TD Ameritrade API 期权链获取希腊人的错误值（Delta、Vega...）-999

Question

Calling the TD Ameritrade API for Get Options Chains at https://developer.tdameritrade.com/option-chains/apis/get/marketdata/chains# , I keep getting strange -999 values for the greeks here is a snippet. I have tried both ANALYTICAL and SINGLE for strategy. This is what I get back, any ideas what I am doing wrong ? :

• "volatility": -999,
• "delta": -999,
• "gamma": -999,
• "theta": -999,
• "vega": -999,
• "rho": -999,

**request **

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

Response sample

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
        }
      ]
     }
   }
}

Answer 1

TDAmeritrade 回答-“如果您指的是希腊人，这是我们在与 Charles Schwab 整合后将寻求纠正的问题，我们估计需要 30-36 个月。对于您关于警报的其他电子邮件，我们没有警报端点.”