US Options Open Interest
US Options Open Interest
Production
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The U.S. Options Open Interest dataset provides daily open interest information for U.S. equity and index options, derived from Options Price Reporting Authority (OPRA) open interest publications. The dataset consolidates open interest across all U.S. equity options exchanges, delivering contract-level visibility into the number of outstanding option positions at the end of each trading day. Open interest values are provided per option contract, enabling analysis of market participation, liquidity concentration, positioning trends, and risk exposure across strikes, expirations, and option types.
Dataset Info
SQL (ArdaDB)
CSV (S3)
Algoseek Dataset ID
US5005
Data Class
Options
Dataset Name ID
opt_open_interest
Data Format
Reference
Version
2.0
Time Granularity
Daily
Region
US
Data Type
End of Day
Universe
All equity options contracts from US exchanges
Update Frequencies
End of day
Start Date
2012-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
24.4 GB
Annual Size
1.7 GB / year
Update Size
13.6 MB
Start Date
01/01/2023
End Date
03/31/2023
Access Methods
SQL
Description
Three months of data (Jan. - March 2023) for the full universe of symbols
Included in Data Research Packages: