The pip package for OpenEXR Python bindings:
https://pypi.org/project/OpenEXR/
Make sure your system already has the OpenEXR library installed. Then type:
pip install openexr
(In some old pip versions you would need to add the --user option, or run the command above as superuser).
To create the same package you might get from pipy, you can follow this guide
If you find any problem, please feel free to report the issue here. If you already has the solution, please create a fork, add the required changes and submit a Pull Request.