Options

Get option expiration date

Corresponding request class: OptionExpirationQueryRequest

description

Get the option expiration date, the request limit is 30 stocks

parameter

parameter	type	required	description
symbols	array	Yes	A list of stock symbols, the upper limit is: 30

return

com.tigerbrokers.stock.openapi.client.https.response.option.OptionExpirationResponse[source](https://github.com/tigerfintech/openapi-java-sdk/blob/master/src/main/java/com /tigerbrokers/stock/openapi/client/https/response/option/OptionExpirationResponse.java)

The structure is as follows:

public class OptionExpirationResponse extends TigerResponse {
   @JSONField(name = "data")
   private List<OptionExpirationItem> optionExpirationItems;
}

The returned data can be accessed through the OptionExpirationResponse.getOptionExpirationItems() method, which returns the OptionExpirationItem object, where com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionExpirationItem properties are as follows:

name	type	description
symbol	string	stock code
count	int	expiration date number
dates	array	expiration time, date format, such as: 2018-12-01
timestamps	array	expiration date, timestamp format, such as: 1544763600000 (timestamp corresponding to New York time in the United States)
periodTags	array	Option period tag, "m" is the monthly option, "w" is the weekly option

Specific fields can be accessed through the get method of the object, such as getSymbol(), or converted to a string by the toString() method of the object

example

OptionExpirationResponse response = client.execute(new OptionExpirationQueryRequest(List.of("AAPL", "GOOG")));
if (response. isSuccess()) {
   System.out.println(JSONObject.toJSONString(response));
} else {
   System.out.println("response error:" + response.getMessage());
}

response

{
"code": 0,
"data": [{
"count": 22,
"dates": ["2023-01-13", "2023-01-20", "2023-01-27", "2023-02-03", "2023-02-10", "2023-02- 17", "2023-02-24", "2023-03-03", "2023-03-17", "2023-04-21", "2023-05-19", "2023-06-16" , "2023-07-21", "2023-08-18", "2023-09-15", "2023-10-20", "2023-12-15", "2024-01-19", " 2024-03-15", "2024-06-21", "2025-01-17", "2025-06-20"],
"symbol": "AAPL",
"timestamps": [1673586000000, 1674190800000, 1674795600000, 1675400400000, 1676005200000, 1676610000000, 1677214800000, 167781960 0000, 1679025600000, 1682049600000, 1684468800000, 1686888000000, 1689912000000, 1692331200000, 1694750400000, 169777440000 0, 1702616400000, 1705640400000, 1710475200000, 1718942400000, 1737090000000, 1750392000000]
}, {
"count": 16,
"dates": ["2023-01-13", "2023-01-20", "2023-01-27", "2023-02-03", "2023-02-10", "2023-02- 17", "2023-02-24", "2023-03-03", "2023-03-17", "2023-04-21", "2023-06-16", "2023-09-15" , "2024-01-19", "2024-06-21", "2025-01-17", "2025-06-20"],
"symbol": "GOOG",
"timestamps": [1673586000000, 1674190800000, 1674795600000, 1675400400000, 1676005200000, 1676610000000, 1677214800000, 167781960 0000, 1679025600000, 1682049600000, 1686888000000, 1694750400000, 1705640400000, 1718942400000, 1737090000000, 175039200000 0]
}],
"message": "success",
"sign": "VIXQAvI3HOpmEY2ZO+VO08ECVbKclsYtU980Euac240Bfd...",
"success": true,
"timestamp": 1673513141352
}

Get option chain

Corresponding request class: OptionChainQueryV3Request

description

Get option chain. The returned Greek letters are the last updated data of the previous trading day, and you can use Option indicator calculation to calculate the latest value in the intraday

parameter

parameter	type	required	description
symbol	string	Yes	Stock code, the maximum combination of symbol and expiry is: 30
expiry	String	Yes	Option expiration date, example: '2022-01-01'

Filter parameters:

parameter	type	required	description
implied_volatility	double	No	implied volatility
in_the_money	boolean	No	whether in the money
open_interest	int	No	open interest
delta	double	No	delta
gamma	double	No	gamma
theta	double	No	theta
vega	double	No	vega
rho	double	No	rho

return

com.tigerbrokers.stock.openapi.client.https.response.option.OptionChainResponse[source](https://github.com/tigerfintech/openapi-java-sdk/blob/master/src/main/java/com /tigerbrokers/stock/openapi/client/https/response/option/OptionChainResponse.java)

The structure is as follows:

public class OptionChainResponse extends TigerResponse {
   @JSONField(name = "data")
   private List<OptionChainItem> optionChainItems;
}

The returned data can be accessed through the OptionChainResponse.getOptionChainItems() method, which returns the OptionChainItem object, where com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionChainItem properties are as follows:

name	type	description
symbol	string	underlying stock code
expiry	long	option expiration date
items	List<OptionRealTimeQuoteGroup>	list, including OptionRealTimeQuoteGroup objects, saving option chain data, see below for description

OptionRealTimeQuoteGroup object structure:

name	type	description
put	OptionRealTimeQuote	put option contract
call	OptionRealTimeQuote	Call option contract

OptionRealTimeQuote object structure:

name	type	description
identifier	string	option identifier, such as: AAPL 210115C00095000
strike	double	strike price
right	string	option direction PUT/CALL
askPrice	double	ask price
askSize	int	ask size
bidPrice	double	bid price
bidSize	int	number of bids
lastTimestamp	long	The latest transaction time such as: 1543343800698
latestPrice	double	latest price
multiplier	double	multiplier, US stock options default 100
openInterest	int	open interest
preClose	double	The closing price of the previous trading day
volume	long	volume
impliedVol	double	implied volatility
delta	double	delta
gamma	double	gamma
theta	double	theta
vega	double	vega
rho	double	rho

Specific fields can be accessed through the get method of the object, such as getSymbol(), or converted to a string by the toString() method of the object example

OptionChainModel basicModel = new OptionChainModel("AAPL", "2023-06-30");
OptionChainFilterModel filterModel = new OptionChainFilterModel()
  .inTheMoney(true)
  .impliedVolatility(0.1537, 0.8282)
  .openInterest(10, 50000)
  .greeks(new OptionChainFilterModel.Greeks()
    .delta(-0.8, 0.6)
    .gamma(0.024, 0.30)
    .vega(0.019, 0.343)
    .theta(-0.1, 0.1)
    .rho(-0.096, 0.101)
);
OptionChainResponse response = client.execute(OptionChainQueryV3Request.of(basicModel, filterModel).setReturnGreekValue(Boolean.FALSE));
if (response.isSuccess()) {
  System.out.println(JSONObject.toJSONString(response));
} else {
  System.out.println("response error:" + response.getMessage());
}

response

{
    "code":0,
    "data":[
        {
            "expiry":1688097600000,
            "items":[
                {
                    "call":{
                        "askPrice": 15.55,
                        "askSize": 1,
                        "bidPrice": 15.45,
                        "bidSize": 31,
                        "delta":0.586154,
                        "gamma":0.0267244,
                        "identifier":"AAPL  230630C00170000",
                        "impliedVol":0.269788,
                        "latestPrice":7.4,
                        "multiplier":100,
                        "openInterest":844,
                        "preClose":6.45,
                        "rho":0.0922716,
                        "right":"call",
                        "strike":"170.0",
                        "theta":-0.0906834,
                        "vega":0.210679,
                        "volume":0
                    }
                },
                {
                    "call":{
                        "askPrice": 10.6,
                        "askSize": 91,
                        "bidPrice": 10.5,
                        "bidSize": 31,
                        "delta":0.441268,
                        "gamma":0.0301519,
                        "identifier":"AAPL  230630C00175000",
                        "impliedVol":0.242371,
                        "latestPrice":4.35,
                        "multiplier":100,
                        "openInterest":1312,
                        "preClose":3.6,
                        "rho":0.070743,
                        "right":"call",
                        "strike":"175.0",
                        "theta":-0.0812508,
                        "vega":0.214568,
                        "volume":0
                    }
                },
                {
                    "call":{
                        "askPrice": 5.75,
                        "askSize": 42,
                        "bidPrice": 5.65,
                        "bidSize": 31,
                        "delta":0.282778,
                        "gamma":0.0283256,
                        "identifier":"AAPL  230630C00180000",
                        "impliedVol":0.221261,
                        "latestPrice":2.01,
                        "multiplier":100,
                        "openInterest":3402,
                        "preClose":1.65,
                        "rho":0.0460161,
                        "right":"call",
                        "strike":"180.0",
                        "theta":-0.062506,
                        "vega":0.187295,
                        "volume":0
                    }
                }
            ],
            "symbol":"AAPL"
        }
    ],
    "message":"success",
    "sign":"WAmfDX0fBA+PNVeLcrq8aB/p8OTJL9ATbwlLkRpL0KSyT60cYK8WePucYaaem17E7j3v/fsW4RSYm3xFGkGDcelLTCORZonA3jmbeGB9QY10sFuY02rhUUTivxxE4QYYv+ujC3EMF+aBfuDJjvjqXqlvcYE01HY48FhoTH1pfi8=",
    "success":true,
    "timestamp":1687856340521
}

Get option market summary

Corresponding request class: OptionBriefQueryRequest

description

Get Options Quote Summary.The parameter batch limit is 30

parameter

parameter	type	required	description
symbol	string	yes	stock code
right	string	yes	Long or short (CALL/PUT)
expiry	long	yes	expiry time (the value in milliseconds corresponding to 0:00 of New York time in the United States)
strike	string	yes	strike price

return

com.tigerbrokers.stock.openapi.client.https.request.option.OptionBriefResponse [source](https://github.com/tigerfintech/openapi-java-sdk/blob/master/src/main/java/com /tigerbrokers/stock/openapi/client/https/response/option/OptionBriefResponse.java)

The structure is as follows:

public class OptionBriefResponse extends TigerResponse {
   @JSONField(name = "data")
   private List<OptionBriefItem> optionBriefItems;
}

The returned data can be accessed through the TigerResponse.getOptionBriefItems() method, which returns an OptionBriefItem object, where the properties of com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionBriefItem are as follows:

field	type	description
symbol	string	stock code
strike	string	strike price
bidPrice	double	bid price
bidSize	int	number of bids
askPrice	double	ask price
askSize	int	ask size
latestPrice	double	latest price
timestamp	long	latest transaction time
volume	int	volume
high	double	highest price
low	double	lowest price
open	double	opening price
preClose	double	The closing price of the previous trading day
openInterest	int	open interest
change	double	change amount
multiplier	int	multiplier, US stock options default 100
ratesBonds	double	One-year U.S. Treasury bond rate, updated once a day, such as: 0.0078 means the actual interest rate is: 0.78%
right	string	direction (PUT/CALL)
volatility	string	historical volatility
expiry	long	expiry time (milliseconds, 0:00 of the day)

Specific fields can be accessed through the get method of the object, such as getSymbol(), or converted to a string by the toString() method of the object

example

OptionCommonModel model = new OptionCommonModel();
model.setSymbol("AAPL");
model.setRight("CALL");
model.setStrike("160.0");
model.setExpiry("2021-12-03");
OptionBriefResponse response = client. execute(OptionBriefQueryRequest. of(model));
if (response. isSuccess()) {
   System.out.println(JSONObject.toJSONString(response));
} else {
   System.out.println("response error:" + response.getMessage());
}

response

{
   "code": 0,
   "data": [{
     "askPrice": 1.53,
     "askSize": 128,
     "bidPrice": 1.32,
     "bidSize": 1,
     "change": -2.52,
     "expiry": 1638507600000,
     "high": 3.12,
     "identifier": "AAPL 211203C00160000",
     "latestPrice": 1.35,
     "low": 1.25,
     "multiplier": 100,
     "open": 2.74,
     "openInterest": 79355,
     "preClose": 3.87,
     "ratesBonds": 0.002,
     "right": "call",
     "strike": "160.0",
     "symbol": "AAPL",
     "timestamp": 1637949599936,
     "volatility": "20.43%",
     "volume": 113452
   }],
   "message": "",
   "timestamp": 1543831981533
}

Get option K-line

Corresponding request class: OptionKlineQueryRequest

description

Get option candlestick.The parameter batch limit is 30

parameter

parameter	type	required	description
symbol	string	yes	stock code
right	string	yes	Long or short (CALL/PUT)
expiry	long	yes	expiry time (the value in milliseconds corresponding to 0:00 of New York time in the United States)
strike	string	yes	strike price
begin_time	long	yes	start time (the millisecond value corresponding to NewYork time in the United States)
end_time	long	yes	end time (the millisecond value corresponding to NewYork time in the United States)
period	string	no	K line type, value range (day: day K, 1min: 1 minute, 5min: 5 minutes, 30min: 30 minutes, 60min: 60 minutes)
limit	int	no	The minute line returns the number of recent records, the default is 300, and the maximum is 1200. If the limit setting is greater than 1200, only 1200 pieces of data will be returned. The daily K-line is not currently supported
sort_dir	string	no	Sort Direction, include SortDir_Ascend and SortDir_Descend, enum：sort direction

return

com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionKlineResponse[source](https://github.com/tigerfintech/openapi-java-sdk/blob/master/src/main/java /com/tigerbrokers/stock/openapi/client/https/response/option/OptionKlineResponse.java)

The structure is as follows:

public class OptionKlineResponse extends TigerResponse {

   @JSONField(name = "data")
   private List<OptionKlineItem> klineItems;
}

The returned data can be accessed through the OptionKlineResponse.getKlineItems() method, which returns the OptionKlineItem object, where com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionKlineItem properties are as follows:

name	type	description
symbol	string	stock code
period	string	period type
right	string	Look long or short, value CALL/PUT
strike	string	strike price
expiry	long	expiry time, milliseconds
items	List<OptionKlinePoint>	Contains the List of OptionKlinePoint, OptionKlinePoint is an array of k-lines, the specific data contained in it is shown below

OptionKlinePoint object properties are as follows:

name	type	description
high	double	highest price
low	double	lowest price
open	double	opening price
close	double	closing price
time	long	k-line time
volume	int	volume
openInterest	int	open interest (only daily K-line has value)

Specific fields can be accessed through the get method of the object, such as getSymbol(), or converted to a string by the toString() method of the object

example

OptionKlineModel model = new OptionKlineModel();
model.setSymbol("AAPL");
model.setRight("PUT");
model.setStrike("150.0");
model.setExpiry("2023-04-14", TimeZoneId.NewYork);
model.setBeginTime("2023-03-21", TimeZoneId.NewYork);
model.setEndTime("2023-03-24", TimeZoneId.NewYork);
model.setPeriod(OptionKType.min60.getValue());

OptionKlineResponse response = client.execute(OptionKlineQueryRequest.of(model));
if (response. isSuccess()) {
   System.out.println(JSONObject.toJSONString(response));
} else {
   System.out.println("response error:" + response.getMessage());
}

response

{"code":0,"data":[{"expiry":1681444800000,"items":[{"close":2.0,"high":2.0,"low":2.0,"open":2.0," time":1679340600000,"volume":0},{"close":1.86,"high":1.95,"low":1.66,"open":1.8,"time":1679405400000,"volume":183}, {"close":1.76,"high":2.02,"low":1.74,"open":1.87,"time":1679409000000,"volume":104},{"close":1.68,"high":1.88 ,"low":1.67,"open":1.76,"time":1679412600000,"volume":43},{"close":1.53,"high":1.73,"low":1.48,"open":1.68 ,"time":1679416200000,"volume":175},{"close":1.52,"high":1.53,"low":1.44,"open":1.48,"time":1679419800000,"volume":276 },{"close":1.47,"high":1.52,"low":1.41,"open":1.52,"time":1679423400000,"volume":21},{"close":1.35,"high" :1.47,"low":1.34,"open":1.47,"time":1679427000000,"volume":119},{"close":1.15,"high":1.35,"low":1.15,"open" :1.35,"time":1679491800000,"volume":148},{"close":1.15,"high":1.17,"low":1.12,"open":1.14,"time":1679495400000,"volume" :93},{"close":1.23,"high":1.27,"low":1.1,"open":1.13,"time":1679499000000,"volume":62},{"close":1.25," high":1.29,"low":1.23,"open":1.23,"time":1679502600000,"volume":33},{"close":1.02,"high":1.25,"low":0.96," open":1.25,"time":1679506200000,"volume":323},{"close":1.12,"high":1.36,"low":0.85,"open":1.02,"time":1679509800000," volume":180},{"close":1.6,"high":1.6,"low":1.12,"open":1.12,"time":1679513400000,"volume":86},{"close":1.06 ,"high":1.35,"low":1.06,"open":1.33,"time":1679578200000,"volume":75},{"close":1.02,"high":1.08,"low":0.9 ,"open":1.08,"time":1679581800000,"volume":127},{"close":1.04,"high":1.05,"low":0.99,"open":1.02,"time":1679585400000 ,"volume":71},{"close":1.22,"high":1.22,"low":1.01,"open":1.04,"time":1679589000000,"volume":96},{"close" :1.48,"high":1.48,"low":1.17,"open":1.22,"time":1679592600000,"volume":33},{"close":1.61,"high":1.8,"low" :1.37,"open":1.5,"time":1679596200000,"volume":255},{"close":1.6,"high":1.61,"low":1.6,"open":1.61,"time" :1679599800000,"volume":8}],"period":"60min","right":"PUT","strike":"150.0","symbol":"AAPL"}],"message":" success","sign":"BPH1fQ5kt/N2SVuUa2FA+/bsvRzBtZySgefqJ3CdZe51Dyfrllg/9lPhNC9gXcEZidogIMJ7Bu5gYFyPqcfmW9xx0PtWzRxn53LC6hj1z5m0JvLVB9cBUM2S8Q92o 3WWhFR+c8qrvQ0xzh8sRPJSHZIHqNWK0umjFSqy3Y1wvBo=","success":true,"timestamp":1679886982705}

Obtain option transaction by transaction

Corresponding request class: OptionTradeTickQueryRequest

illustrate

Obtain tick-by-tick transaction data of options.The parameter batch limit is 30

parameter

parameter	type	required	description
symbol	string	yes	stock code
right	string	yes	Look long or short (call/put)
expiry	long	yes	expiry time (the value in milliseconds corresponding to 0:00 of New York time in the United States)
strike	string	yes	strike price

return

com.tigerbrokers.stock.openapi.client.https.response.option.OptionTradeTickResponse [source](https://github.com/tigerfintech/openapi-java-sdk/blob/master/src/main/java/com /tigerbrokers/stock/openapi/client/https/response/option/OptionTradeTickResponse.java)

The structure is as follows:

public class OptionTradeTickResponse extends TigerResponse {

   @JSONField(name = "data")
   private List<OptionTradeTickItem> optionTradeTickItems;
}

Half an hour before the market opens, you can get all the data of the previous trading day, and after the market opens, you can get the data of the new day.

The returned data can be accessed through the OptionTradeTickResponse.getOptionTradeTickItems() method, which returns a list of OptionTradeTickItem objects, where com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionTradeTickItem properties are as follows:

name	type	description
symbol	string	underlying stock code
expiry	long	expiry time
strike	string	strike price
right	string	PUT or CALL
items	List<TradeTickPoint>	TradeTickPoint object list, each TradeTickPoint object corresponds to a single transaction data

The TradeTickPoint object structure is as follows:

name	type	description
price	double	transaction price
time	long	transaction time
volume	long	volume

Specific fields can be accessed through the get method of the object, such as getSymbol(), or converted to a string by the toString() method of the object

example

List<OptionCommonModel> modelList = new ArrayList<>();
OptionCommonModel model1 = new OptionCommonModel();
model1.setSymbol("AAPL");
model1.setRight("PUT");
model1.setStrike("185.0");
model1.setExpiry("2024-03-08", TimeZoneId.NewYork);
modelList.add(model1);

OptionCommonModel model2 = new OptionCommonModel();
model2.setSymbol("AAPL");
model2.setRight("CALL");
model2.setStrike("185.0");
model2.setExpiry("2024-03-08", TimeZoneId.NewYork);
modelList.add(model2);

OptionTradeTickResponse response = client.execute(OptionTradeTickQueryRequest.of(modelList));
if (response. isSuccess()) {
   System.out.println(JSONObject.toJSONString(response);
} else {
   System.out.println("response error:" + response.getMessage());
}

response

{
	"code": 0,
	"data": [{
		"expiry": 1709874000000,
		"items": [{
			"price": 2.63,
			"time": 1708698601086,
			"volume": 4
		}, {
			"price": 2.62,
			"time": 1708698602594,
			"volume": 6
		}, {
			"price": 2.73,
			"time": 1708698606317,
			"volume": 4
		}, {
			"price": 2.72,
			"time": 1708698607576,
			"volume": 38
		}, {
			"price": 2.72,
			"time": 1708698610488,
			"volume": 7
		}],
		"right": "put",
		"strike": "185.0",
		"symbol": "AAPL"
	}, {
		"expiry": 1709874000000,
		"items": [{
			"price": 2.98,
			"time": 1708698600473,
			"volume": 1
		}, {
			"price": 2.98,
			"time": 1708698601051,
			"volume": 5
		}, {
			"price": 2.98,
			"time": 1708698601051,
			"volume": 23
		}, {
			"price": 2.98,
			"time": 1708698601051,
			"volume": 5
		}, {
			"price": 2.99,
			"time": 1708698601051,
			"volume": 11
		}],
		"right": "call",
		"strike": "185.0",
		"symbol": "AAPL"
	}],
	"message": "success",
	"success": true,
	"timestamp": 1708918385248
}

Option indicator calculation

description

Calculation of various indicators for selected options

parameter

Parameter	Type	Required	Description
client	object	yes	SDK Htttp client
symbol	string	yes	stock code
right	string	yes	Long or short (CALL/PUT)
strike	string	yes	strike price
expiry	long	yes	expiry time (the value in milliseconds corresponding to 0:00 of New York time in the United States)
underlyingSymbol	string	no	underlying symbol(if null or empty, defaults to the same value as 'symbol')

return

name	type	description
delta	double	Greek letter delta
gamma	double	Greek letter gamma
theta	double	Greek letter theta
vega	double	Greek letter vega
insideValue	double	Intrinsic value
timeValue	double	time value
leverage	double	leverage
openInterest	int	open interest
historyVolatility	double	historical volatility, a percentage value
premiumRate	double	premium rate, percentage value
profitRate	double	Buy profit rate, percentage value
volatility	double	implied volatility, a percentage value

example

OptionFundamentals optionFundamentals = OptionCalcUtils.getOptionFundamentals(client,"BABA", "CALL", "205.0", "2019-11-01");
    System.out.println(JSONObject.toJSONString(optionFundamentals));

response

{
"delta": 0.8573062699731591,
"gamma": 0.05151538284065261,
"historyVolatility": 24.38, //percentage format, expressed as 24.38%
"insideValue": 4.550000000000011,
"leverage": 30.695960907449216,
"openInterest": 35417.0,
"premiumRate": 0.18619306788885054, //percentage format, expressed as 0.186%
"profitRate": 47.138051059662665, //percentage format, expressed as 47.138%
"rho": 1.1107261502375654,
"theta": -0.17927469728943862,
"timeValue": 0.32499999999998863,
"vega": 0.034473845504081974,
"volatility": 28.62548828125 //percentage format, expressed as 28.62%
}