OI Change
Returns the non-Index/non-ETF contracts and OI (open interest) change data with the highest OI change (default: descending).
The data updates once on trading days at around 6:45am EST in the premarket. This endpoint is heavily used to confirm how much of volume has been translated into actual open contracts.
Date must be the current or a past date. If no date is given, returns data for the current/last market day.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Query Parameters
A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.
"2024-01-18T00:00:00.000Z"
How many items to return. Default: 100. Max: 200. Min: 1.
1 <= x <= 20010
Whether to sort descending or ascending. Descending by default.
desc, asc "asc"
Response
A list of option contracts with their OI change relative to the previous day.
An ISO date.
"2024-01-09T00:00:00.000Z"
An ISO date.
"2024-01-09T00:00:00.000Z"
The option symbol of the contract.
You can use the following regex to extract underlying ticker, option type, expiry & strike:
^(?<symbol>[\w]*)(?<expiry>(\d{2})(\d{2})(\d{2}))(?<type>[PC])(?<strike>\d{8})$
Keep in mind that the strike needs to be multiplied by 1,000.
