Table 1 KOSPI 200 option data Call...

Table 1

KOSPI 200 option data

Call options			Put options
Moneyness	Price	Number	Moneyness	Price	Number
<0.94	0.2403	9,817	1.00–1.03	3.3701	6,485
0.94–0.96	0.7786	7,157	1.03–1.06	1.5242	6,181
0.96–1.00	2.7616	6,954	>1.06	0.3582	31,450
Total	1.1340	23,928	Total	0.9643	44,116

Call options			Put options
Moneyness	Price	Number	Moneyness	Price	Number
<0.94	0.2403	9,817	1.00–1.03	3.3701	6,485
0.94–0.96	0.7786	7,157	1.03–1.06	1.5242	6,181
0.96–1.00	2.7616	6,954	>1.06	0.3582	31,450
Total	1.1340	23,928	Total	0.9643	44,116

Note(s): This table reports the average option prices and the number of observations, classified by moneyness and option type. The sample period spans from July 20, 2015, to December 29, 2022. For each trading day, the last transaction data before 3:20 p.m. were used. Moneyness is defined as the ratio of the KOSPI 200 index level to the option's strike price

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