읽기 전용 데이터입니다. 문서의 원래 생성 시각·자료일·유효기한과 각 관측 시각을 검증하십시오. 조회 시각으로 원자료 시각을 갱신하지 않습니다.
{
"schemaVersion": "kospimonitor.market-signal-summary.v1",
"dataDate": "2026-11-02",
"generatedAtKst": "2026-11-03T08:30:00+09:00",
"status": "partial",
"sourceUrl": "https://www.kospimonitor.p-e.kr/market-signal-summary.json",
"sourceContentSha256": "cff5d6c414877379624874aca9d2622c87ed0c1124cdbe074b60c6b9ae33a1d4",
"section": "marketMicrostructure",
"data": {
"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"
]
}
}