, "lastEvaluatedSession": "2026-11-02", "thresholdStatus": "unvalidated", "requiredSessions": null }, "confirmWhen": [ "verified_current_comparable_evidence" ], "invalidateWhen": [ "all_required_evidence_restored" ], "missingEvidence": [ "M4", "m1", "m2", "m3", "m4" ], "modelDependency": "none", "automatedAction": null } ], "evidenceLedger": [ { "evidenceId": "UST2Y", "scope": "usTreasury", "kind": "discount_rate", "originalDisclosureId": null, "value": 4.56, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:01.979941+00:00", "retrievedAt": "2026-11-02T23:10:01.979941+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "UST10Y", "scope": "usTreasury", "kind": "discount_rate", "originalDisclosureId": null, "value": 4.94, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:01.979941+00:00", "retrievedAt": "2026-11-02T23:10:01.979941+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "UST30Y", "scope": "usTreasury", "kind": "discount_rate", "originalDisclosureId": null, "value": 5.31, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:01.979941+00:00", "retrievedAt": "2026-11-02T23:10:01.979941+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "UST_REAL10Y", "scope": "usTreasury", "kind": "discount_rate", "originalDisclosureId": null, "value": 2.62, "unit": "%", "period": { "start": "2026-11-02", "end": "2026-11-02", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-11-02", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:01.892363+00:00", "retrievedAt": "2026-11-02T23:10:01.892363+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "SOFR", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 3.95, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.265437+00:00", "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "EFFR", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 3.88, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.388153+00:00", "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "IORB", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 3.9, "unit": "%", "period": { "start": "2026-11-02", "end": "2026-11-02", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://fred.stlouisfed.org/graph/fredgraph.csv", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-11-02", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.590626+00:00", "retrievedAt": "2026-11-02T23:10:02.590626+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "withheld-bc9fa07b7e9f4267d978", "scope": "usBroadCredit", "kind": "broad_credit_spread", "originalDisclosureId": null, "value": null, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": null, "evidenceRole": "proxy", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": null, "publicationAllowed": false, "publicValueWithheld": true, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.534005+00:00", "retrievedAt": "2026-11-02T23:10:02.534005+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "withheld-76a1bf3c902abee7ddc1", "scope": "usBroadCredit", "kind": "broad_credit_spread", "originalDisclosureId": null, "value": null, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": null, "evidenceRole": "proxy", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": null, "publicationAllowed": false, "publicValueWithheld": true, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.783610+00:00", "retrievedAt": "2026-11-02T23:10:02.783610+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "SOFR_P1", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 3.88, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.265437+00:00", "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "SOFR_P25", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 3.93, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.265437+00:00", "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "SOFR_P75", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 4.01, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.265437+00:00", "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "SOFR_P99", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 4.03, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.265437+00:00", "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "SOFR_VOLUME", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 3175.0, "unit": "USD bn", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.265437+00:00", "retrievedAt": "2026-11-02T23:10:02.265437+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "EFFR_P1", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 3.85, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.388153+00:00", "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "EFFR_P25", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 3.88, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.388153+00:00", "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "EFFR_P75", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 3.89, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.388153+00:00", "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "EFFR_P99", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 3.94, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.388153+00:00", "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "EFFR_VOLUME", "scope": "usMoneyMarket", "kind": "funding_conditions", "originalDisclosureId": null, "value": 109.0, "unit": "USD bn", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.388153+00:00", "retrievedAt": "2026-11-02T23:10:02.388153+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "SOFR_IORB", "scope": "usMoneyMarket", "kind": "money_market_spread", "originalDisclosureId": "derived:SOFR_IORB:2026-10-30", "value": 5.0, "unit": "bp", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.590626+00:00", "retrievedAt": "2026-11-02T23:10:02.590626+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "EFFR_IORB", "scope": "usMoneyMarket", "kind": "money_market_spread", "originalDisclosureId": "derived:EFFR_IORB:2026-10-30", "value": -2.0, "unit": "bp", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "direct", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://markets.newyorkfed.org/api/rates/unsecured/effr/search.json", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:02.590626+00:00", "retrievedAt": "2026-11-02T23:10:02.590626+00:00", "validUntil": "2026-11-02T23:30:00+00:00" }, { "evidenceId": "UST10Y_INFLATION_COMPENSATION", "scope": "usTreasury", "kind": "discount_rate", "originalDisclosureId": "derived:UST10Y_INFLATION_COMPENSATION:2026-10-30", "value": 2.34, "unit": "%", "period": { "start": "2026-10-30", "end": "2026-10-30", "frequency": "daily" }, "revisionId": "sha256:fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "evidenceRole": "proxy", "status": "verified", "freshness": "current", "uncertaintyReason": [], "usableForAssessment": true, "source": { "url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml", "type": "official" }, "publicationAllowed": true, "publicValueWithheld": false, "observedAt": "2026-10-30", "publishedAt": null, "firstSeenAt": "2026-11-02T23:10:01.979941+00:00", "retrievedAt": "2026-11-02T23:10:01.979941+00:00", "validUntil": "2026-11-02T23:30:00+00:00" } ], "limitations": [ "candidate_sidecar_not_legacy_stage_replacement", "no_probability_of_crash_default_or_bear_stage", "no_automated_position_or_alert_action", "module_presence_is_not_complete_coverage", "no_hmm_performance_claim_without_walk_forward_and_shadow_evidence", "direct_structural_events_and_conditions_not_ingested_by_current_collector" ], "nextSessionContext": { "readOnly": true, "dataDate": "2026-11-02", "knowledgeCutoff": "2026-11-02T23:22:05.887364+00:00", "availableForUseAt": "2026-11-03T08:22:05.887364+09:00", "targetTradingDate": null, "validUntil": null, "validityStatus": "requires_next_session_freshness_check", "conditionIds": [ "DATA_QUALITY:daily" ], "conditions": [ { "conditionId": "DATA_QUALITY:daily", "scope": "daily", "predicates": [] } ], "observationOrder": [ "FX", "foreign_K200_futures", "single_stock_futures_OI_basis", "program", "cash_and_breadth" ], "liveProbabilityUseAllowed": false }, "automation": { "numericThresholdsCalibrated": false, "automaticPositionActionEnabled": false, "intradayAlertEnabled": false }, "changes": [], "assessmentHash": "7a93d49d90d80ad0a66acc90e5754fb76cd1c8f87262de412c81b4201ff669a4", "inputProvenance": { "policySha256": "914573cbdcd674bebffd73760e20d303e648ac546f59b739554cf5bdc0771f05", "evidenceSha256": "fe305a64b0bbaac0905229a06fcc700345bc933bac727e5e328b494aed3c9bae", "reportSha256": "d762c5678b3987b3892ec944b09ca33823559e19ad270e4f11afd32bfa1f6d33", "receiptOrigin": "frozen_collector_source_receipts", "modelAssertionsUsed": false }, "availabilityScope": "worker_internal_then_published_read_only" }, "dailyAnalysisExplanation": { "status": "validated_statement_selection", "validationIssues": [], "text": "aiInfrastructure Bull 확인불가 / aiInfrastructure Bear 확인불가 / kospi Bull 확인불가 / kospi Bear 확인불가 / memory Bull 확인불가 / memory Bear 확인불가.\n\n비교 가능한 이전 확정값 변화가 확인되지 않았습니다.\n\naiInfrastructure Bull: 현재 확인불가; 마지막 확정 None; 후보 None. 두 축은 독립 판정입니다.\naiInfrastructure Bear: 현재 확인불가; 마지막 확정 None; 후보 None. 두 축은 독립 판정입니다.\nkospi Bull: 현재 확인불가; 마지막 확정 1; 후보 None. 두 축은 독립 판정입니다.\nkospi Bear: 현재 확인불가; 마지막 확정 2; 후보 None. 두 축은 독립 판정입니다.\nmemory Bull: 현재 확인불가; 마지막 확정 None; 후보 None. 두 축은 독립 판정입니다.\nmemory Bear: 현재 확인불가; 마지막 확정 None; 후보 None. 두 축은 독립 판정입니다.\n\naiInfrastructure macro_to_funding: unknown; 근거 없음; 반대 근거 없음.\naiInfrastructure funding_to_orders: unknown; 근거 없음; 반대 근거 없음.\naiInfrastructure orders_to_memory_earnings: unknown; 근거 없음; 반대 근거 없음.\nkospi macro_to_funding: unknown; 근거 없음; 반대 근거 없음.\nkospi funding_to_orders: unknown; 근거 없음; 반대 근거 없음.\nkospi orders_to_memory_earnings: unknown; 근거 없음; 반대 근거 없음.\nmemory macro_to_funding: unknown; 근거 없음; 반대 근거 없음.\nmemory funding_to_orders: unknown; 근거 없음; 반대 근거 없음.\nmemory orders_to_memory_earnings: unknown; 근거 없음; 반대 근거 없음.\n\n시장상태 보조모형: unavailable. 잠재상태 확률은 급락·부도·Bear 단계의 발생 확률이 아닙니다.\n\n자료 부재는 위험 해제가 아닙니다. 조달·주문·계약·수익성의 실제 복원 증거와 단계별 회복 조건을 확인합니다.\n\n관찰 순서: FX → 외국인 K200 선물 → 개별선물 OI/basis → 프로그램 → 현물·breadth.\nDATA_QUALITY:daily: 확인 verified_current_comparable_evidence; 무효화 all_required_evidence_restored.\n\n기존 현금 보존·언더슛 매수/오버슛 매도·추격 금지·무레버리지·무미수·무신용 및 Rapid Shock Protocol의 의미와 권한을 유지합니다. 자동 주문·포지션 조절·장중 알림은 생성하지 않습니다.\n누락 모듈: M4, m1, m2, m3, m4. 제출된 근거의 유효 비율은 전체 시장 데이터의 충족률이 아닙니다." }, "weeklyCalendar": { "schemaVersion": "kospimonitor.weekly-calendar.v1", "weekStart": "2026-11-01", "weekEnd": "2026-11-06", "checkedAtKst": "2026-10-31T08:10:44+09:00", "sourceCutoffKst": "2026-10-31T08:10:44+09:00", "status": "partial", "events": [ { "id": "review-20261031-021", "title": "팔란티어 3분기 실적 발표", "date": "2026-11-02", "timeLabel": "미국 장 마감 후 · 시각 미확인", "originalTiming": "2026-11-02 America/New_York · 장 마감 후", "scheduledAtKst": null, "sourceName": "Palantir IR", "sourceUrl": "https://investors.palantir.com/news-details/2026/Palantir-Announces-Date-of-Third-Quarter-2026-Earnings-Release-and-Webcast/", "sourceRefs": [ "official-021" ], "sourceWeeklyEventId": "we-20261031-021", "status": "공식 일정 확인 · 발표 완료 여부 별도", "evidenceMessageIds": [ 11254 ] }, { "id": "review-20261031-043", "title": "AMD 3분기 실적 발표", "date": "2026-11-03", "timeLabel": "미국 장 마감 후 · 시각 미확인", "originalTiming": "2026-11-03 America/New_York · 장 마감 후", "scheduledAtKst": null, "sourceName": "AMD IR", "sourceUrl": "https://ir.amd.com/news-events/press-releases/detail/1300/amd-to-report-fiscal-third-quarter-2026-financial-results", "sourceRefs": [ "official-043" ], "sourceWeeklyEventId": "we-20261031-043", "status": "공식 일정 확인 · 발표 완료 여부 별도", "evidenceMessageIds": [ 11254 ] }, { "id": "review-20261031-044", "title": "암젠 3분기 실적 발표", "date": "2026-11-03", "timeLabel": "미국 장 마감 후 · 시각 미확인", "originalTiming": "2026-11-03 America/New_York · 장 마감 후", "scheduledAtKst": null, "sourceName": "Amgen IR", "sourceUrl": "https://investors.amgen.com/node/37776/pdf", "sourceRefs": [ "official-044" ], "sourceWeeklyEventId": "we-20261031-044", "status": "공식 일정 확인 · 발표 완료 여부 별도", "evidenceMessageIds": [ 11254 ] }, { "id": "20261031-we-20261031-004", "title": "ISM 제조업지수(10월)", "date": "2026-11-03", "timeLabel": "00:00 KST", "originalTiming": "2026-11-02T10:00:00-05:00", "scheduledAtKst": "2026-11-03T00:00:00+09:00", "sourceName": "ISM PMI report release calendar", "sourceUrl": "https://www.ismworld.org/supply-management-news-and-reports/reports/rob-report-calendar", "sourceRefs": [ "ism" ], "sourceWeeklyEventId": "we-20261031-004", "status": "공식 일정 확인 · 발표 완료 여부 별도", "evidenceMessageIds": [ 11254 ] }, { "id": "review-20261031-059-qcom", "title": "퀄컴 4분기 실적 발표", "date": "2026-11-04", "timeLabel": "미국 장 마감 후 · 시각 미확인", "originalTiming": "2026-11-04 America/New_York · 장 마감 후", "scheduledAtKst": null, "sourceName": "Qualcomm IR", "sourceUrl": "https://investor.qualcomm.com/news-events/press-releases/news-details/2026/Qualcomm-Schedules-Fourth-Quarter-and-Fiscal-2026-Earnings-Release-and-Conference-Call/default.aspx", "sourceRefs": [ "official-059-qcom" ], "sourceWeeklyEventId": "we-20261031-059", "status": "공식 일정 확인 · 발표 완료 여부 별도", "evidenceMessageIds": [ 11254 ] }, { "id": "20261031-we-20261031-025", "title": "JOLTS(9월)", "date": "2026-11-04", "timeLabel": "00:00 KST", "originalTiming": "2026-11-03T10:00:00-05:00", "scheduledAtKst": "2026-11-04T00:00:00+09:00", "sourceName": "U.S. Bureau of Labor Statistics 2026 release schedule", "sourceUrl": "https://www.bls.gov/schedule/2026/home.htm", "sourceRefs": [ "bls" ], "sourceWeeklyEventId": "we-20261031-025", "status": "공식 일정 확인 · 발표 완료 여부 별도", "evidenceMessageIds": [ 11254 ] }, { "id": "20261031-we-20261031-055", "title": "ISM 서비스업지수(10월)", "date": "2026-11-05", "timeLabel": "00:00 KST", "originalTiming": "2026-11-04T10:00:00-05:00", "scheduledAtKst": "2026-11-05T00:00:00+09:00", "sourceName": "ISM PMI report release calendar", "sourceUrl": "https://www.ismworld.org/supply-management-news-and-reports/reports/rob-report-calendar", "sourceRefs": [ "ism" ], "sourceWeeklyEventId": "we-20261031-055", "status": "공식 일정 확인 · 발표 완료 여부 별도", "evidenceMessageIds": [ 11254 ] }, { "id": "review-20261031-059-arm", "title": "ARM 실적 설명회", "date": "2026-11-05", "timeLabel": "07:00 KST", "originalTiming": "2026-11-04 17:00 America/New_York", "scheduledAtKst": "2026-11-05T07:00:00+09:00", "sourceName": "ARM IR", "sourceUrl": "https://investors.arm.com/financials/quarterly-annual-results", "sourceRefs": [ "official-059-arm" ], "sourceWeeklyEventId": "we-20261031-059", "status": "공식 일정 확인 · 발표 완료 여부 별도", "evidenceMessageIds": [ 11254 ] }, { "id": "20261031-we-20261031-077", "title": "3분기 생산성 및 단위노동비용", "date": "2026-11-05", "timeLabel": "22:30 KST", "originalTiming": "2026-11-05T08:30:00-05:00", "scheduledAtKst": "2026-11-05T22:30:00+09:00", "sourceName": "U.S. Bureau of Labor Statistics 2026 release schedule", "sourceUrl": "https://www.bls.gov/schedule/2026/home.htm", "sourceRefs": [ "bls" ], "sourceWeeklyEventId": "we-20261031-077", "status": "공식 일정 확인 · 발표 완료 여부 별도", "evidenceMessageIds": [ 11254 ] }, { "id": "20261031-we-20261031-100", "title": "고용보고서(10월)", "date": "2026-11-06", "timeLabel": "22:30 KST", "originalTiming": "2026-11-06T08:30:00-05:00", "scheduledAtKst": "2026-11-06T22:30:00+09:00", "sourceName": "U.S. Bureau of Labor Statistics 2026 release schedule", "sourceUrl": "https://www.bls.gov/schedule/2026/home.htm", "sourceRefs": [ "bls" ], "sourceWeeklyEventId": "we-20261031-100", "status": "공식 일정 확인 · 발표 완료 여부 별도", "evidenceMessageIds": [ 11254 ] } ], "excludedEvents": [ { "id": "20261031-we-20261031-006", "title": "미 재무부 4분기 시장성 차입 예상치 발표", "reason": "공식 출처에서 이번 일정의 날짜 및 시각을 독립적으로 확인하지 못함" }, { "id": "20261031-we-20261031-024", "title": "소비자물가지수(10월)", "reason": "공식 출처에서 이번 일정의 날짜 및 시각을 독립적으로 확인하지 못함" }, { "id": "20261031-we-20261031-057", "title": "미 재무부 분기 발행 및 바이백 계획", "reason": "공식 출처에서 이번 일정의 날짜 및 시각을 독립적으로 확인하지 못함" }, { "id": "20261031-we-20261031-001", "title": "수출입동향(10월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-002", "title": "레이싱독 제조업 PMI(10월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-003", "title": "독일 소매판매(9월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-005", "title": "미국 건설지출(9월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-007", "title": "굴스비 총재", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-008", "title": "POSCO홀딩스", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-009", "title": "포스코퓨처엠", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-010", "title": "포스코인터내셔널", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-011", "title": "포스코DX", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-012", "title": "S-Oil", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-013", "title": "DL이앤씨", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-014", "title": "팬오션", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-015", "title": "매리어트(MAR)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-016", "title": "에르티로더(EL)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-017", "title": "로우스(L)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-018", "title": "템퍼스AI(TEM)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-019", "title": "체크포인트(CHKP)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-020", "title": "애플(AAPL)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-022", "title": "버텍스 파마(VRTX)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-023", "title": "리얼티인컴(O)·온 세미(ON)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-026", "title": "미국 공장주문(9월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-027", "title": "미국 중간선거", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-028", "title": "데이터센터 관련 지방 주민투표", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-029", "title": "호주 통화정책회의", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-030", "title": "일본 휴장", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-031", "title": "LG에너지솔루션", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-032", "title": "한국항공우주", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-033", "title": "하이브", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-034", "title": "카카오페이", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-035", "title": "LG생활건강", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-036", "title": "풍산", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-037", "title": "아폴로(APO)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-038", "title": "이튼(ETN)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-039", "title": "소피파이(SHOP)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-040", "title": "화이자(PFE)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-041", "title": "테바 파마(TEVA)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-042", "title": "제브라 테크(ZBRA)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-045", "title": "아리스타 네트웍(ANET)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-046", "title": "슈퍼마이크로컴퓨터(SMCI)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-047", "title": "부킹홀딩스(BKNG)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-048", "title": "AIG", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-049", "title": "쿠팡(CPNG)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-050", "title": "아스테라랩스(ALAB)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-051", "title": "레이싱독 서비스업 PMI", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-052", "title": "유로존 소비자물가지수(10월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-053", "title": "ADP 민간고용보고서(10월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-054", "title": "미국 수출입통계(9월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-056", "title": "한화·카카오뱅크·SK텔레콤·LG유플러스·에스엠·산일전기·대덕전자", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-058", "title": "맥도날드·노보노디스크·우버·CVS헬스·데이터독·서클", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-059", "title": "코히런트·앱러빈·도어대시·스냅", "reason": "나머지 회사의 공식 일정 미확인; ARM·퀄컴은 별도 확인" }, { "id": "20261031-we-20261031-078", "title": "BOE 통화정책회의", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-079", "title": "해맥 총재", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-080", "title": "바킨 총재", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-081", "title": "카카오·LG화학·에코프로·에코프로비엠·에코프로머티·엘앤에프·KT&G·넷마블", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-089", "title": "코노코필립스·듀크에너지·시그나·카디날헬스·유니티", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-094", "title": "에어비앤비·클라우드플레어·루멘텀·아이렌", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-098", "title": "독일 산업생산(9월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-099", "title": "유로존 소매판매(9월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-101", "title": "소비자심리지수(11월)", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-102", "title": "윌리엄스 총재", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-103", "title": "보우먼 부의장", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-104", "title": "무살렘 총재", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-105", "title": "LIG디펜스앤에어로스페이스·한화엔진·롯데케미칼·금호석유화학·한국타이어앤테크·파마리서치·코웨이", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." }, { "id": "20261031-we-20261031-112", "title": "모더나·엠브릿지·휴마나·비스트라·오클로", "reason": "행사별 공식 일정 미확인; reported_date_local만 보존하고 scheduled_date_local은 null이다." } ], "sourceWeeklySha256": "b379dd8943ff3f2a01e30ecef8ce5a8d2bcda7b15767be9197edf25ea5eac0ee", "sourceWeeklyRunId": "20261031", "note": "주말에는 다음 주, 주중에는 자료일의 주간 일정을 반영합니다. 시각은 KST, 시각 미확인 행은 명시된 현지 날짜이며 미확인 일정은 확정 목록에서 제외합니다. 공식 추가 확인 5건은 별도 출처로 검증했습니다." } }