Open Interest By Strike
Overview
Open Interest By Strike returns the per-strike call and put open-interest snapshot for one ticker on a single trading session.
POST/v1/options/tool/open-interest-by-strike
curl -X POST https://api.quantdata.us/v1/options/tool/open-interest-by-strike \ -H "Authorization: Bearer <YOUR_API_KEY>" \ -H "Content-Type: application/json" \ -d '{ "sessionDate": "2026-05-13", "filter": { "ticker": "AAPL" } }'
Required: ticker
filter.ticker is the only required field. filter.expirationDate is optional and narrows the rollup to a single expiration.
Request · with expirationDate
{ "sessionDate": "2026-05-13", "filter": { "ticker": "AAPL", "expirationDate": "2026-05-16" } }
Selecting the session
sessionDate is optional and selects the trading session to evaluate. If omitted, the most recent session is used.
Response shape
data maps each strike price (dollars) to its call / put open-interest pair. Keys are dollar strike prices as strings (e.g. "215.0") sorted ascending.
200 OK · application/json
{ "data": { "210.0": { "callOpenInterest": 184201, "putOpenInterest": 92410 }, "215.0": { "callOpenInterest": 220140, "putOpenInterest": 88010 }, "220.0": { "callOpenInterest": 132045, "putOpenInterest": 75320 }, "225.0": { "callOpenInterest": 56120, "putOpenInterest": 110205 }, "230.0": { "callOpenInterest": 28840, "putOpenInterest": 162034 } } }