The sp_OA procedures are intended to be used with Windows COM based components. They're mostly obsolete and the suggested replacement is to use SQL CLR:
However, for a web API call, using PowerShell, or curl on a command line, is much easier. Pipe the JSON into a file, load it into SQL Server via OPENROWSET, BULK INSERT, or bcp, then use OPENJSON to read and parse it in SQL.
There's some references in here: