# 期權標的歷史波動率
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_underlying_his_volatility(code, index_option_type=IndexOptionType.NORMAL, begin_time=None, end_time=None, page_req_key=None)
介紹
獲取期權標的歷史波動率數據，按交易日返回 IV 和 HV 時間序列及標的收盤價，支持分頁。
參數
參數 類型 說明 code str 標的股票代碼 如 'US.AAPL'index_option_type IndexOptionType 指數期權類型 NORMAL=普通期權（默認）、SMALL=小型指數期權begin_time str 開始日期，格式 'YYYY-MM-DD' end_time str 結束日期，格式 'YYYY-MM-DD' page_req_key bytes 分頁請求 key 首次傳 None，續拉傳上次返回值時間範圍說明
begin_time與end_time跨度最多 364 天- 兩者都不填：
end_time= 當天，begin_time= 當天往前推 364 天 - 只填
begin_time：end_time=begin_time往後推 364 天 - 只填
end_time：begin_time=end_time往前推 364 天
返回
參數 類型 說明 ret RET_CODE 接口調用結果 data pandas.DataFrame 當 ret == RET_OK，返回波動率數據 str 當 ret != RET_OK，返回錯誤描述 page_req_key bytes 下一頁 key，None 表示無更多數據 返回 DataFrame 字段：
字段 類型 說明 code str 股票代碼 name str 股票名稱 time str 交易日時間字符串 timestamp float 交易日時間戳（Unix 秒） iv float 隱含波動率（百分比） hv float 歷史波動率（百分比） underlying_price float 標的收盤價（當日為標記價）
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data, page_req_key = quote_ctx.get_option_underlying_his_volatility(
'US.AAPL',
begin_time='2026-06-01',
end_time='2026-06-15'
)
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
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- Output
code name time timestamp iv hv underlying_price
0 US.AAPL Apple 2026-06-12 1.781237e+09 25.126 23.324 291.13
1 US.AAPL Apple 2026-06-11 1.781150e+09 25.617 23.270 295.63
2 US.AAPL Apple 2026-06-10 1.781064e+09 27.384 22.892 291.58
3 US.AAPL Apple 2026-06-09 1.780978e+09 27.237 22.854 290.55
4 US.AAPL Apple 2026-06-08 1.780891e+09 26.368 19.028 301.54
5 US.AAPL Apple 2026-06-05 1.780632e+09 26.995 18.024 307.34
6 US.AAPL Apple 2026-06-04 1.780546e+09 25.249 17.366 311.23
7 US.AAPL Apple 2026-06-03 1.780459e+09 26.801 18.927 310.26
8 US.AAPL Apple 2026-06-02 1.780373e+09 26.258 18.415 315.20
9 US.AAPL Apple 2026-06-01 1.780286e+09 25.864 16.841 306.31
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# Qot_GetOptionUnderlyingHisVolatility.proto
介紹
獲取期權標的歷史波動率數據
參數
message C2S
{
required Qot_Common.Security owner = 1; //期權標的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //開始時間字符串
required string endTime = 4; //結束時間字符串
optional bytes nextPageKey = 5; //分頁請求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日時間字符串
optional double timestamp = 2; //交易日時間戳
optional double iv = 3; //隱含波動率（百分比）
optional double hv = 4; //歷史波動率（百分比）
optional double underlyingPrice = 5; //標的收盤價
}
message S2C
{
required Qot_Common.Security owner = 1; //期權標的股
optional string code = 2; //股票代碼
optional string name = 3; //股票名稱
repeated VolatilityItem volatilityList = 4; //波動率數據列表，按交易日降序
optional bytes nextPageKey = 5; //分頁請求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3304
uint GetOptionUnderlyingHisVolatility(Qot_GetOptionUnderlyingHisVolatility.Request req); virtual void OnReply_GetOptionUnderlyingHisVolatility(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingHisVolatility.Response rsp);
介紹
獲取期權標的歷史波動率數據
參數
message C2S
{
required Qot_Common.Security owner = 1; //期權標的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //開始時間字符串
required string endTime = 4; //結束時間字符串
optional bytes nextPageKey = 5; //分頁請求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日時間字符串
optional double timestamp = 2; //交易日時間戳
optional double iv = 3; //隱含波動率（百分比）
optional double hv = 4; //歷史波動率（百分比）
optional double underlyingPrice = 5; //標的收盤價
}
message S2C
{
required Qot_Common.Security owner = 1; //期權標的股
optional string code = 2; //股票代碼
optional string name = 3; //股票名稱
repeated VolatilityItem volatilityList = 4; //波動率數據列表，按交易日降序
optional bytes nextPageKey = 5; //分頁請求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3304
int getOptionUnderlyingHisVolatility(Qot_GetOptionUnderlyingHisVolatility.Request req) onReply_GetOptionUnderlyingHisVolatility(FTAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingHisVolatility.Response rsp)
介紹
獲取期權標的歷史波動率數據
參數
message C2S
{
required Qot_Common.Security owner = 1; //期權標的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //開始時間字符串
required string endTime = 4; //結束時間字符串
optional bytes nextPageKey = 5; //分頁請求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日時間字符串
optional double timestamp = 2; //交易日時間戳
optional double iv = 3; //隱含波動率（百分比）
optional double hv = 4; //歷史波動率（百分比）
optional double underlyingPrice = 5; //標的收盤價
}
message S2C
{
required Qot_Common.Security owner = 1; //期權標的股
optional string code = 2; //股票代碼
optional string name = 3; //股票名稱
repeated VolatilityItem volatilityList = 4; //波動率數據列表，按交易日降序
optional bytes nextPageKey = 5; //分頁請求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3304
Futu::u32_t GetOptionUnderlyingHisVolatility(const Qot_GetOptionUnderlyingHisVolatility::Request &stReq);
virtual void OnReply_GetOptionUnderlyingHisVolatility(Futu::u32_t nSerialNo, const Qot_GetOptionUnderlyingHisVolatility::Response &stRsp) = 0;
介紹
獲取期權標的歷史波動率數據
參數
message C2S
{
required Qot_Common.Security owner = 1; //期權標的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //開始時間字符串
required string endTime = 4; //結束時間字符串
optional bytes nextPageKey = 5; //分頁請求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日時間字符串
optional double timestamp = 2; //交易日時間戳
optional double iv = 3; //隱含波動率（百分比）
optional double hv = 4; //歷史波動率（百分比）
optional double underlyingPrice = 5; //標的收盤價
}
message S2C
{
required Qot_Common.Security owner = 1; //期權標的股
optional string code = 2; //股票代碼
optional string name = 3; //股票名稱
repeated VolatilityItem volatilityList = 4; //波動率數據列表，按交易日降序
optional bytes nextPageKey = 5; //分頁請求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3304
Example
class Program : public FTSPI_Qot, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr) {
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
Qot_GetOptionUnderlyingHisVolatility::Request req;
Qot_GetOptionUnderlyingHisVolatility::C2S *c2s = req.mutable_c2s();
// TODO: 按 proto 填充 c2s 字段
m_GetOptionUnderlyingHisVolatilitySerialNo = m_pQotApi->GetOptionUnderlyingHisVolatility(req);
}
virtual void OnReply_GetOptionUnderlyingHisVolatility(Futu::u32_t nSerialNo, const Qot_GetOptionUnderlyingHisVolatility::Response &stRsp) {
if (nSerialNo != m_GetOptionUnderlyingHisVolatilitySerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetOptionUnderlyingHisVolatilitySerialNo = 0;
};
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getOptionUnderlyingHisVolatility(qotGetOptionUnderlyingHisVolatility)
介紹
獲取期權標的歷史波動率數據
參數
message C2S
{
required Qot_Common.Security owner = 1; //期權標的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //開始時間字符串
required string endTime = 4; //結束時間字符串
optional bytes nextPageKey = 5; //分頁請求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日時間字符串
optional double timestamp = 2; //交易日時間戳
optional double iv = 3; //隱含波動率（百分比）
optional double hv = 4; //歷史波動率（百分比）
optional double underlyingPrice = 5; //標的收盤價
}
message S2C
{
required Qot_Common.Security owner = 1; //期權標的股
optional string code = 2; //股票代碼
optional string name = 3; //股票名稱
repeated VolatilityItem volatilityList = 4; //波動率數據列表，按交易日降序
optional bytes nextPageKey = 5; //分頁請求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3304
Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetOptionUnderlyingHisVolatility(){
const { RetType } = Common
const { QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11112, false, ''];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
owner: { market: QotMarket.QotMarket_US_Security, code: 'AAPL' },
beginTime: '2026-06-01',
endTime: '2026-06-15',
},
};
websocket.GetOptionUnderlyingHisVolatility(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionUnderlyingHisVolatility: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), { indent_size: 2, space_in_empty_paren: true });
console.log(data);
}
})
.catch((error)=>{ console.log("error:", error); });
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetOptionUnderlyingHisVolatility()
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- Output
GetOptionUnderlyingHisVolatility: errCode 0, retMsg , retType 0
{
"owner": { "market": 1, "code": "AAPL" },
"code": "US.AAPL",
"name": "Apple",
"volatilityList": [
{ "time": "2026-06-12", "timestamp": 1781237000, "iv": 25.126, "hv": 23.324, "underlyingPrice": 291.13 },
{ "time": "2026-06-11", "timestamp": 1781150000, "iv": 25.617, "hv": 23.27, "underlyingPrice": 295.63 },
{ "time": "2026-06-10", "timestamp": 1781064000, "iv": 27.384, "hv": 22.892, "underlyingPrice": 291.58 },
{ "time": "2026-06-09", "timestamp": 1780978000, "iv": 27.237, "hv": 22.854, "underlyingPrice": 290.55 },
{ "time": "2026-06-08", "timestamp": 1780891000, "iv": 26.368, "hv": 19.028, "underlyingPrice": 301.54 }
]
}
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接口限制
- 30 秒內最多請求 60 次期權標的歷史波動率接口（支持分頁的接口，僅首次調用納入統計）
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_underlying_his_volatility(code, index_option_type=IndexOptionType.NORMAL, begin_time=None, end_time=None, page_req_key=None)
介紹
獲取期權標的歷史波動率數據，按交易日返回 IV 和 HV 時間序列及標的收盤價，支持分頁。
參數
參數 類型 說明 code str 標的股票代碼 如 'US.AAPL'index_option_type IndexOptionType 指數期權類型 NORMAL=普通期權（默認）、SMALL=小型指數期權begin_time str 開始日期，格式 'YYYY-MM-DD' end_time str 結束日期，格式 'YYYY-MM-DD' page_req_key bytes 分頁請求 key 首次傳 None，續拉傳上次返回值時間範圍說明
begin_time與end_time跨度最多 364 天- 兩者都不填：
end_time= 當天，begin_time= 當天往前推 364 天 - 只填
begin_time：end_time=begin_time往後推 364 天 - 只填
end_time：begin_time=end_time往前推 364 天
返回
參數 類型 說明 ret RET_CODE 接口調用結果 data pandas.DataFrame 當 ret == RET_OK，返回波動率數據 str 當 ret != RET_OK，返回錯誤描述 page_req_key bytes 下一頁 key，None 表示無更多數據 返回 DataFrame 字段：
字段 類型 說明 code str 股票代碼 name str 股票名稱 time str 交易日時間字符串 timestamp float 交易日時間戳（Unix 秒） iv float 隱含波動率（百分比） hv float 歷史波動率（百分比） underlying_price float 標的收盤價（當日為標記價）
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data, page_req_key = quote_ctx.get_option_underlying_his_volatility(
'US.AAPL',
begin_time='2026-06-01',
end_time='2026-06-15'
)
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
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- Output
code name time timestamp iv hv underlying_price
0 US.AAPL Apple 2026-06-12 1.781237e+09 25.126 23.324 291.13
1 US.AAPL Apple 2026-06-11 1.781150e+09 25.617 23.270 295.63
2 US.AAPL Apple 2026-06-10 1.781064e+09 27.384 22.892 291.58
3 US.AAPL Apple 2026-06-09 1.780978e+09 27.237 22.854 290.55
4 US.AAPL Apple 2026-06-08 1.780891e+09 26.368 19.028 301.54
5 US.AAPL Apple 2026-06-05 1.780632e+09 26.995 18.024 307.34
6 US.AAPL Apple 2026-06-04 1.780546e+09 25.249 17.366 311.23
7 US.AAPL Apple 2026-06-03 1.780459e+09 26.801 18.927 310.26
8 US.AAPL Apple 2026-06-02 1.780373e+09 26.258 18.415 315.20
9 US.AAPL Apple 2026-06-01 1.780286e+09 25.864 16.841 306.31
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# Qot_GetOptionUnderlyingHisVolatility.proto
介紹
獲取期權標的歷史波動率數據
參數
message C2S
{
required Qot_Common.Security owner = 1; //期權標的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //開始時間字符串
required string endTime = 4; //結束時間字符串
optional bytes nextPageKey = 5; //分頁請求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日時間字符串
optional double timestamp = 2; //交易日時間戳
optional double iv = 3; //隱含波動率（百分比）
optional double hv = 4; //歷史波動率（百分比）
optional double underlyingPrice = 5; //標的收盤價
}
message S2C
{
required Qot_Common.Security owner = 1; //期權標的股
optional string code = 2; //股票代碼
optional string name = 3; //股票名稱
repeated VolatilityItem volatilityList = 4; //波動率數據列表，按交易日降序
optional bytes nextPageKey = 5; //分頁請求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3304
uint GetOptionUnderlyingHisVolatility(Qot_GetOptionUnderlyingHisVolatility.Request req); virtual void OnReply_GetOptionUnderlyingHisVolatility(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingHisVolatility.Response rsp);
介紹
獲取期權標的歷史波動率數據
參數
message C2S
{
required Qot_Common.Security owner = 1; //期權標的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //開始時間字符串
required string endTime = 4; //結束時間字符串
optional bytes nextPageKey = 5; //分頁請求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日時間字符串
optional double timestamp = 2; //交易日時間戳
optional double iv = 3; //隱含波動率（百分比）
optional double hv = 4; //歷史波動率（百分比）
optional double underlyingPrice = 5; //標的收盤價
}
message S2C
{
required Qot_Common.Security owner = 1; //期權標的股
optional string code = 2; //股票代碼
optional string name = 3; //股票名稱
repeated VolatilityItem volatilityList = 4; //波動率數據列表，按交易日降序
optional bytes nextPageKey = 5; //分頁請求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3304
int getOptionUnderlyingHisVolatility(Qot_GetOptionUnderlyingHisVolatility.Request req) onReply_GetOptionUnderlyingHisVolatility(MMAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingHisVolatility.Response rsp)
介紹
獲取期權標的歷史波動率數據
參數
message C2S
{
required Qot_Common.Security owner = 1; //期權標的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //開始時間字符串
required string endTime = 4; //結束時間字符串
optional bytes nextPageKey = 5; //分頁請求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日時間字符串
optional double timestamp = 2; //交易日時間戳
optional double iv = 3; //隱含波動率（百分比）
optional double hv = 4; //歷史波動率（百分比）
optional double underlyingPrice = 5; //標的收盤價
}
message S2C
{
required Qot_Common.Security owner = 1; //期權標的股
optional string code = 2; //股票代碼
optional string name = 3; //股票名稱
repeated VolatilityItem volatilityList = 4; //波動率數據列表，按交易日降序
optional bytes nextPageKey = 5; //分頁請求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3304
Moomoo::u32_t GetOptionUnderlyingHisVolatility(const Qot_GetOptionUnderlyingHisVolatility::Request &stReq);
virtual void OnReply_GetOptionUnderlyingHisVolatility(Moomoo::u32_t nSerialNo, const Qot_GetOptionUnderlyingHisVolatility::Response &stRsp) = 0;
介紹
獲取期權標的歷史波動率數據
參數
message C2S
{
required Qot_Common.Security owner = 1; //期權標的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //開始時間字符串
required string endTime = 4; //結束時間字符串
optional bytes nextPageKey = 5; //分頁請求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日時間字符串
optional double timestamp = 2; //交易日時間戳
optional double iv = 3; //隱含波動率（百分比）
optional double hv = 4; //歷史波動率（百分比）
optional double underlyingPrice = 5; //標的收盤價
}
message S2C
{
required Qot_Common.Security owner = 1; //期權標的股
optional string code = 2; //股票代碼
optional string name = 3; //股票名稱
repeated VolatilityItem volatilityList = 4; //波動率數據列表，按交易日降序
optional bytes nextPageKey = 5; //分頁請求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3304
Example
class Program : public MMSPI_Qot, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr) {
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, Moomoo::i64_t nErrCode, const char* strDesc) {
Qot_GetOptionUnderlyingHisVolatility::Request req;
Qot_GetOptionUnderlyingHisVolatility::C2S *c2s = req.mutable_c2s();
// TODO: 按 proto 填充 c2s 字段
m_GetOptionUnderlyingHisVolatilitySerialNo = m_pQotApi->GetOptionUnderlyingHisVolatility(req);
}
virtual void OnReply_GetOptionUnderlyingHisVolatility(Moomoo::u32_t nSerialNo, const Qot_GetOptionUnderlyingHisVolatility::Response &stRsp) {
if (nSerialNo != m_GetOptionUnderlyingHisVolatilitySerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
Moomoo::u32_t m_GetOptionUnderlyingHisVolatilitySerialNo = 0;
};
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getOptionUnderlyingHisVolatility(qotGetOptionUnderlyingHisVolatility)
介紹
獲取期權標的歷史波動率數據
參數
message C2S
{
required Qot_Common.Security owner = 1; //期權標的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //開始時間字符串
required string endTime = 4; //結束時間字符串
optional bytes nextPageKey = 5; //分頁請求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日時間字符串
optional double timestamp = 2; //交易日時間戳
optional double iv = 3; //隱含波動率（百分比）
optional double hv = 4; //歷史波動率（百分比）
optional double underlyingPrice = 5; //標的收盤價
}
message S2C
{
required Qot_Common.Security owner = 1; //期權標的股
optional string code = 2; //股票代碼
optional string name = 3; //股票名稱
repeated VolatilityItem volatilityList = 4; //波動率數據列表，按交易日降序
optional bytes nextPageKey = 5; //分頁請求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3304
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetOptionUnderlyingHisVolatility(){
const { RetType } = Common
const { QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11112, false, ''];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
owner: { market: QotMarket.QotMarket_US_Security, code: 'AAPL' },
beginTime: '2026-06-01',
endTime: '2026-06-15',
},
};
websocket.GetOptionUnderlyingHisVolatility(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionUnderlyingHisVolatility: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), { indent_size: 2, space_in_empty_paren: true });
console.log(data);
}
})
.catch((error)=>{ console.log("error:", error); });
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetOptionUnderlyingHisVolatility()
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- Output
GetOptionUnderlyingHisVolatility: errCode 0, retMsg , retType 0
{
"owner": { "market": 1, "code": "AAPL" },
"code": "US.AAPL",
"name": "Apple",
"volatilityList": [
{ "time": "2026-06-12", "timestamp": 1781237000, "iv": 25.126, "hv": 23.324, "underlyingPrice": 291.13 },
{ "time": "2026-06-11", "timestamp": 1781150000, "iv": 25.617, "hv": 23.27, "underlyingPrice": 295.63 },
{ "time": "2026-06-10", "timestamp": 1781064000, "iv": 27.384, "hv": 22.892, "underlyingPrice": 291.58 },
{ "time": "2026-06-09", "timestamp": 1780978000, "iv": 27.237, "hv": 22.854, "underlyingPrice": 290.55 },
{ "time": "2026-06-08", "timestamp": 1780891000, "iv": 26.368, "hv": 19.028, "underlyingPrice": 301.54 }
]
}
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接口限制
- 30 秒內最多請求 60 次期權標的歷史波動率接口（支持分頁的接口，僅首次調用納入統計）