# Get Option Volatility
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_volatility(code, query_time_period=None, hv_time_period=None)
Description
Get implied volatility, historical volatility and volatility premium analysis for a specified option contract
Parameters
Parameter Type Description code str Option code Only option contract codes are supported, e.g. US.AAPL260427C270000query_time_period OptionVolatilityTimePeriodType Query time period Default is Month if not specifiedhv_time_period int Historical volatility calculation period (days) Range 5~250, default 30Return
Parameter Type Description ret RET_CODE API call result data pd.DataFrame Option volatility data when ret == RET_OK str Error description string when ret != RET_OK DataFrame field description:
Field Type Description timestamp int Trading day timestamp Unix timestamp in seconds, midnight of the daytimestamp_str str Trading day string Format YYYY-MM-DD, in market timezoneimplied_volatility float Implied volatility Value before % sign, e.g. 25.0 means 25%history_volatility float Historical volatility Underlying historical volatility, value before % sign, e.g. 25.0 means 25%volatility_premium float Volatility premium Implied minus historical volatility; positive value means implied is higher than historicalaverage_impvol float Average implied volatility Mean of implied volatility over the query period, value before % signimpvol_status OptionImpvolStatusType Volatility status analysis str Analysis text
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, df = quote_ctx.get_option_volatility("US.AAPL281215C320000", query_time_period=2, hv_time_period=30)
if ret == RET_OK:
cols = ['timestamp_str', 'implied_volatility', 'history_volatility', 'volatility_premium']
print(df[cols].to_string(index=False))
else:
print('error:', df)
quote_ctx.close()
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- Output
timestamp_str implied_volatility history_volatility volatility_premium
2026-04-13 27.813 18.977 8.836
2026-04-14 27.656 18.962 8.694
2026-04-15 27.726 20.782 6.944
2026-04-16 28.069 21.013 7.056
2026-04-17 27.796 22.088 5.708
2026-04-20 28.054 21.931 6.123
2026-04-21 27.897 23.194 4.703
2026-04-22 28.276 24.300 3.976
2026-04-23 27.951 24.296 3.655
2026-04-24 28.056 23.676 4.380
2026-04-27 27.917 22.985 4.932
2026-04-28 27.942 23.011 4.931
2026-04-29 28.269 23.022 5.247
2026-04-30 27.630 22.312 5.318
2026-05-01 27.576 23.741 3.835
2026-05-04 27.919 24.078 3.841
2026-05-05 27.308 24.778 2.530
2026-05-06 27.746 24.850 2.896
2026-05-07 28.198 24.886 3.312
2026-05-08 27.719 25.285 2.434
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# Qot_GetOptionVolatility.proto
Description
Get option volatility analysis data
Parameters
message C2S
{
required Qot_Common.Security security = 1; // Option code
optional Qot_Common.OptionVolatilityTimePeriodType queryTimePeriod = 2; // Query time period, see Qot_Common.OptionVolatilityTimePeriodType, default Month
optional int32 hvTimePeriod = 3; // Historical volatility period for underlying (5~250 days), default 30
}
message Request
{
required C2S c2s = 1;
}
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- Security structure, refer to Security
- Return
message VolatilityItem
{
optional int64 timestamp = 1; // Timestamp of midnight on that day (seconds)
optional string timestampStr = 2; // Date string, format YYYY-MM-DD, in market timezone
optional double impliedVolatility = 3; // Implied volatility (value before % sign, e.g. 25.0 means 25%)
optional double historyVolatility = 4; // Historical volatility (value before % sign, e.g. 25.0 means 25%)
optional double volatilityPremium = 5; // Volatility premium (implied - historical; positive means implied > historical)
}
message S2C
{
repeated VolatilityItem itemList = 1; // Volatility data list, sorted by time descending
optional double averageImpvol = 2; // Average implied volatility (mean, value before % sign)
optional Qot_Common.OptionImpvolStatusType impvolStatus = 3; // Volatility status, see Qot_Common.OptionImpvolStatusType
optional string analysis = 4; // Analysis text
}
message Response
{
required int32 retType = 1 [default = -400]; // Return result, see Common.RetType
optional string retMsg = 2; // Return result description
optional int32 errCode = 3; // Error code
optional S2C s2c = 4;
}
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- API call result, refer to RetType
- Query time period, refer to OptionVolatilityTimePeriodType
- Volatility status, refer to OptionImpvolStatusType
Protocol ID
3250
uint GetOptionVolatility(QotGetOptionVolatility.Request req);
virtual void OnReply_GetOptionVolatility(MMAPI_Conn client, uint nSerialNo, QotGetOptionVolatility.Response rsp);
Description
Get option volatility analysis data
Parameters
message C2S
{
required Qot_Common.Security security = 1; // Option code
optional Qot_Common.OptionVolatilityTimePeriodType queryTimePeriod = 2; // Query time period, see Qot_Common.OptionVolatilityTimePeriodType, default Month
optional int32 hvTimePeriod = 3; // Historical volatility period for underlying (5~250 days), default 30
}
message Request
{
required C2S c2s = 1;
}
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- Security structure, refer to Security
- Return
message S2C
{
repeated VolatilityItem itemList = 1; // Volatility data list, sorted by time descending
optional double averageImpvol = 2; // Average implied volatility (mean, value before % sign)
optional Qot_Common.OptionImpvolStatusType impvolStatus = 3; // Volatility status, see Qot_Common.OptionImpvolStatusType
optional string analysis = 4; // Analysis text
}
message Response
{
required int32 retType = 1 [default = -400]; // Return result, see Common.RetType
optional string retMsg = 2; // Return result description
optional int32 errCode = 3; // Error code
optional S2C s2c = 4;
}
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- API call result, refer to RetType
- Query time period, refer to OptionVolatilityTimePeriodType
- Volatility status, refer to OptionImpvolStatusType
- Example
public class Program : FTSPI_Qot, FTSPI_Conn
{
FTAPI_Qot qot = new FTAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
public void Start()
{
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_US_Security)
.SetCode("AAPL281215C320000")
.Build();
QotGetOptionVolatility.C2S c2s = QotGetOptionVolatility.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetOptionVolatility.Request req = QotGetOptionVolatility.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionVolatility(req);
Console.Write("Send QotGetOptionVolatility: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOptionVolatility(FTAPI_Conn client, uint nSerialNo, QotGetOptionVolatility.Response rsp)
{
Console.Write("Reply: QotGetOptionVolatility: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
sent seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1776052800
timestampStr: "2026-04-13"
impliedVolatility: 27.813
historyVolatility: 18.957
volatilityPremium: 8.856
}
itemList {
//...
}
averageImpvol: 28.126
impvolStatus: ImpvolFluctuating
analysis: "For 100.00% of the time in the recent 1 month, the IV is greater than the HV.\nThe mean value of the IV is 28.13%, which is greater than the IV of the option 27.72%.\nVolatility Premium: The Maximum value is +8.86%, the Minimum value is +2.46%, the current value +2.46% is greater than t...
}
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int getOptionVolatility(QotGetOptionVolatility.Request req);
void onReply_GetOptionVolatility(MMAPI_Conn client, int nSerialNo, QotGetOptionVolatility.Response rsp);
Description
Get option volatility analysis data
Parameters
message C2S
{
required Qot_Common.Security security = 1; // Option code
optional Qot_Common.OptionVolatilityTimePeriodType queryTimePeriod = 2; // Query time period, see Qot_Common.OptionVolatilityTimePeriodType, default Month
optional int32 hvTimePeriod = 3; // Historical volatility period for underlying (5~250 days), default 30
}
message Request
{
required C2S c2s = 1;
}
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- Security structure, refer to Security
- Return
message S2C
{
repeated VolatilityItem itemList = 1; // Volatility data list, sorted by time descending
optional double averageImpvol = 2; // Average implied volatility (mean, value before % sign)
optional Qot_Common.OptionImpvolStatusType impvolStatus = 3; // Volatility status, see Qot_Common.OptionImpvolStatusType
optional string analysis = 4; // Analysis text
}
message Response
{
required int32 retType = 1 [default = -400]; // Return result, see Common.RetType
optional string retMsg = 2; // Return result description
optional int32 errCode = 3; // Error code
optional S2C s2c = 4;
}
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- API call result, refer to RetType
- Query time period, refer to OptionVolatilityTimePeriodType
- Volatility status, refer to OptionImpvolStatusType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1);
qot.setConnSpi(this);
qot.setQotSpi(this);
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_US_Security_VALUE)
.setCode("AAPL281215C320000")
.build();
QotGetOptionVolatility.C2S c2s = QotGetOptionVolatility.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetOptionVolatility.Request req = QotGetOptionVolatility.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getOptionVolatility(req);
System.out.printf("Send QotGetOptionVolatility: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOptionVolatility(FTAPI_Conn client, int nSerialNo, QotGetOptionVolatility.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetOptionVolatility failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetOptionVolatility: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=7459212725398715893
Send Qot_GetOptionVolatility: 2
Receive Qot_GetOptionVolatility: retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1776052800
timestampStr: "2026-04-13"
impliedVolatility: 27.813
historyVolatility: 18.957
volatilityPremium: 8.856
}
itemList {
//...
}
averageImpvol: 28.126
impvolStatus: ImpvolFluctuating
analysis: "For 100.00% of the time in the recent 1 month, the IV is greater than the HV.\nThe mean value of the IV is 28.13%, which is greater than the IV of the option 27.72%.\nVolatility Premium: The Maximum value is +8.86%, the Minimum value is +2.46%, the current value +2.46% is greater than t...
}
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moomoo::u32_t GetOptionVolatility(const Qot_GetOptionVolatility::Request &stReq);
virtual void OnReply_GetOptionVolatility(moomoo::u32_t nSerialNo, const Qot_GetOptionVolatility::Response &stRsp) = 0;
Description
Get option volatility analysis data
Parameters
message C2S
{
required Qot_Common.Security security = 1; // Option code
optional Qot_Common.OptionVolatilityTimePeriodType queryTimePeriod = 2; // Query time period, see Qot_Common.OptionVolatilityTimePeriodType, default Month
optional int32 hvTimePeriod = 3; // Historical volatility period for underlying (5~250 days), default 30
}
message Request
{
required C2S c2s = 1;
}
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- Security structure, refer to Security
- Return
message S2C
{
repeated VolatilityItem itemList = 1; // Volatility data list, sorted by time descending
optional double averageImpvol = 2; // Average implied volatility (mean, value before % sign)
optional Qot_Common.OptionImpvolStatusType impvolStatus = 3; // Volatility status, see Qot_Common.OptionImpvolStatusType
optional string analysis = 4; // Analysis text
}
message Response
{
required int32 retType = 1 [default = -400]; // Return result, see Common.RetType
optional string retMsg = 2; // Return result description
optional int32 errCode = 3; // Error code
optional S2C s2c = 4;
}
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- API call result, refer to RetType
- Query time period, refer to OptionVolatilityTimePeriodType
- Volatility status, refer to OptionImpvolStatusType
- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, 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) {
cout << "connect" << endl;
// construct request message
Qot_GetOptionVolatility::Request req;
Qot_GetOptionVolatility::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("AAPL281215C320000");
sec->set_market(Qot_Common::QotMarket::QotMarket_US_Security);
m_pQotApi->GetOptionVolatility(req);
cout << "GetOptionVolatility" << endl;
}
virtual void OnReply_GetOptionVolatility(Futu::u32_t nSerialNo, const Qot_GetOptionVolatility::Response &stRsp){
cout << "OnReply_GetOptionVolatility:" << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
onInitConnect: ret=0 desc=Succeed!
Send Qot_GetOptionVolatility seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1776052800
timestampStr: "2026-04-13"
impliedVolatility: 27.813
historyVolatility: 18.957
volatilityPremium: 8.856
}
itemList {
//...
}
averageImpvol: 28.126
impvolStatus: ImpvolFluctuating
analysis: "For 100.00% of the time in the recent 1 month, the IV is greater than the HV.\nThe mean value of the IV is 28.13%, which is greater than the IV of the option 27.72%.\nVolatility Premium: The Maximum value is +8.86%, the Minimum value is +2.46%, the current value +2.46% is greater than t...
}
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GetOptionVolatility(req);
Description
Get option volatility analysis data
Parameters
message C2S
{
required Qot_Common.Security security = 1; // Option code
optional Qot_Common.OptionVolatilityTimePeriodType queryTimePeriod = 2; // Query time period, see Qot_Common.OptionVolatilityTimePeriodType, default Month
optional int32 hvTimePeriod = 3; // Historical volatility period for underlying (5~250 days), default 30
}
message Request
{
required C2S c2s = 1;
}
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- Security structure, refer to Security
- Return
message S2C
{
repeated VolatilityItem itemList = 1; // Volatility data list, sorted by time descending
optional double averageImpvol = 2; // Average implied volatility (mean, value before % sign)
optional Qot_Common.OptionImpvolStatusType impvolStatus = 3; // Volatility status, see Qot_Common.OptionImpvolStatusType
optional string analysis = 4; // Analysis text
}
message Response
{
required int32 retType = 1 [default = -400]; // Return result, see Common.RetType
optional string retMsg = 2; // Return result description
optional int32 errCode = 3; // Error code
optional S2C s2c = 4;
}
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- API call result, refer to RetType
- Query time period, refer to OptionVolatilityTimePeriodType
- Volatility status, refer to OptionImpvolStatusType
- Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetOptionVolatility(){
const { RetType } = Common
const { QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_US_Security,
code: "AAPL281215C320000",
},
},
};
websocket.GetOptionVolatility(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetOptionVolatility: 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("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000);
}
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- Output
GetOptionVolatility: errCode 0, retMsg , retType 0
{
"itemList": [{
"timestamp": "1776052800",
"timestampStr": "2026-04-13",
"impliedVolatility": 27.813,
"historyVolatility": 18.957,
"volatilityPremium": 8.856
//...
}],
"averageImpvol": 28.128,
"impvolStatus": "ImpvolFluctuating",
"analysis": "For 100.00% of the time in the recent 1 month, the IV is greater than the HV.\nThe mean value of the IV is 28.13%, which is greater than the IV of the option 27.72%.\nVolatility Premium: The Maximum value is +8.86%, the Minimum value is +2.46%, the current value +2.46% is greater than...
}
stop
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API Restrictions
- Maximum 30 requests per 30 seconds.
- Only option contract codes are supported; underlying stock codes are not.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_volatility(code, query_time_period=None, hv_time_period=None)
Description
Get implied volatility, historical volatility and volatility premium analysis for a specified option contract
Parameters
Parameter Type Description code str Option code Only option contract codes are supported, e.g. US.AAPL260427C270000query_time_period OptionVolatilityTimePeriodType Query time period Default is Month if not specifiedhv_time_period int Historical volatility calculation period (days) Range 5~250, default 30Return
Parameter Type Description ret RET_CODE API call result data pd.DataFrame Option volatility data when ret == RET_OK str Error description string when ret != RET_OK DataFrame field description:
Field Type Description timestamp int Trading day timestamp Unix timestamp in seconds, midnight of the daytimestamp_str str Trading day string Format YYYY-MM-DD, in market timezoneimplied_volatility float Implied volatility Value before % sign, e.g. 25.0 means 25%history_volatility float Historical volatility Underlying historical volatility, value before % sign, e.g. 25.0 means 25%volatility_premium float Volatility premium Implied minus historical volatility; positive value means implied is higher than historicalaverage_impvol float Average implied volatility Mean of implied volatility over the query period, value before % signimpvol_status OptionImpvolStatusType Volatility status analysis str Analysis text
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, df = quote_ctx.get_option_volatility("US.AAPL281215C320000", query_time_period=2, hv_time_period=30)
if ret == RET_OK:
cols = ['timestamp_str', 'implied_volatility', 'history_volatility', 'volatility_premium']
print(df[cols].to_string(index=False))
else:
print('error:', df)
quote_ctx.close()
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- Output
timestamp_str implied_volatility history_volatility volatility_premium
2026-04-13 27.813 18.977 8.836
2026-04-14 27.656 18.962 8.694
2026-04-15 27.726 20.782 6.944
2026-04-16 28.069 21.013 7.056
2026-04-17 27.796 22.088 5.708
2026-04-20 28.054 21.931 6.123
2026-04-21 27.897 23.194 4.703
2026-04-22 28.276 24.300 3.976
2026-04-23 27.951 24.296 3.655
2026-04-24 28.056 23.676 4.380
2026-04-27 27.917 22.985 4.932
2026-04-28 27.942 23.011 4.931
2026-04-29 28.269 23.022 5.247
2026-04-30 27.630 22.312 5.318
2026-05-01 27.576 23.741 3.835
2026-05-04 27.919 24.078 3.841
2026-05-05 27.308 24.778 2.530
2026-05-06 27.746 24.850 2.896
2026-05-07 28.198 24.886 3.312
2026-05-08 27.719 25.285 2.434
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# Qot_GetOptionVolatility.proto
Description
Get option volatility analysis data
Parameters
message C2S
{
required Qot_Common.Security security = 1; // Option code
optional Qot_Common.OptionVolatilityTimePeriodType queryTimePeriod = 2; // Query time period, see Qot_Common.OptionVolatilityTimePeriodType, default Month
optional int32 hvTimePeriod = 3; // Historical volatility period for underlying (5~250 days), default 30
}
message Request
{
required C2S c2s = 1;
}
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- Security structure, refer to Security
- Return
message VolatilityItem
{
optional int64 timestamp = 1; // Timestamp of midnight on that day (seconds)
optional string timestampStr = 2; // Date string, format YYYY-MM-DD, in market timezone
optional double impliedVolatility = 3; // Implied volatility (value before % sign, e.g. 25.0 means 25%)
optional double historyVolatility = 4; // Historical volatility (value before % sign, e.g. 25.0 means 25%)
optional double volatilityPremium = 5; // Volatility premium (implied - historical; positive means implied > historical)
}
message S2C
{
repeated VolatilityItem itemList = 1; // Volatility data list, sorted by time descending
optional double averageImpvol = 2; // Average implied volatility (mean, value before % sign)
optional Qot_Common.OptionImpvolStatusType impvolStatus = 3; // Volatility status, see Qot_Common.OptionImpvolStatusType
optional string analysis = 4; // Analysis text
}
message Response
{
required int32 retType = 1 [default = -400]; // Return result, see Common.RetType
optional string retMsg = 2; // Return result description
optional int32 errCode = 3; // Error code
optional S2C s2c = 4;
}
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- API call result, refer to RetType
- Query time period, refer to OptionVolatilityTimePeriodType
- Volatility status, refer to OptionImpvolStatusType
Protocol ID
3250
uint GetOptionVolatility(QotGetOptionVolatility.Request req);
virtual void OnReply_GetOptionVolatility(MMAPI_Conn client, uint nSerialNo, QotGetOptionVolatility.Response rsp);
Description
Get option volatility analysis data
Parameters
message C2S
{
required Qot_Common.Security security = 1; // Option code
optional Qot_Common.OptionVolatilityTimePeriodType queryTimePeriod = 2; // Query time period, see Qot_Common.OptionVolatilityTimePeriodType, default Month
optional int32 hvTimePeriod = 3; // Historical volatility period for underlying (5~250 days), default 30
}
message Request
{
required C2S c2s = 1;
}
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- Security structure, refer to Security
- Return
message S2C
{
repeated VolatilityItem itemList = 1; // Volatility data list, sorted by time descending
optional double averageImpvol = 2; // Average implied volatility (mean, value before % sign)
optional Qot_Common.OptionImpvolStatusType impvolStatus = 3; // Volatility status, see Qot_Common.OptionImpvolStatusType
optional string analysis = 4; // Analysis text
}
message Response
{
required int32 retType = 1 [default = -400]; // Return result, see Common.RetType
optional string retMsg = 2; // Return result description
optional int32 errCode = 3; // Error code
optional S2C s2c = 4;
}
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- API call result, refer to RetType
- Query time period, refer to OptionVolatilityTimePeriodType
- Volatility status, refer to OptionImpvolStatusType
- Example
public class Program : MMSPI_Qot, MMSPI_Conn
{
MMAPI_Qot qot = new MMAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
public void Start()
{
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_US_Security)
.SetCode("AAPL281215C320000")
.Build();
QotGetOptionVolatility.C2S c2s = QotGetOptionVolatility.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetOptionVolatility.Request req = QotGetOptionVolatility.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionVolatility(req);
Console.Write("Send QotGetOptionVolatility: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOptionVolatility(MMAPI_Conn client, uint nSerialNo, QotGetOptionVolatility.Response rsp)
{
Console.Write("Reply: QotGetOptionVolatility: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
sent seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1776052800
timestampStr: "2026-04-13"
impliedVolatility: 27.813
historyVolatility: 18.957
volatilityPremium: 8.856
}
itemList {
//...
}
averageImpvol: 28.126
impvolStatus: ImpvolFluctuating
analysis: "For 100.00% of the time in the recent 1 month, the IV is greater than the HV.\nThe mean value of the IV is 28.13%, which is greater than the IV of the option 27.72%.\nVolatility Premium: The Maximum value is +8.86%, the Minimum value is +2.46%, the current value +2.46% is greater than t...
}
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int getOptionVolatility(QotGetOptionVolatility.Request req);
void onReply_GetOptionVolatility(MMAPI_Conn client, int nSerialNo, QotGetOptionVolatility.Response rsp);
Description
Get option volatility analysis data
Parameters
message C2S
{
required Qot_Common.Security security = 1; // Option code
optional Qot_Common.OptionVolatilityTimePeriodType queryTimePeriod = 2; // Query time period, see Qot_Common.OptionVolatilityTimePeriodType, default Month
optional int32 hvTimePeriod = 3; // Historical volatility period for underlying (5~250 days), default 30
}
message Request
{
required C2S c2s = 1;
}
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- Security structure, refer to Security
- Return
message S2C
{
repeated VolatilityItem itemList = 1; // Volatility data list, sorted by time descending
optional double averageImpvol = 2; // Average implied volatility (mean, value before % sign)
optional Qot_Common.OptionImpvolStatusType impvolStatus = 3; // Volatility status, see Qot_Common.OptionImpvolStatusType
optional string analysis = 4; // Analysis text
}
message Response
{
required int32 retType = 1 [default = -400]; // Return result, see Common.RetType
optional string retMsg = 2; // Return result description
optional int32 errCode = 3; // Error code
optional S2C s2c = 4;
}
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- API call result, refer to RetType
- Query time period, refer to OptionVolatilityTimePeriodType
- Volatility status, refer to OptionImpvolStatusType
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1);
qot.setConnSpi(this);
qot.setQotSpi(this);
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_US_Security_VALUE)
.setCode("AAPL281215C320000")
.build();
QotGetOptionVolatility.C2S c2s = QotGetOptionVolatility.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetOptionVolatility.Request req = QotGetOptionVolatility.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getOptionVolatility(req);
System.out.printf("Send QotGetOptionVolatility: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOptionVolatility(MMAPI_Conn client, int nSerialNo, QotGetOptionVolatility.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetOptionVolatility failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetOptionVolatility: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=7459212725398715893
Send Qot_GetOptionVolatility: 2
Receive Qot_GetOptionVolatility: retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1776052800
timestampStr: "2026-04-13"
impliedVolatility: 27.813
historyVolatility: 18.957
volatilityPremium: 8.856
}
itemList {
//...
}
averageImpvol: 28.126
impvolStatus: ImpvolFluctuating
analysis: "For 100.00% of the time in the recent 1 month, the IV is greater than the HV.\nThe mean value of the IV is 28.13%, which is greater than the IV of the option 27.72%.\nVolatility Premium: The Maximum value is +8.86%, the Minimum value is +2.46%, the current value +2.46% is greater than t...
}
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moomoo::u32_t GetOptionVolatility(const Qot_GetOptionVolatility::Request &stReq);
virtual void OnReply_GetOptionVolatility(moomoo::u32_t nSerialNo, const Qot_GetOptionVolatility::Response &stRsp) = 0;
Description
Get option volatility analysis data
Parameters
message C2S
{
required Qot_Common.Security security = 1; // Option code
optional Qot_Common.OptionVolatilityTimePeriodType queryTimePeriod = 2; // Query time period, see Qot_Common.OptionVolatilityTimePeriodType, default Month
optional int32 hvTimePeriod = 3; // Historical volatility period for underlying (5~250 days), default 30
}
message Request
{
required C2S c2s = 1;
}
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- Security structure, refer to Security
- Return
message S2C
{
repeated VolatilityItem itemList = 1; // Volatility data list, sorted by time descending
optional double averageImpvol = 2; // Average implied volatility (mean, value before % sign)
optional Qot_Common.OptionImpvolStatusType impvolStatus = 3; // Volatility status, see Qot_Common.OptionImpvolStatusType
optional string analysis = 4; // Analysis text
}
message Response
{
required int32 retType = 1 [default = -400]; // Return result, see Common.RetType
optional string retMsg = 2; // Return result description
optional int32 errCode = 3; // Error code
optional S2C s2c = 4;
}
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- API call result, refer to RetType
- Query time period, refer to OptionVolatilityTimePeriodType
- Volatility status, refer to OptionImpvolStatusType
- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, 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) {
cout << "connect" << endl;
// construct request message
Qot_GetOptionVolatility::Request req;
Qot_GetOptionVolatility::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("AAPL281215C320000");
sec->set_market(Qot_Common::QotMarket::QotMarket_US_Security);
m_pQotApi->GetOptionVolatility(req);
cout << "GetOptionVolatility" << endl;
}
virtual void OnReply_GetOptionVolatility(moomoo::u32_t nSerialNo, const Qot_GetOptionVolatility::Response &stRsp){
cout << "OnReply_GetOptionVolatility:" << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
onInitConnect: ret=0 desc=Succeed!
Send Qot_GetOptionVolatility seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1776052800
timestampStr: "2026-04-13"
impliedVolatility: 27.813
historyVolatility: 18.957
volatilityPremium: 8.856
}
itemList {
//...
}
averageImpvol: 28.126
impvolStatus: ImpvolFluctuating
analysis: "For 100.00% of the time in the recent 1 month, the IV is greater than the HV.\nThe mean value of the IV is 28.13%, which is greater than the IV of the option 27.72%.\nVolatility Premium: The Maximum value is +8.86%, the Minimum value is +2.46%, the current value +2.46% is greater than t...
}
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GetOptionVolatility(req);
Description
Get option volatility analysis data
Parameters
message C2S
{
required Qot_Common.Security security = 1; // Option code
optional Qot_Common.OptionVolatilityTimePeriodType queryTimePeriod = 2; // Query time period, see Qot_Common.OptionVolatilityTimePeriodType, default Month
optional int32 hvTimePeriod = 3; // Historical volatility period for underlying (5~250 days), default 30
}
message Request
{
required C2S c2s = 1;
}
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- Security structure, refer to Security
- Return
message S2C
{
repeated VolatilityItem itemList = 1; // Volatility data list, sorted by time descending
optional double averageImpvol = 2; // Average implied volatility (mean, value before % sign)
optional Qot_Common.OptionImpvolStatusType impvolStatus = 3; // Volatility status, see Qot_Common.OptionImpvolStatusType
optional string analysis = 4; // Analysis text
}
message Response
{
required int32 retType = 1 [default = -400]; // Return result, see Common.RetType
optional string retMsg = 2; // Return result description
optional int32 errCode = 3; // Error code
optional S2C s2c = 4;
}
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- API call result, refer to RetType
- Query time period, refer to OptionVolatilityTimePeriodType
- Volatility status, refer to OptionImpvolStatusType
- Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetOptionVolatility(){
const { RetType } = Common
const { QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_US_Security,
code: "AAPL281215C320000",
},
},
};
websocket.GetOptionVolatility(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetOptionVolatility: 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("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000);
}
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- Output
GetOptionVolatility: errCode 0, retMsg , retType 0
{
"itemList": [{
"timestamp": "1776052800",
"timestampStr": "2026-04-13",
"impliedVolatility": 27.813,
"historyVolatility": 18.957,
"volatilityPremium": 8.856
//...
}],
"averageImpvol": 28.128,
"impvolStatus": "ImpvolFluctuating",
"analysis": "For 100.00% of the time in the recent 1 month, the IV is greater than the HV.\nThe mean value of the IV is 28.13%, which is greater than the IV of the option 27.72%.\nVolatility Premium: The Maximum value is +8.86%, the Minimum value is +2.46%, the current value +2.46% is greater than...
}
stop
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API Restrictions
- Maximum 30 requests per 30 seconds.
- Only option contract codes are supported; underlying stock codes are not.