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WeeklyWeekly-MMonthly CB day

8M1W weekly read + monthly 202609

Spot 1012.61 Δ -6.65%

Foreign BUYS calls @985-988 vs Dealer. (SQ pending — pass --settle for the ITM/OTM outcome.)

Charts are interactive — hover for values, drag to box-zoom, scroll to zoom, use the toolbar to pan/reset. Crosshair follows the cursor.

Spot path & settlements

K200 daily spot with weekly SQ prints and any circuit breaker.

Front weekly · CALL ladder (expiry-eve)

Foreign vs Dealer vs Retail net premium by strike. Deep-ITM (>70pt) isolated.

Front weekly · Foreign CALL net by strike, per day

Book migration as spot moved. Blue = bought, red = sold. Black line = spot.

Front weekly · PUT ladder

Crash-tail and near-money put positioning.

Monthly · CALL net — party totals

The durable book. Dashed gold = weekly SQ dates.

Monthly · PUT net — party totals

Green = foreign crash-tail (OTM puts).

Monthly · latest ladders (near-money)

Far-OTM walls excluded from the near-money window.

Layering · Weekly-M vs monthly — PUTs

The monthly holds the deep tail; the live Weekly-M lays a nearer, shorter-dated layer on top.

Method: spot = K200 delta-0.5 proxy; positions = same-day cumulative estimated net premium (mn KRW), + bought / − sold; deep-ITM (>70pt) isolated as conversion arb. No directional call — measured structure only.