期权

大约 15 分钟

获取期权过期日

对应的请求类:OptionExpirationQueryRequest

说明

获取期权过期日,请求上限为30支股票

参数

参数类型是否必填描述
symbolsarrayYes股票代码列表,上限为:30
marketstringYesUS/HK港股

返回com.tigerbrokers.stock.openapi.client.https.response.option.OptionExpirationResponsesourceopen in new window

结构如下:

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

返回数据可通过OptionExpirationResponse.getOptionExpirationItems()方法访问,返回OptionExpirationItem对象,其中com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionExpirationItem 属性如下:

名称类型说明
symbolstring股票代码
countint过期日期个数
datesarray过期时间,日期格式,如:2024-06-28
timestampsarray过期日期,时间戳格式,如:1544763600000(美国NewYork时间对应的时间戳)
periodTagsarray期权周期标签,m为月期权,w为周期权

具体字段可通过对象的get方法,如getSymbol()进行访问,或通过对象的toString()方法转换为字符串

示例

List<String> symbols = new ArrayList<>();
symbols.add("AAPL");
OptionExpirationResponse response = client.execute(
        new OptionExpirationQueryRequest(symbols, Market.US));
// HK market opition. market parameter must be Market.HK
// symbols.add("PAI.HK");
// OptionExpirationResponse response = client.execute(
//        new OptionExpirationQueryRequest(symbols, Market.HK));
if (response.isSuccess()) {
  System.out.println(JSONObject.toJSONString(response));
} else {
  System.out.println("response error:" + response.getMessage());
}

返回示例

{
    "code": 0,
    "data": [
        {
            "count": 19,
            "dates": [
                "2024-06-28",
                "2024-07-05",
                "2024-07-12",
                "2024-07-19",
                "2024-07-26",
                "2024-08-02",
                "2024-08-16",
                "2024-09-20",
                "2024-10-18",
                "2024-11-15",
                "2024-12-20",
                "2025-01-17",
                "2025-03-21",
                "2025-06-20",
                "2025-09-19",
                "2025-12-19",
                "2026-01-16",
                "2026-06-18",
                "2026-12-18"
            ],
            "periodTags": [
                "w",
                "w",
                "w",
                "m",
                "w",
                "w",
                "m",
                "m",
                "m",
                "m",
                "m",
                "m",
                "m",
                "m",
                "m",
                "m",
                "m",
                "w",
                "m"
            ],
            "symbol": "AAPL",
            "timestamps": [
                1719547200000,
                1720152000000,
                1720756800000,
                1721361600000,
                1721966400000,
                1722571200000,
                1723780800000,
                1726804800000,
                1729224000000,
                1731646800000,
                1734670800000,
                1737090000000,
                1742529600000,
                1750392000000,
                1758254400000,
                1766120400000,
                1768539600000,
                1781755200000,
                1797570000000
            ]
        }
    ],
    "message": "success",
    "sign": "gfb9aJczS42KWYQGV6H/6mrB2EIBI5B4QJ9Mf1bMqFKh29hKPwwnsBOJEssA4j6Vt3zToJi4bbbYr/d1OC3NMSoGy+vXxhVIFTkJ/jJfowTChtmobSVEL/8cibDp0+MjOBjpF58qNjbd678PKGTXLJFATdNj/0sCGh5hdFrOmiQ=",
    "success": true,
    "timestamp": 1719405255933
}

获取期权链

对应的请求类:OptionChainQueryV3Request

说明

获取期权链。返回的希腊字母不是最新数据,是上个交易日最后更新的数据,盘中可以用期权指标计算

参数

参数类型是否必填描述
symbolstringYes股票代码,symbol和expiry组合上限为:30
expiryStringYes期权过期日,示例:'2022-01-01'
marketstringYesUS/HK港股

筛选参数:

参数类型是否必填描述
implied_volatilitydoubleNo隐含波动率
in_the_moneybooleanNo是否价内
open_interestintNo未平仓量
deltadoubleNodelta
gammadoubleNogamma
thetadoubleNotheta
vegadoubleNovega
rhodoubleNorho

返回com.tigerbrokers.stock.openapi.client.https.response.option.OptionChainResponsesourceopen in new window

结构如下:

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

返回数据可通过OptionChainResponse.getOptionChainItems()方法访问,返回OptionChainItem对象,其中com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionChainItem 属性如下:

名称类型说明
symbolstring标的股票代码
expirylong期权过期日
itemsList<OptionRealTimeQuoteGroup>列表,包含OptionRealTimeQuoteGroup对象,保存期权链数据,说明见下文

OptionRealTimeQuoteGroup对象结构:

名称类型说明
putOptionRealTimeQuote看跌期权合约
callOptionRealTimeQuote看涨期权合约

OptionRealTimeQuote对象结构:

名称类型说明
identifierstring期权标识,如:AAPL 210115C00095000
strikedouble行权价
rightstring期权方向 PUT/CALL
askPricedouble卖盘价格
askSizeint卖盘数量
bidPricedouble买盘价格
bidSizeint买盘数量
lastTimestamplong最新成交时间 如:1543343800698
latestPricedouble最新价
multiplierdouble乘数,US期权默认100
openInterestint未平仓量
preClosedouble前一交易日的收盘价
volumelong成交量
impliedVoldouble隐含波动率
deltadoubledelta
gammadoublegamma
thetadoubletheta
vegadoublevega
rhodoublerho

具体字段可通过对象的get方法,如getSymbol()进行访问,或通过json方法转换为字符串

示例

OptionChainModel basicModel = new OptionChainModel("AAPL", "2024-07-26",  TimeZoneId.NewYork);
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)
);
OptionChainQueryV3Request request = OptionChainQueryV3Request.of(basicModel, filterModel, Market.US);

OptionChainResponse response = client.execute(request);
if (response.isSuccess()) {
  System.out.println(JSONObject.toJSONString(response));
} else {
  System.out.println("response error:" + response.getMessage());
}

返回示例

{
    "code": 0,
    "data": [
        {
            "expiry": 1721966400000,
            "items": [
                {
                    "put": {
                        "askPrice": 4.65,
                        "askSize": 2,
                        "bidPrice": 4.5,
                        "bidSize": 66,
                        "delta": -0.503388,
                        "gamma": 0.037062,
                        "identifier": "AAPL  240726P00210000",
                        "impliedVol": 0.183129,
                        "lastTimestamp": 1719345582586,
                        "latestPrice": 4.6,
                        "multiplier": 100,
                        "openInterest": 1858,
                        "preClose": 5.26,
                        "rho": -0.072819,
                        "right": "put",
                        "strike": "210.0",
                        "theta": -0.060326,
                        "vega": 0.24135,
                        "volume": 404
                    }
                },
                {
                    "put": {
                        "askPrice": 7.75,
                        "askSize": 59,
                        "bidPrice": 7.4,
                        "bidSize": 260,
                        "delta": -0.686314,
                        "gamma": 0.03523,
                        "identifier": "AAPL  240726P00215000",
                        "impliedVol": 0.18012,
                        "lastTimestamp": 1719345365800,
                        "latestPrice": 7.8,
                        "multiplier": 100,
                        "openInterest": 1222,
                        "preClose": 8.5,
                        "rho": -0.084955,
                        "right": "put",
                        "strike": "215.0",
                        "theta": -0.048649,
                        "vega": 0.21153,
                        "volume": 134
                    }
                }
            ],
            "symbol": "AAPL"
        }
    ],
    "message": "success",
    "sign": "dA0ngWPHWC0GOme2h0/FPma5UAcLSKiR5vWw9ldZ1wz8sHiRG7QMroO78JXqK5A+J3m6XWT9esAXagwbs8D6mI/3vhFU5QCJQbDd58lQRJRWeAK/G+7eQOwAQIqvgLttBtMBbRKlHMchhHATgUi9U7v/eu4NG5tDHr04InQy0cc=",
    "success": true,
    "timestamp": 1719407360986
}

获取期权行情摘要

对应的请求类:OptionBriefQueryV2Request

说明

获取期权行情摘要。批量参数上限为30

参数

参数类型是否必填描述
marketMarketyes市场,只支持US、HK
option_basicList<OptionCommonModel>yes期权四要素列表,最大30

OptionCommonModel参数结构如下

参数类型是否必填描述
symbolstringyes股票代码,港股请参考“获取港股期权名称”接口返回的symbol
rightstringyes看多或看空(CALL/PUT)
expirylongyes到期时间
strikestringyes行权价

返回com.tigerbrokers.stock.openapi.client.https.request.option.OptionBriefResponsesourceopen in new window

结构如下:

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

返回数据可通过TigerResponse.getOptionBriefItems()方法访问,返回OptionBriefItem对象,其中com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionBriefItem 属性如下:

字段类型说明
symbolstring股票代码
strikestring行权价
bidPricedouble买盘价格
bidSizeint买盘数量
askPricedouble卖盘价格
askSizeint卖盘数量
latestPricedouble最新价格
timestamplong最新成交时间
volumeint成交量
highdouble最高价
lowdouble最低价
opendouble开盘价
preClosedouble前一交易日收盘价
openInterestint未平仓量
changedouble涨跌额
multiplierint乘数,us期权默认100
ratesBondsdouble一年期美国国债利率,每天更新一次,如:0.0078 表示实际利率为:0.78%
rightstring方向 (PUT/CALL)
volatilitystring历史波动率
expirylong到期时间(毫秒,当天0点)

具体字段可通过对象的get方法,如getSymbol()进行访问, 或通过对象的toString()方法转换为字符串

示例

OptionCommonModel model = new OptionCommonModel();
model.setSymbol("BRK.B");
model.setRight("CALL");
model.setStrike("400.0");
model.setExpiry("2024-06-28", TimeZoneId.NewYork);
List<OptionCommonModel> models = new ArrayList<>();
models.add(model);

OptionBriefQueryV2Request request = new OptionBriefQueryV2Request(models, Market.US);
OptionBriefResponse response = client.execute(request);
if (response. isSuccess()) {
   System.out.println(JSONObject.toJSONString(response));
} else {
   System.out.println("response error:" + response.getMessage());
}

返回示例

{
    "code": 0,
    "data": [
        {
            "askPrice": 10.65,
            "askSize": 29,
            "bidPrice": 7.7,
            "bidSize": 32,
            "change": 0,
            "expiry": 1719547200000,
            "high": 14.1,
            "identifier": "BRKB  240628C00400000",
            "latestPrice": 14.1,
            "low": 14.1,
            "multiplier": 100,
            "open": 14.1,
            "openInterest": 28,
            "preClose": 14.1,
            "ratesBonds": 0.051339,
            "right": "call",
            "strike": "400.0",
            "symbol": "BRK.B",
            "volatility": "0.00%",
            "volume": 0
        }
    ],
    "message": "success",
    "sign": "QIP1Jd9BraCJLMhGxKn3mpefuMA6USHdb9K6iibwBZFBnBNSrsmuMnkpzdA0aF+yj7urKFXm/m2Uwvd8kVJLJVi/ExKlHJV6EojVPw8OaZgEwNh7pe+7/thRBorPRYNZgSA0mBTCi9Ud6aSIhYgeLcTWLMci4++T+D8rWtIApxU=",
    "success": true,
    "timestamp": 1719416337924
}

获取期权K线

对应的请求类:OptionKlineQueryV2Request

说明

获取期权K线。批量参数上限为30

参数

参数类型是否必填描述
marketMarketyes市场,只支持US、HK
option_queryList<OptionKlineModel>yes期权K线查询条件列表,最大30

OptionKlineModel参数结构如下

参数类型是否必填描述
symbolstringyes股票代码
rightstringyes看多或看空(CALL/PUT)
expirylongyes到期时间
strikestringyes行权价
begin_timelongyes开始时间
end_timelongyes结束时间
periodstringnoK线类型,取值范围(day:日K,1min:1分钟,5min:5分钟,30min:30分钟,60min:60分钟)
limitintno分钟线返回最近记录数,默认300,最大1200。如果limit设置大于1200,只会返回1200条数据。日K线暂不支持
sort_dirstringno排序方向,包括:升序,降序,排序方向枚举:排序方向

返回com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionKlineResponsesourceopen in new window

结构如下:

public class OptionKlineResponse extends TigerResponse {

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

返回数据可通过OptionKlineResponse.getKlineItems()方法访问,返回OptionKlineItem对象,其中com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionKlineItem 属性如下:

名称类型说明
symbolstring股票代码
periodstring周期类型
rightstring看多或看空,取值CALL/PUT
strikestring行权价
expirylong到期时间,毫秒
itemsList<OptionKlinePoint>包含OptionKlinePoint的List,OptionKlinePoint为k线数组,包含的具体数据见下文

OptionKlinePoint对象属性如下:

名称类型说明
highdouble最高价
lowdouble最低价
opendouble开盘价
closedouble收盘价
timelongk线时间
volumeint成交量
openInterestint未平仓量(只有日K线有值)

具体字段可通过对象的get方法,如getSymbol()进行访问, 或通过对象的toString()方法转换为字符串

示例

OptionKlineModel model = new OptionKlineModel();
model.setSymbol("AAPL");
model.setRight("CALL");
model.setStrike("170.0");
model.setExpiry("2024-06-28", TimeZoneId.NewYork);
model.setBeginTime("2024-06-26", TimeZoneId.NewYork);
model.setEndTime("2024-06-26 12:59:59", TimeZoneId.NewYork);

model.setPeriod(OptionKType.min1.getValue());
model.setLimit(10);
model.setSortDir(SortDir.SortDir_Descend);
OptionKlineQueryV2Request request = OptionKlineQueryV2Request.of(model).market(Market.US);

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

返回示例

{
    "code": 0,
    "data": [
        {
            "expiry": 1719547200000,
            "items": [
                {
                    "close": 43.13,
                    "high": 43.13,
                    "low": 43.13,
                    "open": 43.13,
                    "time": 1719419340000,
                    "volume": 0
                },
                {
                    "close": 43.13,
                    "high": 43.13,
                    "low": 43.13,
                    "open": 43.13,
                    "time": 1719419280000,
                    "volume": 0
                },
                {
                    "close": 43.13,
                    "high": 43.13,
                    "low": 43.13,
                    "open": 43.13,
                    "time": 1719419220000,
                    "volume": 0
                },
                {
                    "close": 43.13,
                    "high": 43.13,
                    "low": 43.13,
                    "open": 43.13,
                    "time": 1719419160000,
                    "volume": 0
                },
                {
                    "close": 43.13,
                    "high": 43.13,
                    "low": 43.13,
                    "open": 43.13,
                    "time": 1719419100000,
                    "volume": 0
                },
                {
                    "close": 43.13,
                    "high": 43.13,
                    "low": 43.13,
                    "open": 43.13,
                    "time": 1719419040000,
                    "volume": 0
                },
                {
                    "close": 43.13,
                    "high": 43.13,
                    "low": 43.13,
                    "open": 43.13,
                    "time": 1719418980000,
                    "volume": 0
                },
                {
                    "close": 43.13,
                    "high": 43.13,
                    "low": 43.13,
                    "open": 43.13,
                    "time": 1719418920000,
                    "volume": 0
                },
                {
                    "close": 43.13,
                    "high": 43.13,
                    "low": 43.13,
                    "open": 43.13,
                    "time": 1719418860000,
                    "volume": 0
                },
                {
                    "close": 43.13,
                    "high": 43.13,
                    "low": 43.13,
                    "open": 43.13,
                    "time": 1719418800000,
                    "volume": 0
                }
            ],
            "period": "1min",
            "right": "CALL",
            "strike": "170.0",
            "symbol": "AAPL"
        }
    ],
    "message": "success",
    "sign": "Hpb51+k2OzC8HmcstBV+bCLTbpflPKpR/AxXwCLd9nhhzuiZquPNGbNOhLYzzihJzRrmfCPWQeXM4ldMGLtbXUluLW79vcKBHdoPghENu+68Zod9dqzsH/InAXt444HOSsRXiubITZ+d9OWil+gvitjn9w7x4kn916KlT6R7hYg=",
    "success": true,
    "timestamp": 1719419362447
}

获取期权逐笔成交

对应的请求类:OptionTradeTickQueryRequest

说明

获取期权逐笔成交数据。只支持美国市场期权,批量参数上限为30

参数

参数类型是否必填描述
symbolstringyes股票代码
rightstringyes看多或看空(call/put)
expirylongyes到期时间(美国NewYork时间当天0点所对应的毫秒值)
strikestringyes行权价

返回com.tigerbrokers.stock.openapi.client.https.response.option.OptionTradeTickResponsesourceopen in new window

结构如下:

public class OptionTradeTickResponse extends TigerResponse {

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

开盘前半小时可以取到前一个交易日的全部,开盘后是新一天的数据。

返回数据可通过OptionTradeTickResponse.getOptionTradeTickItems()方法访问,返回OptionTradeTickItem对象列表,其中com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionTradeTickItem 属性如下:

名称类型说明
symbolstring标的股票代码
expirylong到期时间
strikestringstrike price
rightstringPUT或CALL
itemsList<TradeTickPoint>TradeTickPoint对象列表,每个TradeTickPoint对象对应单条逐笔成交数据

TradeTickPoint对象结构如下:

名称类型说明
pricedouble成交价格
timelong成交时间
volumelong成交量

具体字段可通过对象的get方法,如getSymbol()进行访问, 或通过对象的toString()方法转换为字符串

示例

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());
}

返回示例

{
	"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
}

获取期权深度行情

对应的请求类:OptionDepthQueryRequest

说明

获取期权深度行情数据。只支持美国市场期权,批量参数上限为30

参数

参数类型是否必填描述
marketMarketyes市场,只支持US
option_basicList<OptionCommonModel>yes期权四要素列表,最大30

OptionCommonModel参数结构如下

参数类型是否必填描述
symbolstringyes股票代码
rightstringyes看多或看空(CALL/PUT)
expirylongyes到期时间(美国NewYork时间当天0点所对应的毫秒值)
strikestringyes行权价

返回com.tigerbrokers.stock.openapi.client.https.response.option.OptionDepthResponsesourceopen in new window

结构如下:

public class OptionDepthResponse extends TigerResponse {

  @JSONField(name = "data")
  private List<OptionDepthItem> optionDepthItems;
}

返回数据为盘中17个交易所的实时报价。 如果报价为0表示该交易所没有报价

返回数据可通过OptionDepthResponse.getOptionDepthItems()方法访问,返回OptionDepthItem对象列表,其中com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionDepthItem 属性如下:

名称类型说明
symbolstring标的股票代码
expirylong到期时间
strikestringstrike price
rightstringPUT或CALL
timestamplong数据时间戳
askList<OptionDepthOrderBook>OptionDepthOrderBook对象列表,每个OptionDepthOrderBook对象对应期权交易所的卖盘挂单数据
bidList<OptionDepthOrderBook>OptionDepthOrderBook对象列表,每个OptionDepthOrderBook对象对应期权交易所的买盘挂单数据

OptionDepthOrderBook对象结构如下:

名称类型说明
pricedouble委托价
codestring期权交易所Code
timestamplong交易所时间
volumeint委托量

具体字段可通过对象的get方法,如getSymbol()进行访问, 或通过对象的toString()方法转换为字符串

示例

OptionCommonModel model = new OptionCommonModel();
model.setSymbol("AAPL");
model.setRight("PUT");
model.setStrike("210.0");
model.setExpiry("2024-06-28", TimeZoneId.NewYork);

OptionDepthQueryRequest request = OptionDepthQueryRequest.of(model).market(Market.US);
OptionDepthResponse response = client.execute(request);
if (response.isSuccess()) {
  System.out.println(JSONObject.toJSONString(response);
} else {
  System.out.println("response error:" + response.getMessage());
}

返回示例

{
	"code": 0,
	"data": [{
		"ask": [{
			"code": "CBOE",
			"price": 1.19,
			"volume": 10,
			"timestamp": 1718654399000
		},
		{
			"code": "BZX",
			"price": 1.19,
			"volume": 10,
			"timestamp": 1718654399000
		},
		{
			"code": "AMEX",
			"price": 1.19,
			"volume": 2,
			"timestamp": 1718654400000
		},
		{
			"code": "NSDQ",
			"price": 1.19,
			"volume": 2,
			"timestamp": 1718654399000
		},
		{
			"code": "BX",
			"price": 1.19,
			"volume": 2,
			"timestamp": 1718654399000
		},
		{
			"code": "PHLX",
			"price": 1.2,
			"volume": 54,
			"timestamp": 1718654399000
		},
		{
			"code": "BOX",
			"price": 1.2,
			"volume": 31,
			"timestamp": 1718654399000
		},
		{
			"code": "GEM",
			"price": 1.2,
			"volume": 24,
			"timestamp": 1718654399000
		},
		{
			"code": "MCRY",
			"price": 1.2,
			"volume": 24,
			"timestamp": 1718654399000
		},
		{
			"code": "MIAX",
			"price": 1.2,
			"volume": 24,
			"timestamp": 1718654399000
		},
		{
			"code": "EDGX",
			"price": 1.2,
			"volume": 23,
			"timestamp": 1718654399000
		},
		{
			"code": "EMLD",
			"price": 1.2,
			"volume": 18,
			"timestamp": 1718654399000
		},
		{
			"code": "ISE",
			"price": 1.2,
			"volume": 18,
			"timestamp": 1718654399000
		},
		{
			"code": "MPRL",
			"price": 1.2,
			"volume": 8,
			"timestamp": 1718654399000
		},
		{
			"code": "C2",
			"price": 1.2,
			"volume": 6,
			"timestamp": 1718654399000
		},
		{
			"code": "ARCA",
			"price": 1.2,
			"volume": 1,
			"timestamp": 1718654399000
		},
		{
			"code": "MEMX",
			"price": 0.0,
			"volume": 0,
			"timestamp": 1718654402000
		}],
		"bid": [{
			"code": "PHLX",
			"price": 1.12,
			"volume": 48,
			"timestamp": 1718654399000
		},
		{
			"code": "MIAX",
			"price": 1.12,
			"volume": 37,
			"timestamp": 1718654399000
		},
		{
			"code": "BX",
			"price": 1.12,
			"volume": 34,
			"timestamp": 1718654399000
		},
		{
			"code": "BOX",
			"price": 1.12,
			"volume": 32,
			"timestamp": 1718654399000
		},
		{
			"code": "CBOE",
			"price": 1.12,
			"volume": 29,
			"timestamp": 1718654399000
		},
		{
			"code": "MPRL",
			"price": 1.12,
			"volume": 22,
			"timestamp": 1718654399000
		},
		{
			"code": "GEM",
			"price": 1.12,
			"volume": 21,
			"timestamp": 1718654399000
		},
		{
			"code": "EDGX",
			"price": 1.12,
			"volume": 18,
			"timestamp": 1718654399000
		},
		{
			"code": "EMLD",
			"price": 1.12,
			"volume": 16,
			"timestamp": 1718654399000
		},
		{
			"code": "ISE",
			"price": 1.12,
			"volume": 15,
			"timestamp": 1718654399000
		},
		{
			"code": "C2",
			"price": 1.12,
			"volume": 10,
			"timestamp": 1718654399000
		},
		{
			"code": "BZX",
			"price": 1.12,
			"volume": 10,
			"timestamp": 1718654399000
		},
		{
			"code": "MCRY",
			"price": 1.12,
			"volume": 8,
			"timestamp": 1718654399000
		},
		{
			"code": "AMEX",
			"price": 1.12,
			"volume": 4,
			"timestamp": 1718654400000
		},
		{
			"code": "ARCA",
			"price": 1.12,
			"volume": 4,
			"timestamp": 1718654399000
		},
		{
			"code": "NSDQ",
			"price": 1.12,
			"volume": 4,
			"timestamp": 1718654399000
		},
		{
			"code": "MEMX",
			"price": 0.0,
			"volume": 0,
			"timestamp": 1718654402000
		}],
		"expiry": 1719547200000,
		"right": "PUT",
		"strike": "210.0",
		"timestamp": 1718654402000
	}],
	"message": "success",
	"sign": "tlxKbPzgJBN2Q2oUz8GBwpAJ/aUFlNrM3V/uh1fTWd2r3lHfD2TvTul/i6yBtvxR+G7gwfkpE7yoVVo74JacJPOA724zLdSkkHDuC5K2Q9WzIi/C1z0vdRZYtQSPpKsIrDSGc5g9D6m1IYz7HJNSeDa4a5WwyggDetNO86M1PeE=",
	"success": true,
	"timestamp": 1718712279180
}

获取港股期权名称

对应的请求类:OptionSymbolRequest

说明

获取港股期权标的名称列表。只支持香港市场

参数

参数类型是否必填描述
marketMarketyes市场,只支持HK
langstringNo语言支持: zh_CN,zh_TW,en_US, 默认: en_US

返回com.tigerbrokers.stock.openapi.client.https.response.option.OptionSymbolResponsesourceopen in new window

结构如下:

public class OptionSymbolResponse extends TigerResponse {

  @JSONField(name = "data")
  private List<OptionSymbolItem> symbolItems;
}

返回香港市场所有期权的symbol代码及底层资产标的集合

返回数据可通过OptionSymbolResponse.getSymbolItems()方法访问,返回OptionSymbolItem对象列表,其中com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionSymbolItem 属性如下:

名称类型说明
symbolstring期权四要素的symbol
namestring标的名称
underlyingSymbolstring底层资产标的代码

具体字段可通过对象的get方法,如getSymbol()进行访问, 或通过对象的toString()方法转换为字符串

示例

OptionSymbolRequest request = OptionSymbolRequest.newRequest(Market.HK, Language.en_US);
OptionSymbolResponse response = client.execute(request);
if (response.isSuccess()) {
  System.out.println(JSONObject.toJSONString(response);
} else {
  System.out.println("response error:" + response.getMessage());
}

返回示例

{"code":0,"data":[{"name":"ALC","symbol":"ALC.HK","underlyingSymbol":"02600"},{"name":"CRG","symbol":"CRG.HK","underlyingSymbol":"00390"},{"name":"PAI","symbol":"PAI.HK","underlyingSymbol":"02318"},{"name":"XCC","symbol":"XCC.HK","underlyingSymbol":"00939"},{"name":"XTW","symbol":"XTW.HK","underlyingSymbol":"00788"},{"name":"SHL","symbol":"SHL.HK","underlyingSymbol":"00968"},{"name":"GHL","symbol":"GHL.HK","underlyingSymbol":"00868"},{"name":"HEX","symbol":"HEX.HK","underlyingSymbol":"00388"},{"name":"ACC","symbol":"ACC.HK","underlyingSymbol":"00914"},{"name":"STC","symbol":"STC.HK","underlyingSymbol":"02888"},{"name":"VNK","symbol":"VNK.HK","underlyingSymbol":"02202"},{"name":"CLI","symbol":"CLI.HK","underlyingSymbol":"02628"},{"name":"LNK","symbol":"LNK.HK","underlyingSymbol":"00823"},{"name":"SMC","symbol":"SMC.HK","underlyingSymbol":"00981"},{"name":"BEA","symbol":"BEA.HK","underlyingSymbol":"00023"},{"name":"TRP","symbol":"TRP.HK","underlyingSymbol":"09961"},{"name":"GWM","symbol":"GWM.HK","underlyingSymbol":"02333"},{"name":"NBM","symbol":"NBM.HK","underlyingSymbol":"03323"},{"name":"ANA","symbol":"ANA.HK","underlyingSymbol":"02020"},{"name":"CMB","symbol":"CMB.HK","underlyingSymbol":"03968"},{"name":"HNP","symbol":"HNP.HK","underlyingSymbol":"00902"},{"name":"HEH","symbol":"HEH.HK","underlyingSymbol":"00006"},{"name":"MET","symbol":"MET.HK","underlyingSymbol":"03690"},{"name":"SHZ","symbol":"SHZ.HK","underlyingSymbol":"02313"},{"name":"SNP","symbol":"SNP.HK","underlyingSymbol":"01099"},{"name":"INB","symbol":"INB.HK","underlyingSymbol":"01801"},{"name":"CRL","symbol":"CRL.HK","underlyingSymbol":"01109"},{"name":"ALH","symbol":"ALH.HK","underlyingSymbol":"00241"},{"name":"AAC","symbol":"AAC.HK","underlyingSymbol":"02018"},{"name":"WWC","symbol":"WWC.HK","underlyingSymbol":"00151"},{"name":"CTB","symbol":"CTB.HK","underlyingSymbol":"00998"},{"name":"NWD","symbol":"NWD.HK","underlyingSymbol":"00017"},{"name":"HSB","symbol":"HSB.HK","underlyingSymbol":"00011"},{"name":"LEN","symbol":"LEN.HK","underlyingSymbol":"00992"},{"name":"COS","symbol":"COS.HK","underlyingSymbol":"01919"},{"name":"HDO","symbol":"HDO.HK","underlyingSymbol":"06862"},{"name":"BOC","symbol":"BOC.HK","underlyingSymbol":"02388"},{"name":"CSA","symbol":"CSA.HK","underlyingSymbol":"02822"},{"name":"XAB","symbol":"XAB.HK","underlyingSymbol":"01288"},{"name":"CKH","symbol":"CKH.HK","underlyingSymbol":"00001"},{"name":"MIU","symbol":"MIU.HK","underlyingSymbol":"01810"},{"name":"AIR","symbol":"AIR.HK","underlyingSymbol":"00753"},{"name":"CKP","symbol":"CKP.HK","underlyingSymbol":"01113"},{"name":"CHU","symbol":"CHU.HK","underlyingSymbol":"00762"},{"name":"GLI","symbol":"GLI.HK","underlyingSymbol":"01772"},{"name":"LNI","symbol":"LNI.HK","underlyingSymbol":"02331"},{"name":"LAU","symbol":"LAU.HK","underlyingSymbol":"02015"},{"name":"BYD","symbol":"BYD.HK","underlyingSymbol":"01211"},{"name":"ZSH","symbol":"ZSH.HK","underlyingSymbol":"00881"},{"name":"CGN","symbol":"CGN.HK","underlyingSymbol":"01816"},{"name":"MOL","symbol":"MOL.HK","underlyingSymbol":"03993"},{"name":"CPA","symbol":"CPA.HK","underlyingSymbol":"00293"},{"name":"KLE","symbol":"KLE.HK","underlyingSymbol":"00135"},{"name":"CPI","symbol":"CPI.HK","underlyingSymbol":"02601"},{"name":"CTC","symbol":"CTC.HK","underlyingSymbol":"00728"},{"name":"MTR","symbol":"MTR.HK","underlyingSymbol":"00066"},{"name":"PEC","symbol":"PEC.HK","underlyingSymbol":"00857"},{"name":"PEN","symbol":"PEN.HK","underlyingSymbol":"09868"},{"name":"MEN","symbol":"MEN.HK","underlyingSymbol":"02319"},{"name":"TCH","symbol":"TCH.HK","underlyingSymbol":"00700"},{"name":"SUN","symbol":"SUN.HK","underlyingSymbol":"01918"},{"name":"PHT","symbol":"PHT.HK","underlyingSymbol":"01833"},{"name":"CTS","symbol":"CTS.HK","underlyingSymbol":"06030"},{"name":"BCM","symbol":"BCM.HK","underlyingSymbol":"03328"},{"name":"A50","symbol":"A50.HK","underlyingSymbol":"02823"},{"name":"RFP","symbol":"RFP.HK","underlyingSymbol":"02777"},{"name":"COL","symbol":"COL.HK","underlyingSymbol":"00688"},{"name":"CDA","symbol":"CDA.HK","underlyingSymbol":"01359"},{"name":"BYE","symbol":"BYE.HK","underlyingSymbol":"00285"},{"name":"JDH","symbol":"JDH.HK","underlyingSymbol":"06618"},{"name":"CCE","symbol":"CCE.HK","underlyingSymbol":"01898"},{"name":"CRC","symbol":"CRC.HK","underlyingSymbol":"01186"},{"name":"HCF","symbol":"HCF.HK","underlyingSymbol":"02828"},{"name":"HKG","symbol":"HKG.HK","underlyingSymbol":"00003"},{"name":"XBC","symbol":"XBC.HK","underlyingSymbol":"03988"},{"name":"XPB","symbol":"XPB.HK","underlyingSymbol":"01658"},{"name":"WEB","symbol":"WEB.HK","underlyingSymbol":"09898"},{"name":"GAH","symbol":"GAH.HK","underlyingSymbol":"00175"},{"name":"CPC","symbol":"CPC.HK","underlyingSymbol":"00386"},{"name":"EVG","symbol":"EVG.HK","underlyingSymbol":"03333"},{"name":"PIC","symbol":"PIC.HK","underlyingSymbol":"02328"},{"name":"SAN","symbol":"SAN.HK","underlyingSymbol":"01928"},{"name":"BUD","symbol":"BUD.HK","underlyingSymbol":"01876"},{"name":"HKB","symbol":"HKB.HK","underlyingSymbol":"00005"},{"name":"MGM","symbol":"MGM.HK","underlyingSymbol":"02282"},{"name":"CHT","symbol":"CHT.HK","underlyingSymbol":"00941"},{"name":"PIN","symbol":"PIN.HK","underlyingSymbol":"01339"},{"name":"XIC","symbol":"XIC.HK","underlyingSymbol":"01398"},{"name":"GAC","symbol":"GAC.HK","underlyingSymbol":"02238"},{"name":"KDS","symbol":"KDS.HK","underlyingSymbol":"00268"},{"name":"COG","symbol":"COG.HK","underlyingSymbol":"02007"},{"name":"SBO","symbol":"SBO.HK","underlyingSymbol":"01177"},{"name":"WHL","symbol":"WHL.HK","underlyingSymbol":"00004"},{"name":"CSE","symbol":"CSE.HK","underlyingSymbol":"01088"},{"name":"SET","symbol":"SET.HK","underlyingSymbol":"00020"},{"name":"SWA","symbol":"SWA.HK","underlyingSymbol":"00019"},{"name":"ZJM","symbol":"ZJM.HK","underlyingSymbol":"02899"},{"name":"MSB","symbol":"MSB.HK","underlyingSymbol":"01988"},{"name":"GLX","symbol":"GLX.HK","underlyingSymbol":"00027"},{"name":"DFM","symbol":"DFM.HK","underlyingSymbol":"00489"},{"name":"CIT","symbol":"CIT.HK","underlyingSymbol":"00267"},{"name":"CNC","symbol":"CNC.HK","underlyingSymbol":"00883"},{"name":"BIU","symbol":"BIU.HK","underlyingSymbol":"09888"},{"name":"CCC","symbol":"CCC.HK","underlyingSymbol":"01800"},{"name":"HGN","symbol":"HGN.HK","underlyingSymbol":"01044"},{"name":"NTE","symbol":"NTE.HK","underlyingSymbol":"09999"},{"name":"SNO","symbol":"SNO.HK","underlyingSymbol":"02382"},{"name":"TRF","symbol":"TRF.HK","underlyingSymbol":"02800"},{"name":"HAI","symbol":"HAI.HK","underlyingSymbol":"06837"},{"name":"WHG","symbol":"WHG.HK","underlyingSymbol":"00288"},{"name":"HLD","symbol":"HLD.HK","underlyingSymbol":"00012"},{"name":"CSP","symbol":"CSP.HK","underlyingSymbol":"01093"},{"name":"KSO","symbol":"KSO.HK","underlyingSymbol":"03888"},{"name":"YZC","symbol":"YZC.HK","underlyingSymbol":"01171"},{"name":"SHK","symbol":"SHK.HK","underlyingSymbol":"00016"},{"name":"JXC","symbol":"JXC.HK","underlyingSymbol":"00358"},{"name":"ALB","symbol":"ALB.HK","underlyingSymbol":"09988"},{"name":"BLI","symbol":"BLI.HK","underlyingSymbol":"09626"},{"name":"CLP","symbol":"CLP.HK","underlyingSymbol":"00002"},{"name":"ZAO","symbol":"ZAO.HK","underlyingSymbol":"06060"},{"name":"JDC","symbol":"JDC.HK","underlyingSymbol":"09618"},{"name":"NFU","symbol":"NFU.HK","underlyingSymbol":"09633"},{"name":"AIA","symbol":"AIA.HK","underlyingSymbol":"01299"},{"name":"KST","symbol":"KST.HK","underlyingSymbol":"01024"},{"name":"NCL","symbol":"NCL.HK","underlyingSymbol":"01336"},{"name":"TIC","symbol":"TIC.HK","underlyingSymbol":"00669"},{"name":"WXB","symbol":"WXB.HK","underlyingSymbol":"02269"},{"name":"AMC","symbol":"AMC.HK","underlyingSymbol":"03188"}],"message":"success","sign":"NRvOxhF7cpEM9PS+Hofd6/BduEddep0sUlnYq9o9fPUwcZmAj3spI/D2wXu8L/eZSxvWhSfjnB3BL8y7mrpvqY3m9BGeZhf24ZoA0lbY8YXyQ5JjXa0VHWieUmCItoR9E195Nsr2sWCoawJhz7+yaMFioWEe8VThtGrYMiTYnUE=","success":true,"timestamp":1719401951582}

期权指标计算

说明

计算所选期权的各类指标

参数

参数类型是否必填描述
clientobjectyesSDK Htttp client
symbolstringyes股票代码
rightstringyes看多或看空(CALL/PUT)
strikestringyes行权价
expirylongyes到期时间(美国NewYork时间当天0点所对应的毫秒值)
underlyingSymbolstringno底层资产标的,默认为symbol的值

返回

名称类型说明
deltadouble希腊字母delta
gammadouble希腊字母gamma
thetadouble希腊字母theta
vegadouble希腊字母vega
insideValuedouble内在价值
timeValuedouble时间价值
leveragedouble杠杆率
openInterestint未平仓量
historyVolatilitydouble历史波动率,百分比数值
premiumRatedouble溢价率,百分比数值
profitRatedouble买入盈利率,百分比数值
volatilitydouble隐含波动率,百分比数值

示例

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

返回示例

{
	"delta": 0.8573062699731591,
	"gamma": 0.05151538284065261,
	"historyVolatility": 24.38,  //百分比形式,表示为 24.38%
	"insideValue": 4.550000000000011,
	"leverage": 30.695960907449216,
	"openInterest": 35417.0,
	"premiumRate": 0.18619306788885054, //百分比形式,表示为 0.186%
	"profitRate": 47.138051059662665, //百分比形式,表示为 47.138%
	"rho": 1.1107261502375654,
	"theta": -0.17927469728943862,
	"timeValue": 0.32499999999998863,
	"vega": 0.034473845504081974,
	"volatility": 28.62548828125  //百分比形式,表示为 28.62%
}
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