Dataset
MaxOptions Daily Delta
Daily Delta (hedge ratio) per option contract / call-put / expiry / strike.
What this data is
Each row is one option series (contract / call_put / contract_month_week / strike_price) on one trading day, carrying its delta (hedge ratio). Values are the daily Delta for each TAIFEX option contract; Delta-weighted, they express directional position exposure. Keyed on trade_date and point-in-time safe.
Use cases
- Read directional exposure and hedge ratio from option Deltas.
- Compute Delta-weighted positions and gamma exposure.
- Do greeks and hedging analysis alongside option quotes.
Why it matters for stock analysis
Computing Delta yourself needs an option-pricing model and consistent parameters; taking the daily Delta on the TAIFEX basis removes that work and keeps it consistent across series and point-in-time safe.
Coverage / Freshness / Source Policy
Reconciliation in progressOne row per option series per day, across TAIFEX option contracts (call-put / expiry / strike). Keyed on trade_date, point-in-time safe.
Daily, updated with TAIFEX options.
From official TAIFEX options data; not investment advice.
Developer entry points
- API docs: /docs/api/derivatives/taifex-options-delta
- OpenAPI: /openapi.json