MAmassive
us_options

GET /options/vX/open-interest

Changed on

Daily open interest for every US options contract as reported by OPRA, one row per contract per trading day, with the contract's underlying, type, expiration and strike.

Request

  • Base URL
    https://api.massive.com
  • URL
    https://api.massive.com/options/vX/open-interest
  • Auth
    API key in query parameter apiKey

Query parameters

tickerstring

The options ticker symbol (e.g., O:SPY260123C00687000).

ticker.any_ofstring

Filter equal to any of the values. Multiple values can be specified by using a comma separated list.

ticker.gtstring

Filter greater than the value.

ticker.gtestring

Filter greater than or equal to the value.

ticker.ltstring

Filter less than the value.

ticker.ltestring

Filter less than or equal to the value.

rootstring

The OCC root symbol of the contract (e.g., SPXW). Differs from the underlying for weekly roots and for contracts adjusted after a corporate action (e.g., AMCR1).

root.any_ofstring

Filter equal to any of the values. Multiple values can be specified by using a comma separated list.

root.gtstring

Filter greater than the value.

root.gtestring

Filter greater than or equal to the value.

root.ltstring

Filter less than the value.

root.ltestring

Filter less than or equal to the value.

underlying_tickerstring

The ticker of the contract's underlying (e.g., SPX). Weekly and adjusted roots are folded in, so SPXW contracts report SPX and AMCR1 contracts report AMCR; see root to tell them apart.

underlying_ticker.any_ofstring

Filter equal to any of the values. Multiple values can be specified by using a comma separated list.

underlying_ticker.gtstring

Filter greater than the value.

underlying_ticker.gtestring

Filter greater than or equal to the value.

underlying_ticker.ltstring

Filter less than the value.

underlying_ticker.ltestring

Filter less than or equal to the value.

contract_type'call' | 'put'

The contract type. Possible values: call, put.

contract_type.any_of'call' | 'put'

Filter equal to any of the values. Multiple values can be specified by using a comma separated list.

expiration_datestring

The date the contract expires (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.

expiration_date.gtstring

Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.

expiration_date.gtestring

Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.

expiration_date.ltstring

Filter less than the value. Value must be formatted 'yyyy-mm-dd'.

expiration_date.ltestring

Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.

strike_pricenumber double

The strike price of the contract. Value must be a floating point number.

strike_price.gtnumber double

Filter greater than the value. Value must be a floating point number.

strike_price.gtenumber double

Filter greater than or equal to the value. Value must be a floating point number.

strike_price.ltnumber double

Filter less than the value. Value must be a floating point number.

strike_price.ltenumber double

Filter less than or equal to the value. Value must be a floating point number.

datestring

The trading date the open interest applies to (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.

date.gtstring

Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.

date.gtestring

Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.

date.ltstring

Filter less than the value. Value must be formatted 'yyyy-mm-dd'.

date.ltestring

Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.

open_interestinteger

The number of outstanding contracts that have not been closed or exercised, as of the last open interest update of the day. Value must be an integer.

open_interest.gtinteger

Filter greater than the value. Value must be an integer.

open_interest.gteinteger

Filter greater than or equal to the value. Value must be an integer.

open_interest.ltinteger

Filter less than the value. Value must be an integer.

open_interest.lteinteger

Filter less than or equal to the value. Value must be an integer.

limitinteger

Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.

sortstring

A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'desc' if not specified.

Response

A list of results.

next_urlstring

If present, this value can be used to fetch the next page.

request_idstring required

A request id assigned by the server.

status'OK' required

The status of this request's response.

Changes