ThetaData v3
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option_history_eod() ​

FreeValueStandardPro
  • 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.

Parameters

start_dateRequired  -

The start date (inclusive).

Type: datetime.date
end_dateRequired  -

The end date (inclusive).

Type: datetime.date
symbolRequired  -

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

Type: str
expirationRequired  -

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

Type: datetime.date
strike  -

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

Type: str (Default: *)
right  -

The right (call or put) of the contract.

Type: str (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: int
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: int

Sample Code ​

py

Response ​

Returns EOD report for an option contract

array of: