在https://developer.tdameritrade.com/option-chains/apis/get/marketdata/chains#调用 TD Ameritrade API 以获取期权链，我不断收到奇怪的希腊人 -999 值，这是一个片段。我已经尝试过 ANALYTICAL 和 SINGLE 的策略。这就是我回来的，任何想法我做错了什么？：
- “波动性”：-999，
- “三角洲”：-999，
- “伽玛”：-999，
- “θ”：-999，
- “织女星”：-999，
- “rho”：-999，
**要求 **
GET /v1/marketdata/chainsapikey=xxxxxxxxxxx&symbol=FB&contractType=ALL&strikeCount=5&includeQuotes=FALSE&strategy=ANALYTICAL&range=NTM&fromDate=2021-07-10&toDate=2021-07-30&expMonth=ALL&optionType=S HTTP/1.1
Accept:*/*
Accept-Encoding:gzip
Accept-Language:en-US
Authorization:Host:
api.tdameritrade.com
NS-Proxy-Client-IP:xx.xxx.xxx.xx
sec-ch-ua:Not;A Brand";v="99
sec-ch-ua-mobile:?0
Sec-Fetch-Dest:empty
Sec-Fetch-Mode:cors
Sec-Fetch-Site:same-site
User-Agent:Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML
X-Forwarded-For:xx.xxx.x.xx
X-Forwarded-Port:xxxxx
X-Forwarded-Proto:http
响应样本
HTTP/1.1 200 OK
Access-Control-Allow-Headers: origin
Access-Control-Allow-Methods:GET
Access-Control-Allow-Origin:https://developer.tdameritrade.com
Access-Control-Max-Age:3628800
Cache-Control:no-cache
Connection:keep-alive
Content-Encoding:gzip
Content-Security-Policy:frame-ancestors 'self'
Content-Type:application/json;charset=UTF-8
Date:Mon, 05 Jul 2021 12:52:15 GMT
Strict-Transport-Security:max-age=31536000; includeSubDomains
Transfer-Encoding:chunked
Vary:Accept-Encoding
X-Application-Context:application:8080
X-Content-Type-Options:nosniff
X-Frame-Options:SAMEORIGIN
X-Xss-Protection:1; mode=block
{
"symbol": "FB",
"status": "SUCCESS",
"underlying": null,
"strategy": "ANALYTICAL",
"interval": 0,
"isDelayed": true,
"isIndex": false,
"interestRate": 0.1,
"underlyingPrice": 354.605,
"volatility": 29,
"daysToExpiration": -1,
"numberOfContracts": 30,
"callExpDateMap": {
"2021-07-16:11": {
"350.0": [
{
"putCall": "CALL",
"symbol": "FB_071621C350",
"description": "FB Jul 16 2021 350 Call",
"exchangeName": "OPR",
"bid": 8.35,
"ask": 8.55,
"last": 8.48,
"mark": 8.45,
"bidSize": 25,
"askSize": 23,
"bidAskSize": "25X23",
"lastSize": 0,
"highPrice": 10,
"lowPrice": 7.5,
"openPrice": 0,
"closePrice": 8.47,
"totalVolume": 1570,
"tradeDate": null,
"tradeTimeInLong": 1625255983799,
"quoteTimeInLong": 1625255999897,
"netChange": 0.01,
"volatility": -999,
"delta": -999,
"gamma": -999,
"theta": -999,
"vega": -999,
"rho": -999,
"openInterest": 16040,
"timeValue": 3.78,
"theoreticalOptionValue": -1,
"theoreticalVolatility": 29,
"optionDeliverablesList": null,
"strikePrice": 350,
"expirationDate": 1626465600000,
"daysToExpiration": 11,
"expirationType": "R",
"lastTradingDay": 1626480000000,
"multiplier": 100,
"settlementType": " ",
"deliverableNote": "",
"isIndexOption": null,
"percentChange": 0.06,
"markChange": -0.02,
"markPercentChange": -0.29,
"nonStandard": false,
"mini": false,
"inTheMoney": true
}
]
}
}
}