Looking for a method to retrieve Option Open Interest when scanning underlying securities for a "expiration day" strategy.

I've put in a development request with Fidelity, but in the meantime, is anyone aware of either a data provider or an XML (web service) call that can be used to retrieve Option Open Interest? (Delayed data is fine for the purpose)

Regards,
Rick

Background:

Many Option Expiration Day strategies work best when open interest levels between calls and puts are within 15% and open interest is above 1000 contracts. When a stock is near a strike with balanced option interest, the market makers tend to pin the stock at the strike price, creating some great trading opportunities for the options.

Basically, the candidate scan is:
1) Scan Stocks within 2% of a strike price at OpEx day.
2) For those, check the Option Chain at that Strike - If open interest is > 1000 and Call/Put interest within 15%, you have a candidate.

If anybody is aware of a 3rd party data vendor, WebService or even a website which has such data, let us know.

Fidelity has all this data...you need to login

Unfortunately, it's not that simple :/

UPDATE Oct 3 2019: To anybody interested. See this page for working code that delivers open interest for options as well as some related data items:

Open interest data for option contracts

Added OpenInterestForOptions class to Community Components:

OpenInterestForOptions