Options

Get Option Expiration Dates

Request class: OptionExpirationQueryRequest

Description

Get option expiration date information for specified stocks. Maximum of 30 requests per batch.

Parameters

Parameter	Required	Type	Description
symbols	Yes	array	List of stock symbols, limit: 30
market	Yes	string	US / HK for Hong Kong stocks

Response
com.tigerbrokers.stock.openapi.client.https.response.option.OptionExpirationResponsesource

Structure:

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

The returned data can be accessed through the OptionExpirationResponse.getOptionExpirationItems() method, which returns OptionExpirationItem objects. The com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionExpirationItem properties are as follows:

Name	Type	Description
symbol	string	Stock symbol
count	int	Number of expiration dates
dates	array	Expiration dates in date format, e.g.: 2024-06-28
timestamps	array	Expiration dates in timestamp format, e.g.: 1544763600000 (US New York time timestamp)
periodTags	array	Option period tags, m for monthly options, w for weekly options
optionSymbols	array	Symbol corresponding to the four option elements

Specific fields can be accessed through the object's get methods, such as getSymbol(), or converted to string through the object's toString() method.

Example

List<String> symbols = new ArrayList<>();
symbols.add("VIX");
OptionExpirationResponse response = client.execute(
        new OptionExpirationQueryRequest(symbols, Market.US));
// HK market option. 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());
}

Example Response

{
    "code": 0,
    "data": [
        {
            "count": 12,
            "dates": [
                "2024-12-24",
                "2024-12-31",
                "2025-01-08",
                "2025-01-15",
                "2025-01-22",
                "2025-02-19",
                "2025-03-18",
                "2025-04-16",
                "2025-05-21",
                "2025-06-18",
                "2025-07-16",
                "2025-08-20"
            ],
            "optionSymbols": [
                "VIXW",
                "VIXW",
                "VIXW",
                "VIXW",
                "VIX",
                "VIX",
                "VIX",
                "VIX",
                "VIX",
                "VIX",
                "VIX",
                "VIX"
            ],
            "periodTags": [
                "w",
                "q",
                "w",
                "w",
                "m",
                "m",
                "m",
                "m",
                "m",
                "m",
                "m",
                "m"
            ],
            "symbol": "VIX",
            "timestamps": [
                1735016400000,
                1735621200000,
                1736312400000,
                1736917200000,
                1737522000000,
                1739941200000,
                1742270400000,
                1744776000000,
                1747800000000,
                1750219200000,
                1752638400000,
                1755662400000
            ]
        }
    ],
    "message": "success",
    "sign": "jBxaUFSd6e1qIsEeb6l7/Wb8R7kMcNvvglzC6PsJpd7VMP12HKyKMJH8+4g1ePLyT/TzVhyJpCEpXcUAkGrg7hVMMhLoD397vW2Xf0VKedE5mKMy4I+yFK2PneZXr4xKyfCc/+Yb3dc//1gOEEvk9EQHjDzXp6bmy/dFD4020h0=",
    "success": true,
    "timestamp": 1735048291531
}

S&P 500 (.SPX) option symbols

Monthly options use SPX; weekly and quarterly options use SPXW.

Get Option Chain

Request class: OptionChainQueryV3Request

Description

Get option chain data.

⚠️
Option-chain Greeks are deprecated
Greek-related option-chain request flags, filters/models, and response fields delta, gamma, theta, vega, and rho are Deprecated. Their values are updated daily and are not timely enough for intraday use. Do not use them for real-time trading decisions. Use the Option Calculation Tool with current market inputs instead.

Parameters

Parameter	Type	Required	Description
symbol	string	Yes	Stock symbol, symbol and expiry combination limit: 30
expiry	String	Yes	Option expiration date, example: '2022-01-01'
market	string	Yes	US/HK for Hong Kong stocks

Filter Parameters:

OptionChainFilterModel.Greeks and its methods are Deprecated because they filter on daily-updated values that are not suitable for intraday use.

Parameter	Type	Required	Description
implied_volatility	double	No	Implied volatility
in_the_money	boolean	No	Whether the option is in the money
open_interest	int	No	Open interest
delta	double	No	Deprecated. Daily-updated Delta filter; not suitable for intraday use
gamma	double	No	Deprecated. Daily-updated Gamma filter; not suitable for intraday use
theta	double	No	Deprecated. Daily-updated Theta filter; not suitable for intraday use
vega	double	No	Deprecated. Daily-updated Vega filter; not suitable for intraday use
rho	double	No	Deprecated. Daily-updated Rho filter; not suitable for intraday use

Deprecated daily-updated Greek values are not returned by default. Do not enable them in new integrations; use the option calculation tool instead.

Response
com.tigerbrokers.stock.openapi.client.https.response.option.OptionChainResponsesource

Structure:

public class OptionChainResponse extends TigerResponse {

  @JSONField(name = "data")
  private List<OptionChainItem> optionChainItems;
}

The returned data can be accessed through the OptionChainResponse.getOptionChainItems() method, which returns OptionChainItem objects. The com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionChainItem properties are as follows:

Name	Type	Description
symbol	string	Underlying stock symbol
expiry	long	Option expiration date
items	`List<OptionRealTimeQuoteGroup>`	List containing OptionRealTimeQuoteGroup objects, saves option chain data, details below

OptionRealTimeQuoteGroup object structure:

Name	Type	Description
put	OptionRealTimeQuote	Put option
call	OptionRealTimeQuote	Call option

OptionRealTimeQuote object structure:

Name	Type	Description
identifier	string	Option identifier, e.g.: AAPL 210115C00095000
strike	double	Strike price
right	string	Option right, PUT/CALL
askPrice	double	Ask price
askSize	int	Ask size
bidPrice	double	Bid price
bidSize	int	Bid size
lastTimestamp	long	Last trade timestamp, e.g.: 1543343800698
latestPrice	double	Latest price
multiplier	double	Multiplier, US options default 100
openInterest	int	Open interest
preClose	double	Previous trading day's closing price
volume	long	Volume
impliedVol	double	Implied volatility
delta	double	Deprecated. Daily-updated Delta; not suitable for intraday use
gamma	double	Deprecated. Daily-updated Gamma; not suitable for intraday use
theta	double	Deprecated. Daily-updated Theta; not suitable for intraday use
vega	double	Deprecated. Daily-updated Vega; not suitable for intraday use
rho	double	Deprecated. Daily-updated Rho; not suitable for intraday use

Specific fields can be accessed through the object's get methods, such as getSymbol(), or converted to string through json methods.

Example

OptionChainModel basicModel = new OptionChainModel("AAPL", "2024-07-26",  TimeZoneId.NewYork);
OptionChainFilterModel filterModel = new OptionChainFilterModel()
  .inTheMoney(true)
  .impliedVolatility(0.1537, 0.8282)
  .openInterest(10, 50000)
;
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());
}

Example Response

{
  "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
}

Get Option Real-time Quotes

Request class: OptionBriefQueryV2Request

Description

Gets real-time option quotes. Corresponding market data permissions must be purchased before using this endpoint. Each request supports up to 30 options.

Parameters

Parameter	Type	Required	Description
market	Market	Yes	Market, supports US, HK
option_basic	`List<OptionCommonModel>`	Yes	List of option four elements, max 30

OptionCommonModel parameter structure:

Parameter	Type	Required	Description
symbol	string	Yes	Stock symbol. For Hong Kong stocks, use the symbol returned by the "Get Hong Kong Option Names" endpoint
right	string	Yes	Call or put (CALL/PUT)
expiry	long	Yes	Expiration time
strike	string	Yes	Strike price. Decimal places must match the option chain: US options require at least one decimal place and may require two; HK stock options use two; HK index options use none.

Response
com.tigerbrokers.stock.openapi.client.https.request.option.OptionBriefResponsesource

Structure:

public class OptionBriefResponse extends TigerResponse {

  @JSONField(name = "data")
  private List<OptionBriefItem> optionBriefItems;
}

The returned data can be accessed through the TigerResponse.getOptionBriefItems() method, which returns OptionBriefItem objects. The com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionBriefItem properties are as follows:

Field	Type	Description
symbol	string	Stock symbol
strike	string	Strike price
bidPrice	double	Bid price
bidSize	int	Bid size
askPrice	double	Ask price
askSize	int	Ask size
latestPrice	double	Latest price
timestamp	long	Latest trade time
volume	int	Volume
high	double	High price
low	double	Low price
open	double	Open price
preClose	double	Previous trading day's closing price
openInterest	int	Open interest
change	double	Price change
multiplier	int	Multiplier, US options default 100
ratesBonds	double	One-year US Treasury rate, updated daily, e.g.: 0.0078 means actual rate is: 0.78%
right	string	Direction (PUT/CALL)
volatility	string	Historical volatility
expiry	long	Expiration time (milliseconds, 0 o'clock of the day)
midPrice	double	Mid price
midTimestamp	long	Timestamp of the mid price
markPrice	double	Mark price
markTimestamp	long	Timestamp of the mark price
preMarkPrice	double	Previous mark price
sellingReturn	double	Annualized return from selling

Specific fields can be accessed through the object's get methods, such as getSymbol(), or converted to string through the object's toString() method.

Example

OptionCommonModel model = new OptionCommonModel();
model.setSymbol("TSLA");
model.setStrike("437.5");
model.setRight("PUT");
model.setExpiry("2026-01-30", 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());
}

Example Response

{
  "code" : 0,
  "message" : "success",
  "timestamp" : 1769061919677,
  "optionBriefItems" : [ {
    "lang" : null,
    "identifier" : "TSLA  260130P00437500",
    "symbol" : "TSLA",
    "strike" : "437.5",
    "bidPrice" : 17.45,
    "bidSize" : 10,
    "askPrice" : 17.65,
    "askSize" : 10,
    "latestPrice" : 17.6,
    "volume" : 967,
    "high" : 25.35,
    "low" : 14.5,
    "open" : 25.35,
    "preClose" : 25.44,
    "openInterest" : 679,
    "change" : -7.84,
    "multiplier" : 100,
    "right" : "put",
    "volatility" : "31.10%",
    "expiry" : 1769749200000,
    "ratesBonds" : 0.035227,
    "midPrice" : 17.55,
    "midTimestamp" : 1769029200460,
    "markPrice" : 17.6,
    "markTimestamp" : 1769029200460,
    "preMarkPrice" : 26.125,
    "sellingReturn" : 1.065105,
    "timestamp" : 1769028900019,
    "latestTime" : "2026-01-21 15:55:00.019",
    "account" : null
  } ],
  "success" : true
}

Get Option Depth Quotes

Request class: OptionDepthQueryRequest

Description

Get option depth market data, supports US and Hong Kong market options, batch requests support up to 30 items at once.

Parameters

Parameter	Type	Required	Description
market	Market	Yes	Market, US/HK
option_basic	`List<OptionCommonModel>`	Yes	Option four-element list, max 30

OptionCommonModel parameter structure:

Parameter	Type	Required	Description
symbol	string	Yes	Stock symbol
right	string	Yes	Call or Put (CALL/PUT)
expiry	long	Yes	Expiry time (milliseconds of day 0 o'clock)
strike	string	Yes	Strike price. Decimal places must match the option chain: US options require at least one decimal place and may require two; HK stock options use two; HK index options use none.

Response
com.tigerbrokers.stock.openapi.client.https.response.option.OptionDepthResponsesource

Structure:

public class OptionDepthResponse extends TigerResponse {

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

Return data includes real-time quotes from 17 exchanges during market hours. If the quote is 0, it means that exchange has no quote.

Return data can be accessed through OptionDepthResponse.getOptionDepthItems() method, returning a list of OptionDepthItem objects. The com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionDepthItem properties are:

Name	Type	Description
symbol	string	Underlying stock symbol
expiry	long	Expiry time
strike	string	Strike price
right	string	PUT or CALL
timestamp	long	Data timestamp
ask	`List<OptionDepthOrderBook>`	Ask order book data
bid	`List<OptionDepthOrderBook>`	Bid order book data

OptionDepthOrderBook object structure:

Name	Type	Description
price	double	Order price
code	string	Option exchange code
timestamp	long	Exchange time
volume	int	Order volume

Specific fields can be accessed through object's get methods, such as getSymbol(), or converted to string through object's toString() method.

Example

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());
}

Example Response

{
	"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
}

Get Option Tick-by-Tick Trade Data

Request class: OptionTradeTickQueryRequest

Description

Get option trade tick data, only supports US market options, batch requests support up to 30 items at once.

Parameters

Parameter	Type	Required	Description
symbol	string	Yes	Stock symbol
right	string	Yes	Call or Put (call/put)
expiry	long	Yes	Expiry time (milliseconds of US NewYork time day 0 o'clock)
strike	string	Yes	Strike price. Decimal places must match the option chain: US options require at least one decimal place and may require two.

Response
com.tigerbrokers.stock.openapi.client.https.response.option.OptionTradeTickResponsesource

Structure:

public class OptionTradeTickResponse extends TigerResponse {

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

Half an hour before market open, you can get all data from the previous trading day. After market open, it's data from the new day.

Return data can be accessed through OptionTradeTickResponse.getOptionTradeTickItems() method, returning a list of OptionTradeTickItem objects. The com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionTradeTickItem properties are:

Name	Type	Description
symbol	string	Underlying stock symbol
expiry	long	Expiry time
strike	string	Strike price
right	string	PUT or CALL
items	`List<TradeTickPoint>`	List of TradeTickPoint objects, each corresponding to single trade tick data

TradeTickPoint object structure:

Name	Type	Description
price	double	Trade price
time	long	Trade time
volume	long	Trade volume

Specific fields can be accessed through object's get methods, such as getSymbol(), or converted to string through object's toString() method.

Example

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());
}

Example Response

{
	"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
}

Get Option K-line Data

Request class: OptionKlineQueryV2Request

Description

Get option candlestick bars (K-line data). Batch requests support a maximum of 30 items per request.

Parameters

Parameter	Type	Required	Description
market	Market	Yes	Market, supports US, HK
option_query	`List<OptionKlineModel>`	Yes	Option K-line query condition list, max 30

OptionKlineModel parameter structure:

Parameter	Type	Required	Description
symbol	string	Yes	Stock symbol
right	string	Yes	Call or Put (CALL/PUT)
expiry	long	Yes	Expiration time
strike	string	Yes	Strike price. Decimal places must match the option chain: US options require at least one decimal place and may require two; HK stock options use two; HK index options use none.
begin_time	long	Yes	Start time
end_time	long	Yes	End time
period	string	No	K-line type, values: (day: daily K, 1min: 1 minute, 5min: 5 minutes, 30min: 30 minutes, 60min: 60 minutes)
limit	int	No	Number of recent records returned for minute data, default 300, max 1200. If limit is set greater than 1200, only 1200 records will be returned. Daily K-line does not support this
sort_dir	string	No	Sort direction, includes: ascending, descending. Sort direction enum: Sort Direction

Response
com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionKlineResponsesource

Structure:

public class OptionKlineResponse extends TigerResponse {

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

Access the response through OptionKlineResponse.getKlineItems(), which returns OptionKlineItem objects with the following fields:

Name	Type	Description
symbol	string	Stock symbol
period	string	Period type
right	string	Call or Put, values CALL/PUT
strike	string	Strike price
expiry	long	Expiration time in milliseconds
items	`List<OptionKlinePoint>`	Candlestick bars represented by `OptionKlinePoint` objects. See the fields below.

OptionKlinePoint bar fields:

Name	Type	Description
high	double	Highest price
low	double	Lowest price
open	double	Opening price
close	double	Closing price
time	long	K-line time
volume	int	Volume
openInterest	int	Open interest (only available for daily K-line)

Specific fields can be accessed through the object's get methods, such as getSymbol(), or converted to string through the object's toString() method.

Example

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());
}

Example Response

{
    "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
}

Get Option Intraday Data

Request class: OptionTimelineRequest

Description

Get option timeline data.

Parameters

Parameter	Type	Required	Description
optionTimelineModels	`List<OptionTimelineModel>`	Yes	Option list
market	Market	No	Market, default HK, only supports HK

OptionTimelineModel parameter structure:

Parameter	Type	Required	Description
symbol	string	Yes	Stock symbol
right	string	Yes	Call or Put (CALL/PUT)
expiry	long	Yes	Expiration time
strike	string	Yes	Strike price. Decimal places must match the option chain: HK stock options use two; HK index options use none.

Response

Field	Type	Description
symbol	string	Stock symbol
right	string	Call or Put (CALL/PUT)
expiry	long	Expiration time
strike	string	Strike price
preClose	double	Previous day's close
openAndCloseTimeList	`List<List<Long>>`	Trading time period list
minutes	`List<OptionTimelinePoint>`	Timeline array, see field descriptions below

Timeline data OptionTimelinePoint structure:

Field	Type	Description
volume	long	Volume
avgPrice	double	Average trade price
price	double	Latest price
time	long	Current timeline time

Example

OptionTimelineModel model1 = new OptionTimelineModel();
model1.setSymbol("ALB.HK");
model1.setExpiry(1753878054000L);
model1.setStrike("117.50");
model1.setRight("CALL");

OptionTimelineModel model2 = new OptionTimelineModel();
model2.setSymbol("LNI.HK");
model2.setExpiry(1753878054000L);
model2.setStrike("17.00");
model2.setRight("PUT");

OptionTimelineRequest request = OptionTimelineRequest.of(model1, model2);

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

Example Response

{
  "code" : 0,
  "message" : "success",
  "timestamp" : 1750822293909,
  "sign" : "rEiaFf1LYv32Kbu8C+AKpJ/Y9pjrux8usbFA3FFJUEP28EXHv+PnKX9RBtVLalkyrULNqDqS29zP9hF1OZAng7U9KWFQ1Gy/FcGdbypXRNeJxPgKefHt/Fe4rLweO/eWKE41ZprPZlUZX0fxfeMwqkwcTMfhpuu+HQ2/ocmMgeg=",
  "timelineItems" : [ {
    "lang" : null,
    "symbol" : "ALB.HK",
    "expiry" : 1753878054000,
    "right" : "CALL",
    "strike" : "117.50",
    "preClose" : 2.72,
    "openAndCloseTimeList" : null,
    "minutes" : [{
      "price" : 3.4,
      "avgPrice" : 3.5235946,
      "time" : 1750822140000,
      "volume" : 29
    }, {
      "price" : 3.4,
      "avgPrice" : 3.5235946,
      "time" : 1750822200000,
      "volume" : 0
    }, {
      "price" : 3.4,
      "avgPrice" : 3.5235946,
      "time" : 1750822260000,
      "volume" : 0
    } ],
    "account" : null
  }, {
    "lang" : null,
    "symbol" : "LNI.HK",
    "expiry" : 1753878054000,
    "right" : "PUT",
    "strike" : "17.00",
    "preClose" : 1.28,
    "openAndCloseTimeList" : null,
    "minutes" : [ {
      "price" : 1.21,
      "avgPrice" : 1.21,
      "time" : 1750822140000,
      "volume" : 0
    }, {
      "price" : 1.21,
      "avgPrice" : 1.21,
      "time" : 1750822200000,
      "volume" : 0
    }, {
      "price" : 1.21,
      "avgPrice" : 1.21,
      "time" : 1750822260000,
      "volume" : 0
    } ],
    "account" : null
  } ],
  "success" : true
}

Get Hong Kong Option Symbol

Request class: OptionSymbolRequest

Description

Get Hong Kong stock option symbols, for example, the symbol for 00700 is TCH.HK.

Parameters

Parameter	Type	Required	Description
market	Market	Yes	Market, only supports HK
lang	string	No	Language support: en_US, zh_CN, zh_TW, default: en_US

Response
com.tigerbrokers.stock.openapi.client.https.response.option.OptionSymbolResponsesource

Structure:

public class OptionSymbolResponse extends TigerResponse {

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

Returns a collection of all option symbol codes and underlying asset symbols for the Hong Kong market.

Return data can be accessed through the OptionSymbolResponse.getSymbolItems() method, returning a list of OptionSymbolItem objects, where com.tigerbrokers.stock.openapi.client.https.domain.option.item.OptionSymbolItem properties are:

Name	Type	Description
symbol	string	Symbol of the option four elements
name	string	Underlying name
underlyingSymbol	string	Underlying asset symbol code

Specific fields can be accessed through the object's get methods, such as getSymbol(), or converted to string through the object's toString() method.

Example

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());
}

Example Response

{
  "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": "AMC",
      "symbol": "AMC.HK",
      "underlyingSymbol": "03188"
    }
  ],
  "message": "success",
  "sign": "NRvOxhF7cpEM9PS+Hofd6/BduEddep0sUlnYq9o9fPUwcZmAj3spI/D2wXu8L/eZSxvWhSfjnB3BL8y7mrpvqY3m9BGeZhf24ZoA0lbY8YXyQ5JjXa0VHWieUmCItoR9E195Nsr2sWCoawJhz7+yaMFioWEe8VThtGrYMiTYnUE=",
  "success": true,
  "timestamp": 1719401951582
}

Get Option Analysis Data

Request class: OptionAnalysisRequest

Description

Query option analysis data.

Parameters

Parameter	Type	Required	Description
symbols	`List<OptionAnalysisModel>`	Yes	List of option analysis query items, maximum 10
market	`Market`	No	Market, default is `US`

Single parameter (OptionAnalysisModel)

Parameter	Type	Required	Description
symbol	string	Yes	Underlying code (e.g., `AAPL`)
period	string	Yes	Period (e.g., `52week`, or `OptionAnalysisPeriod`)
requireVolatilityList	Boolean	No	Whether to return historical and implied volatility time-series data

Return

OptionAnalysisResponse

As follow：

public class OptionAnalysisResponse extends TigerResponse {

  @JSONField(name = "data")
  private List<OptionAnalysisItem> optionAnalysisItems;
}

public class OptionAnalysisItem extends ApiModel {

  private String symbol;
  private Double impliedVol30Days;
  private Double hisVolatility;
  private Double ivHisVRatio;
  private Double callPutRatio;
  private ImpliedVolMetric impliedVolMetric;
  private List<VolatilityItem> volatilityList;
}

public class ImpliedVolMetric implements Serializable {


  private String period;
  private Double percentile;
  private Double rank;
}

public class VolatilityItem implements Serializable {

  private Double impliedVol;
  private Double percentile;
  private Double rank;
  private Double hisVolatility;
  private Long timestamp;
}

Name	Type	Description
impliedVol30Days	double	The implied volatility of the underlying asset. The value obtained by comprehensively weighted calculation of the implied volatility of some options in the option chain is the IV of the underlying asset. It reflects the overall fluctuation of the option chain in the next 30 days, and this data also has reference value for the underlying stock.
hisVolatility	double	Historical volatility of the underlying asset. It reflects the actual fluctuation of the underlying asset over the past 30 days and is used to measure the extent to which the underlying asset deviates from its average price.
ivHisVRatio	double	Implied Volatility/Historical Volatility Ratio
callPutRatio	double	Call/Put Ratio
percentile	double	Implied Volatility Percentile. IV Percentile is also a relative indicator that counts how many days in the past year had an implied volatility lower than the current one. The calculation formula is: IV Percentile = Number of days in a year with IV lower than the current IV / Number of trading days The value range of IV Percentile fluctuates between 0% and 100%; when IV Percentile is 0%, it means that 0% of the trading days in the past year had an IV lower than the current IV; when IV Percentile is 100%, it means that 100% of the trading days in the past year had an IV lower than the current IV.
rank	double	Implied Volatility Rank. IV Rank is a relative indicator that calculates the current relative position of IV based on the highest and lowest IV values of the underlying asset in the past year. The calculation formula is: IV Rank = (Current IV - Lowest IV in 1 year) / (Highest IV in 1 year - Lowest IV in 1 year) The value range of IV Rank fluctuates between 0 and 1; when IV Rank is 0, it means the current IV is in the lower range within the past year; when IV Rank is 1, it means the current IV is in the higher range within the past year

VolatilityItem fields (returned when requireVolatilityList=true):

Name	Type	Description
impliedVol	Double	Implied volatility
percentile	Double	IV percentile
rank	Double	IV rank
hisVolatility	Double	Historical volatility
timestamp	Long	Timestamp in milliseconds

Example

List<OptionAnalysisModel> items = new ArrayList<>();
items.add(new OptionAnalysisModel("AAPL", OptionAnalysisPeriod.FIFTY_TWO_WEEK));
items.add(new OptionAnalysisModel("TSLA", OptionAnalysisPeriod.FIFTY_TWO_WEEK));
OptionAnalysisRequest request = OptionAnalysisRequest.newRequest(items, Market.US);
OptionAnalysisResponse response =
      client.execute(request);

// Return volatility time-series data.
OptionAnalysisRequest requestWithVolList =
      OptionAnalysisRequest.of("AAPL", OptionAnalysisPeriod.FIFTY_TWO_WEEK, true, Market.US);
OptionAnalysisResponse responseWithVolList =
      client.execute(requestWithVolList);

Example Response

[
{
"callPutRatio": 0.6,
"hisVolatility": 0.1967,
"impliedVol30Days": 0.3071,
"impliedVolMetric": {
  "percentile": 0.527363184079602,
  "period": "52week",
  "rank": 0.18213875790384876
},
"ivHisVRatio": 1.5617,
"symbol": "AAPL"
},
{
"callPutRatio": 0,
"hisVolatility": 0.3603,
"impliedVol30Days": 0.5162,
"impliedVolMetric": {
  "percentile": 0.08,
  "period": "52week",
  "rank": 0.04194153521422974
},
"ivHisVRatio": 1.4328,
"symbol": "TSLA"
}
]

When requireVolatilityList=true, the response also contains:

[
  {
    "callPutRatio": 0.6,
    "hisVolatility": 0.1967,
    "impliedVol30Days": 0.3071,
    "impliedVolMetric": {
      "percentile": 0.527,
      "period": "52week",
      "rank": 0.182
    },
    "ivHisVRatio": 1.5617,
    "symbol": "AAPL",
    "volatilityList": [
      {"impliedVol": 0.3012, "percentile": 0.512, "rank": 0.175, "hisVolatility": 0.1923, "timestamp": 1709856000000},
      {"impliedVol": 0.2985, "percentile": 0.498, "rank": 0.168, "hisVolatility": 0.1901, "timestamp": 1709769600000}
    ]
  }
]

Option Indicator Calculation

Description

Calculate various indicators for selected options.

Parameters

Parameter	Type	Required	Description
client	object	Yes	SDK HTTP client
symbol	string	Yes	Stock symbol
right	string	Yes	Call or Put option (CALL/PUT)
strike	string	Yes	Strike price
expiry	long	Yes	Expiry time (milliseconds corresponding to 0:00 AM New York time)
underlyingSymbol	string	No	Underlying asset symbol, defaults to symbol value

Response

Name	Type	Description
delta	double	Greek letter delta
gamma	double	Greek letter gamma
theta	double	Greek letter theta
vega	double	Greek letter vega
insideValue	double	Intrinsic value
timeValue	double	Time value
leverage	double	Leverage ratio
openInterest	int	Open interest
historyVolatility	double	Historical volatility, percentage value
premiumRate	double	Premium rate, percentage value
profitRate	double	Profit rate from buying, percentage value
volatility	double	Implied volatility, percentage value

Example

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

Example Response

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