TAIFEX Options Chain — 台指選擇權逐履約價行情 API
Pricing
from $0.50 / 1,000 results
Full Taiwan options chain by strike and expiry, back to the first TAIEX options session in 2001-12-24, with the exchange's own published Delta joined on. TXO, sector, gold and stock options. Every row re-checks the change against the previous settlement price.
Trading date
date
Optional
The session this quote belongs to, as YYYY-MM-DD.
Contract code
contract_code
Optional
The exchange's code for the contract: TXO for TAIEX options, TEO/TFO/TGO for the sector and gold contracts, three-letter codes such as CDO or DHO for stock options.
Contract name
contract_name
Optional
The exchange's Chinese product name, read from its own product list rather than hard-coded. Null if the list did not answer.
Contract name (English)
contract_name_en
Optional
The standard English name, for index contracts only. Stock options are published under a Chinese label built from the underlying's name and are left untranslated rather than guessed at.
Underlying family
underlying_group
Optional
The two-letter family a stock-option contract belongs to; index contracts keep their own code. TSMC trades as both CDO and CDA, which share a family but not a strike ladder — this field groups them without merging them.
Expiry code
expiry_code
Optional
The exchange's 到期月份(週別) string: 202609 for a monthly contract, 202609W1 or 202609F1 for the weeklies.
Expiry month
expiry_month
Optional
The year and month the contract settles in, as YYYY-MM.
Expiry kind
expiry_kind
Optional
MONTHLY settles on the third Wednesday. WEEKLY_WEDNESDAY and WEEKLY_FRIDAY are the weekly contracts, verified against the exchange's own settlement-date column.
Expiry week
expiry_week
Optional
Week number within the month for weekly contracts; null for monthlies.
Settlement date
expiry_date
Optional
The contract's last trading day, as YYYY-MM-DD. The exchange only started printing this column in December 2025, so it is null on older sessions rather than derived.
Strike price
strike
Optional
The exercise price, in index points for index options and TWD per share for stock options.
Call or put
call_put
Optional
CALL for 買權, PUT for 賣權.
Trading session
trading_session
Optional
REGULAR is the daytime session (一般); AFTER_HOURS is the overnight session (盤後). Both are published for every strike, and only the regular one carries a settlement price and open interest.
Open
open
Optional
Opening premium. Null when the strike did not trade — the exchange prints a dash, which is not the same as zero.
High
high
Optional
Highest premium traded in the session.
Low
low
Optional
Lowest premium traded in the session.
Close
close
Optional
Last traded premium of the session.
Change
change
Optional
The change the exchange printed. Its basis is the previous session's regular-hours settlement price, for both sessions — established by measurement, not assumption, and re-checked on every run.
Change %
change_pct
Optional
The percentage change the exchange printed. Null where it printed a dash, which it does when the previous settlement was zero.
Previous settlement price
previous_settlement_price
Optional
The settlement price this row's change is measured against, carried forward from the previous session in the same run. Null on the first session of a run, where there is nothing earlier to read.
Change identity holds
change_matches_previous_settlement
Optional
True when close minus previous_settlement_price equals the printed change exactly. Null when the run had no earlier session for this series. Measured across every TXO series in August 2026: 28,470 of 28,470 rows true.
Volume
volume
Optional
Contracts traded in this session. Summing both sessions reproduces the exchange's published put/call volume ratio exactly.
Settlement price
settlement_price
Optional
The exchange's daily settlement price, used to mark positions to market. Published for the regular session only; after-hours rows carry a dash.
Open interest
open_interest
Optional
Contracts still open at the end of the session. Regular session only; summing it reproduces the exchange's published put/call open-interest ratio exactly.
Last best bid
best_bid
Optional
Best bid at the close. The exchange's own open-data feed leaves this blank far more often than the download does.
Last best ask
best_ask
Optional
Best ask at the close.
Historical high
historical_high
Optional
Highest premium this series has ever traded at, over its whole life.
Historical low
historical_low
Optional
Lowest premium this series has ever traded at.
Delta
delta
Optional
The exchange's own published Delta — no pricing model is involved. Calls sit in [0, 1], puts in [-1, 0], and both fall as the strike rises; all three are asserted on every run. Published for the latest session only, so it is null on historical rows.
Delta as of
delta_as_of
Optional
The session the Delta belongs to. The Delta feed carries no date of its own, so this is taken from the daily report published alongside it, and Delta is only ever joined onto that session.
Trading halted
trading_halt
Optional
True when the exchange flagged the series as suspended for a news event during the session.
Trading halt note
trading_halt_note
Optional
The exchange's own text in the 是否因訊息面暫停交易 column, kept verbatim when present.
Source report
source_report
Optional
Which official report this row was parsed from.
