# 期权标的历史波动率
- 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)
介绍
获取期权标的历史波动率数据，按交易日返回 IV 和 HV 时间序列及标的收盘价，支持分页。
参数
参数 类型 说明 code str 标的股票代码 如 'US.AAPL'index_option_type IndexOptionType 指数期权类型 NORMAL=普通期权（默认）、SMALL=小型指数期权begin_time str 开始日期，格式 'YYYY-MM-DD' end_time str 结束日期，格式 'YYYY-MM-DD' page_req_key bytes 分页请求 key 首次传 None，续拉传上次返回值时间范围说明
begin_time与end_time跨度最多 364 天- 两者都不填：
end_time= 当天，begin_time= 当天往前推 364 天 - 只填
begin_time：end_time=begin_time往后推 364 天 - 只填
end_time：begin_time=end_time往前推 364 天
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pandas.DataFrame 当 ret == RET_OK，返回波动率数据 str 当 ret != RET_OK，返回错误描述 page_req_key bytes 下一页 key，None 表示无更多数据 返回 DataFrame 字段：
字段 类型 说明 code str 股票代码 name str 股票名称 time str 交易日时间字符串 timestamp float 交易日时间戳（Unix 秒） iv float 隐含波动率（百分比） hv float 历史波动率（百分比） underlying_price float 标的收盘价（当日为标记价）
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
介绍
获取期权标的历史波动率数据
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //开始时间字符串
required string endTime = 4; //结束时间字符串
optional bytes nextPageKey = 5; //分页请求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日时间字符串
optional double timestamp = 2; //交易日时间戳
optional double iv = 3; //隐含波动率（百分比）
optional double hv = 4; //历史波动率（百分比）
optional double underlyingPrice = 5; //标的收盘价
}
message S2C
{
required Qot_Common.Security owner = 1; //期权标的股
optional string code = 2; //股票代码
optional string name = 3; //股票名称
repeated VolatilityItem volatilityList = 4; //波动率数据列表，按交易日降序
optional bytes nextPageKey = 5; //分页请求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3304
uint GetOptionUnderlyingHisVolatility(Qot_GetOptionUnderlyingHisVolatility.Request req); virtual void OnReply_GetOptionUnderlyingHisVolatility(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingHisVolatility.Response rsp);
介绍
获取期权标的历史波动率数据
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //开始时间字符串
required string endTime = 4; //结束时间字符串
optional bytes nextPageKey = 5; //分页请求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日时间字符串
optional double timestamp = 2; //交易日时间戳
optional double iv = 3; //隐含波动率（百分比）
optional double hv = 4; //历史波动率（百分比）
optional double underlyingPrice = 5; //标的收盘价
}
message S2C
{
required Qot_Common.Security owner = 1; //期权标的股
optional string code = 2; //股票代码
optional string name = 3; //股票名称
repeated VolatilityItem volatilityList = 4; //波动率数据列表，按交易日降序
optional bytes nextPageKey = 5; //分页请求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3304
int getOptionUnderlyingHisVolatility(Qot_GetOptionUnderlyingHisVolatility.Request req) onReply_GetOptionUnderlyingHisVolatility(FTAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingHisVolatility.Response rsp)
介绍
获取期权标的历史波动率数据
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //开始时间字符串
required string endTime = 4; //结束时间字符串
optional bytes nextPageKey = 5; //分页请求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日时间字符串
optional double timestamp = 2; //交易日时间戳
optional double iv = 3; //隐含波动率（百分比）
optional double hv = 4; //历史波动率（百分比）
optional double underlyingPrice = 5; //标的收盘价
}
message S2C
{
required Qot_Common.Security owner = 1; //期权标的股
optional string code = 2; //股票代码
optional string name = 3; //股票名称
repeated VolatilityItem volatilityList = 4; //波动率数据列表，按交易日降序
optional bytes nextPageKey = 5; //分页请求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 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;
介绍
获取期权标的历史波动率数据
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //开始时间字符串
required string endTime = 4; //结束时间字符串
optional bytes nextPageKey = 5; //分页请求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日时间字符串
optional double timestamp = 2; //交易日时间戳
optional double iv = 3; //隐含波动率（百分比）
optional double hv = 4; //历史波动率（百分比）
optional double underlyingPrice = 5; //标的收盘价
}
message S2C
{
required Qot_Common.Security owner = 1; //期权标的股
optional string code = 2; //股票代码
optional string name = 3; //股票名称
repeated VolatilityItem volatilityList = 4; //波动率数据列表，按交易日降序
optional bytes nextPageKey = 5; //分页请求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 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)
介绍
获取期权标的历史波动率数据
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //开始时间字符串
required string endTime = 4; //结束时间字符串
optional bytes nextPageKey = 5; //分页请求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日时间字符串
optional double timestamp = 2; //交易日时间戳
optional double iv = 3; //隐含波动率（百分比）
optional double hv = 4; //历史波动率（百分比）
optional double underlyingPrice = 5; //标的收盘价
}
message S2C
{
required Qot_Common.Security owner = 1; //期权标的股
optional string code = 2; //股票代码
optional string name = 3; //股票名称
repeated VolatilityItem volatilityList = 4; //波动率数据列表，按交易日降序
optional bytes nextPageKey = 5; //分页请求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 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 秒内最多请求 60 次期权标的历史波动率接口（支持分页的接口，仅首次调用纳入统计）
- 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)
介绍
获取期权标的历史波动率数据，按交易日返回 IV 和 HV 时间序列及标的收盘价，支持分页。
参数
参数 类型 说明 code str 标的股票代码 如 'US.AAPL'index_option_type IndexOptionType 指数期权类型 NORMAL=普通期权（默认）、SMALL=小型指数期权begin_time str 开始日期，格式 'YYYY-MM-DD' end_time str 结束日期，格式 'YYYY-MM-DD' page_req_key bytes 分页请求 key 首次传 None，续拉传上次返回值时间范围说明
begin_time与end_time跨度最多 364 天- 两者都不填：
end_time= 当天，begin_time= 当天往前推 364 天 - 只填
begin_time：end_time=begin_time往后推 364 天 - 只填
end_time：begin_time=end_time往前推 364 天
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pandas.DataFrame 当 ret == RET_OK，返回波动率数据 str 当 ret != RET_OK，返回错误描述 page_req_key bytes 下一页 key，None 表示无更多数据 返回 DataFrame 字段：
字段 类型 说明 code str 股票代码 name str 股票名称 time str 交易日时间字符串 timestamp float 交易日时间戳（Unix 秒） iv float 隐含波动率（百分比） hv float 历史波动率（百分比） underlying_price float 标的收盘价（当日为标记价）
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
介绍
获取期权标的历史波动率数据
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //开始时间字符串
required string endTime = 4; //结束时间字符串
optional bytes nextPageKey = 5; //分页请求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日时间字符串
optional double timestamp = 2; //交易日时间戳
optional double iv = 3; //隐含波动率（百分比）
optional double hv = 4; //历史波动率（百分比）
optional double underlyingPrice = 5; //标的收盘价
}
message S2C
{
required Qot_Common.Security owner = 1; //期权标的股
optional string code = 2; //股票代码
optional string name = 3; //股票名称
repeated VolatilityItem volatilityList = 4; //波动率数据列表，按交易日降序
optional bytes nextPageKey = 5; //分页请求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3304
uint GetOptionUnderlyingHisVolatility(Qot_GetOptionUnderlyingHisVolatility.Request req); virtual void OnReply_GetOptionUnderlyingHisVolatility(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingHisVolatility.Response rsp);
介绍
获取期权标的历史波动率数据
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //开始时间字符串
required string endTime = 4; //结束时间字符串
optional bytes nextPageKey = 5; //分页请求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日时间字符串
optional double timestamp = 2; //交易日时间戳
optional double iv = 3; //隐含波动率（百分比）
optional double hv = 4; //历史波动率（百分比）
optional double underlyingPrice = 5; //标的收盘价
}
message S2C
{
required Qot_Common.Security owner = 1; //期权标的股
optional string code = 2; //股票代码
optional string name = 3; //股票名称
repeated VolatilityItem volatilityList = 4; //波动率数据列表，按交易日降序
optional bytes nextPageKey = 5; //分页请求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3304
int getOptionUnderlyingHisVolatility(Qot_GetOptionUnderlyingHisVolatility.Request req) onReply_GetOptionUnderlyingHisVolatility(MMAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingHisVolatility.Response rsp)
介绍
获取期权标的历史波动率数据
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //开始时间字符串
required string endTime = 4; //结束时间字符串
optional bytes nextPageKey = 5; //分页请求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日时间字符串
optional double timestamp = 2; //交易日时间戳
optional double iv = 3; //隐含波动率（百分比）
optional double hv = 4; //历史波动率（百分比）
optional double underlyingPrice = 5; //标的收盘价
}
message S2C
{
required Qot_Common.Security owner = 1; //期权标的股
optional string code = 2; //股票代码
optional string name = 3; //股票名称
repeated VolatilityItem volatilityList = 4; //波动率数据列表，按交易日降序
optional bytes nextPageKey = 5; //分页请求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 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;
介绍
获取期权标的历史波动率数据
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //开始时间字符串
required string endTime = 4; //结束时间字符串
optional bytes nextPageKey = 5; //分页请求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日时间字符串
optional double timestamp = 2; //交易日时间戳
optional double iv = 3; //隐含波动率（百分比）
optional double hv = 4; //历史波动率（百分比）
optional double underlyingPrice = 5; //标的收盘价
}
message S2C
{
required Qot_Common.Security owner = 1; //期权标的股
optional string code = 2; //股票代码
optional string name = 3; //股票名称
repeated VolatilityItem volatilityList = 4; //波动率数据列表，按交易日降序
optional bytes nextPageKey = 5; //分页请求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 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)
介绍
获取期权标的历史波动率数据
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //开始时间字符串
required string endTime = 4; //结束时间字符串
optional bytes nextPageKey = 5; //分页请求的key
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message VolatilityItem
{
required string time = 1; //交易日时间字符串
optional double timestamp = 2; //交易日时间戳
optional double iv = 3; //隐含波动率（百分比）
optional double hv = 4; //历史波动率（百分比）
optional double underlyingPrice = 5; //标的收盘价
}
message S2C
{
required Qot_Common.Security owner = 1; //期权标的股
optional string code = 2; //股票代码
optional string name = 3; //股票名称
repeated VolatilityItem volatilityList = 4; //波动率数据列表，按交易日降序
optional bytes nextPageKey = 5; //分页请求的key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 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 秒内最多请求 60 次期权标的历史波动率接口（支持分页的接口，仅首次调用纳入统计）