See homepage at http://www.excamera.com/sphinx/articles-openexr.html

To build from source, a C++ compiler and libraries and development headers for OpenEXR and zlib are required. In Ubuntu, the g++, libopenexr-dev and zlib1g-dev packages suffice all requirements.

For the latest release, run:

pip install openexr

In case the PyPi package is not updated and you want to install from the master branch, you can do the following:

pip install git+https://github.com/jamesbowman/openexrpython.git

If you prefer, you can clone it and run the setup.py file as well. Use the following commands to get a copy from Github and do the installation:

git clone https://github.com/jamesbowman/openexrpython
pip install ./openexrpython