This has been asked and answered 487 times already.
Yes, there is: you want to go for certain Enterprise line of services.
https://www.opendns.com/enterprise-security/threat-enforcement/packages/
Please note, before you continue to ask, this feature is not available for OpenDNS Home versions, because the specific device information needed is not part of the DNS protocol and is therefore not sent to OpenDNS, so they cannot capture it. To make it work, additional software must be installed locally which comes with OpenDNS Enterprise/Umbrella.
