Open Interest (v3)

ValueStandardPro

GET

http://127.0.0.1:25503/v3/option/history/open_interest

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.

Sample URL

Paste the URL below into your browser while the Theta Terminal is running.

Returns open interest for an option contract

http://127.0.0.1:25503/v3/option/history/open_interest?symbol=AAPL&expiration=20241108&strike=220.000&right=call&date=20241104

Returns open interest for an option contract between the specified dates (inclusive)

http://127.0.0.1:25503/v3/option/history/open_interest?symbol=AAPL&expiration=20241108&strike=220.000&right=call&start_date=20241104&end_date=20241107

Returns open interest for all option contracts

http://127.0.0.1:25503/v3/option/history/open_interest?symbol=AAPL&expiration=*&date=20241104

Click to open in browser (HTML)

http://127.0.0.1:25503/v3/option/history/open_interest?symbol=AAPL&expiration=*&date=20241104&format=html

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  -

Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of 2n + 1 strikes.

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

Content-Type

array of:

Sample Code

Python