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  -

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: int

Sample Code

pandas

Response

Returns EOD report for an option contract

Dataframe type

array of: