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OptionGreeksOut

futu_mcp::handlers::core::snapshot

Struct OptionGreeksOut 

Source 
struct OptionGreeksOut {
Show 13 fields
    implied_volatility: f64,
    premium: f64,
    delta: f64,
    gamma: f64,
    vega: f64,
    theta: f64,
    rho: f64,
    open_interest: Option<i32>,
    strike_price: Option<f64>,
    contract_size: Option<i32>,
    expiry_date_distance: Option<i32>,
    contract_nominal_value: Option<f64>,
    net_open_interest: Option<i32>,

}
Expand description

v1.4.94 Tier M3 (mobile-driven extension): 期权希腊字母 + 关键指标 output.

对齐 OpenD Qot_Common.proto OptionSnapshotExData (snapshot) + OptionBasicQotExData (real-time). MCP get_snapshot 仅在 symbol 是期权时返此字段.

Fields§

§implied_volatility: f64

隐含波动率 (%)

§premium: f64

溢价 (%)

§delta: f64

Delta (-1 ~ 1, call 正 put 负, 反映价格变化对期权的杠杆)

§gamma: f64

Gamma (Delta 对底层价格的二阶导)

§vega: f64

Vega (隐含波动率每变 1% 期权价格的变化)

§theta: f64

Theta (每天衰减的时间价值)

§rho: f64

Rho (无风险利率每变 1% 期权价格的变化)

§open_interest: Option<i32>

未平仓合约数 (open interest)

§strike_price: Option<f64>

行权价

§contract_size: Option<i32>

合约乘数 (1 张期权对应几股 underlying)

§expiry_date_distance: Option<i32>

距离到期日天数 (DTE), 负数表已过期

§contract_nominal_value: Option<f64>

合约名义金额 (仅港股期权)

§net_open_interest: Option<i32>

净未平仓合约数 (仅港股期权)

Trait Implementations§

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impl Serialize for OptionGreeksOut

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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