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Bulk Open Interest

StandardPro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Retrieve the last OPRA reported open interest
message for all option contracts that share the same expiration and root. Open interest
is reported around 06:30 ET every morning by OPRA and reflects the
open interest at the end of the previou trading day. You might need
to change the default expiration date to a different date if it is past the current date.
Make exp 0 if you want to get the snapshot for every expiration chain
for the underlying.

Sample URL & Code

Paste the URL below into your browser while the Theta Terminal is running.
You can use the "request sample" box to the right of this box obtain sample
code in any programming language.

http://127.0.0.1:25510/v2/bulk_snapshot/option/open_interest?root=AAPL&exp=20260116

This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.

Parameters

Query Parameters

rootRequired  -

The symbol of the security. Option underlyings for indices might have special tickers.

Type: string (Default: SPX)
expRequired  -

The expiration date of the option contract formatted as YYYYMMDD.

Type: integer (Default: 20231103)
use_csvRequired  -

Uses CSV if true, legacy JSON if false.

Type: boolean (Default: false)

Sample Code