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": "options",
"data": {
"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"
}
}
}