Skip to content

0DTE contracts for an underlying+expiry ​

POST /api/v1.0/quote/option-zero-dte-contract

0DTE contracts for an underlying+expiry. symbol and strike_date_timestamp required; pass chain_info from the screener when available. Returns CALL/PUT price/volume, IV, greeks, break-even and win probability.

Parameters ​

NameTypeInRequiredDescription
codestringbodyyesUnderlying symbol, e.g. US.SPY
strike_date_timestampintbodyyesStrike-date timestamp (seconds) from quote.option_zero_dte_screener
chain_infostringbodynoChain identity; pass through screener chain_info
sort_typestringbodynoSort field, default VOLUME
is_ascboolbodynoAscending; default false

Example ​

bash
curl -X POST 'https://webapi.futunn.com/api/v1.0/quote/option-zero-dte-contract' -H 'Content-Type: application/json' -d '{}' \
  -H 'Authorization: Bearer <AccessToken>' | jq

Response parameters ​

NameTypeDescription
data.itemsobject[]
data.items[].codestringOption contract symbol
data.items[].namestringOption name
data.items[].option_pricestringOption price
data.items[].change_ratenumberChange rate (percent)
data.items[].volumestringVolume
data.items[].open_intereststringOpen interest
data.items[].ivnumberIV (percent)
data.items[].deltanumberDelta
data.items[].gammanumberGamma
data.items[].veganumberVega
data.items[].thetanumberTheta
data.items[].rhonumberRho
data.items[].buy_break_even_pointnumberBuy break-even
data.items[].buy_to_bepnumberDistance to break-even (percent)
data.items[].buy_profit_probabilitynumberBuy win probability (percent)
data.items[].sell_profit_probabilitynumberSell win probability (percent)

Errors ​

ret_codeerror.codeDescription
0—Success
-3invalid_parameterMissing or invalid parameter
-8unsupportedNot supported
-10no_dataNo data

Response example ​

json
{
  "ret_code": 0,
  "ret_msg": "success",
  "data": {
    "items": [
      {
        "code": "US.AAPL",
        "name": "example",
        "option_price": "example",
        "change_rate": 1.2,
        "volume": "example",
        "open_interest": "example",
        "iv": 1.2,
        "delta": 1.2,
        "gamma": 1.2,
        "vega": 1.2,
        "theta": 1.2,
        "rho": 1.2,
        "buy_break_even_point": 1.2,
        "buy_to_bep": 1.2,
        "buy_profit_probability": 1.2,
        "sell_profit_probability": 1.2
      }
    ]
  }
}