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Open Interest

Pro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Returns the data for all contracts that share the same provided root and expiration.
Open Interest is reported 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.

  • Expected response time: ~1 minute
  • Expected File Size: ~50 MB

Sample URL

Paste the URL below into your browser while the Theta Terminal is running.

http://127.0.0.1:25510/v2/file/option/open_interest?start_date=20250512

Parameters

Query Parameters

start_dateRequired  -

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

Type: integer

Responses

OK
string
ExampleC:\Users\userName\ThetaData\ThetaTerminal\downloads\OPTION-OPEN_INTEREST-20250512.csv

Sample Code

py