Bulk Open Interest
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. Set exp
to 0
if you want
to retrieve data for every option that shares the same root
.
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_hist/option/open_interest?root=AAPL&exp=20231117&start_date=20231110&end_date=20231110&ivl=900000
Output Descriptions
Field | Description |
---|---|
ms_of_day | The time OI was reported. Milliseconds since 00:00:00.000 (midnight) ET. |
open_interest | The total amount of outstanding contracts. |
date | The date formated as YYYYMMDD. |
Parameters
Query Parameters
The expiration date of the option contract formatted as YYYYMMDD.
The start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.
Uses CSV if true
, legacy JSON if false
.
The symbol of the security. Option underlyings for indices might have special tickers.