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期權賣方策略篩選 ​

GET /api/v1.0/quote/option-seller-screener

期權賣方策略篩選。option_market:US_SECURITY / HK_SECURITY;seller_type:COVERED_CALL / CASH_SECURED_PUT。 返回合約代碼、行權價/到期、權利金、價外程度、年化/區間收益、行權概率。默認只保留市值、價格、成交和持倉大於 0 的標的與合約。最多 1000 條,total 可能是封頂值。

請求參數 ​

參數類型位置必填說明
option_marketstring查詢是期權市場。US_SECURITY=美股股票 / HK_SECURITY=港股股票
seller_typestring查詢是賣方策略。COVERED_CALL=股票擔保看漲 / CASH_SECURED_PUT=現金擔保看跌
sort_typestring查詢否排序字段,默認 ANNUALIZED_RETURN
is_ascbool查詢否是否升序,默認 false

請求示例 ​

bash
curl -X GET 'https://webapi.moomoo.com/api/v1.0/quote/option-seller-screener?option_market=US_SECURITY&seller_type=COVERED_CALL' \
  -H 'Authorization: Bearer <AccessToken>' | jq

響應參數 ​

參數類型說明
data.itemsobject[]
data.items[].codestring期權合約代碼
data.items[].namestring期權名稱
data.items[].option_typeintCALL / PUT
data.items[].strike_pricestring行權價
data.items[].strike_timestampint到期日時間戳,Unix 微秒
data.items[].left_daysint距到期天數
data.items[].option_pricestring期權價格
data.items[].stock_pricestring標的現價
data.items[].premiumstring權利金
data.items[].otm_degreenumber價外程度(百分數)
data.items[].ivnumberIV(百分數)
data.items[].interval_returnnumber區間收益率(百分數)
data.items[].annualized_returnnumber年化收益率(百分數)
data.items[].itm_probabilitynumber行權概率(百分數)
data.items[].striked_interval_returnnumber被行權區間收益率(百分數,Covered Call)
data.items[].striked_annualized_returnnumber被行權年化收益率(百分數,Covered Call)
data.items[].ownerstring標的代碼
pagination.totalint命中總數(可能封頂)

錯誤碼 ​

ret_codeerror.code說明
0—成功
-3invalid_parameter參數不合法
-8unsupported不支持
-10no_data沒有數據

響應示例 ​

json
{
  "ret_code": 0,
  "ret_msg": "success",
  "data": {
    "items": [
      {
        "code": "US.AAPL",
        "name": "example",
        "option_type": 0,
        "strike_price": "example",
        "strike_timestamp": 1710000000000000,
        "left_days": 0,
        "option_price": "example",
        "stock_price": "example",
        "premium": "example",
        "otm_degree": 1.2,
        "iv": 1.2,
        "interval_return": 1.2,
        "annualized_return": 1.2,
        "itm_probability": 1.2,
        "striked_interval_return": 1.2,
        "striked_annualized_return": 1.2,
        "owner": "example"
      }
    ]
  },
  "pagination": {
    "total": 0
  }
}