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Open Interest (v3) ​

ValueStandardPro

REQUIRED

The v3 Theta Terminal must be running to access data.

  • Open Interest is normally reported once per day by OPRA at approximately 06:30 ET.
  • A new open interest message might not be sent by OPRA if there is no open interest for the option contract.
  • The reported open interest represents the open interest at the end of the previous trading day.

Query Parameters ​

date  -

The date to fetch data for. If present, this overrides start_date and end_date.

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
start_date  -

The start date (inclusive).

Type: string
end_date  -

The end date (inclusive).

Type: string

Responses ​

Returns open interest for an option contract

array of:

Sample Code ​

py