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End of Day (v3) ​

FreeValueStandardPro

REQUIRED

The v3 Theta Terminal must be running to access data.

  • Since OPRA does not provide a national EOD report for options, Theta Data generates a national EOD report at 17:15 ET each day.
  • created represents the datetime the report was generated and last_trade represents the datetime of the last trade.
  • The quote in the response represents the last NBBO reported by OPRA at the time of report generation.
  • You can read more about EOD & OHLC data here.

Query Parameters ​

start_dateRequired  -

The start date (inclusive).

Type: string
end_dateRequired  -

The end date (inclusive).

Type: string
symbolRequired  -

The stock or index symbol, or underlying symbol for options.

Type: string
expirationRequired  -

The expiration of the contract in YYYY-MM-DD or YYYYMMDD format, or * for all expirations.

Type: string
strike  -

The strike price of the contract in dollars (ie 100.00 for $100.00), or * for all strikes.

Type: string (Default: *)
right  -

The right (call or put) of the contract.

Type: string (Default: both)
Enumcall, put, both
max_dte  -

If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned.

Type: integer
strike_range  -

Used to specify a filter to limit the number of contracts returned relative to the underlying's spot price. Will return the specified number of strikes above and below the spot price, as well as the at-the-money strike.

Type: integer
format  -

The format of the data when returned to the user.

Type: string (Default: csv)
Enumcsv, json, ndjson, html

Responses ​

Returns EOD report for an option contract

array of:

Sample Code ​

py