ThetaData v3
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Open Interest (v3) ​

ValueStandardPro

REQUIRED

The v3 Theta Terminal must be running to access data.

  • Retrieve the last open interest message of an option contract.
  • Open interest is reported around 06:30 ET every morning by OPRA and reflects the open interest at the of the previous trading day.
  • You might need to change the default expiration date to a different date if it is past the current date.
  • Returns the latest message for each contract from the past 7 days (for example, on a Friday back to the previous Friday). Outside market hours it returns values from the most recent trading session. Contracts with no messages in the past 7 calendar days are not returned. Contracts are removed after their expiration date's trading session. Use current_day_only=true to return only today's data.

Sample URL ​

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

Returns open interest for an option contract
http://127.0.0.1:25503/v3/option/snapshot/open_interest?symbol=AAPL&expiration=20270115&right=call&strike=270.00

Returns open interest for all option contracts
http://127.0.0.1:25503/v3/option/snapshot/open_interest?symbol=AAPL&expiration=*

Click to open in browser (HTML)
http://127.0.0.1:25503/v3/option/snapshot/open_interest?symbol=AAPL&expiration=*&format=html

Query Parameters ​

symbolRequired  -

The stock or index symbol, or underlying symbol for options.

Type: string
expirationRequired  -

The expiration of the contract in YYYY-MM-DD or YYYYMMDD format, or * for all expirations.

Type: string
strike  -

The strike price of the contract in dollars (ie 100.00 for $100.00), or * for all strikes.

Type: string (Default: *)
right  -

The right (call or put) of the contract.

Type: string (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: integer
strike_range  -

Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of 2n + 1 strikes.

Type: integer
min_time  -

Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format).

Type: string
format  -

The format of the data when returned to the user.

Type: string (Default: csv)
Enumcsv, json, ndjson, html
current_day_only  -

Only return snapshot data from the current trading day (New York date). Applied before min_time.

Type: boolean (Default: false)

Responses ​

Returns open interest for an option contract

array of:

Sample Code ​

py