Open Interest (v3)

ValueStandardPro

GET

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

Returns open interest for all option contracts

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

Query Parameters

dateRequired  -

The date to fetch data for.

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

format  -

The format of the data when returned to the user.

Type: string (Default: csv)

Enumcsv, json, ndjson

Sample Code

Python