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Open Interest ​

ValueStandardPro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

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 & 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/hist/option/open_interest?root=AAPL&exp=20231103&strike=170000&right=C&start_date=20231015&end_date=20231103

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)
rightRequired  -

The right of the option. 'C' for call; 'P' for put.

Type: string (Default: C)
EnumC, P
strikeRequired  -

The strike price in 1/10th of a cent. A $170.00 strike price would be 170000.

Type: integer (Default: 170000)
start_dateRequired  -

The start date (inclusive) of the request formatted as YYYYMMDD.

Type: integer (Default: 20230915)
end_dateRequired  -

The end date (inclusive) of the request formatted as YYYYMMDD.

Type: integer (Default: 20230915)
use_csvRequired  -

Uses CSV if true, legacy JSON if false.

Type: boolean (Default: false)

Responses ​

OK
JSON
{
"header": {
"id": 0,
"latency_ms": 0,
"error_type": "string",
"error_msg": "string",
"next_page": null,
"format": [
"ms_of_day",
"open_interest",
"date"
]
},
"response": [
[
23406000,
1575,
20231016
],
[
23405000,
1494,
20231017
]
]
}

Sample Code

py