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Derivatives & Convertibles
TAIFEX options daily delta — the option delta per contract series per trading day, from official TAIFEX data.
← Options Daily Delta overview
GET /v2/datasets/taifex-options-deltaOptions Daily Delta is a Taiwan market dataset sourced from TAIFEX, served by TW Market Data as GET /v2/datasets/taifex-options-delta.
taifex-options-delta returns one row per option series per trading day, keyed by contract, month/week, strike and call/put right, with the computed delta. Each row carries its source family and lineage so a value can be traced back to the exchange publication.
| Field | Type | Description |
|---|---|---|
trade_date | string | Trading date. |
contract | string | Options contract code (e.g. TXO). |
call_put | string | Right of the series (call / put). |
contract_month_week | string | Contract month or weekly identifier. |
strike_price | number | Strike price of the series. |
delta | number | Option delta. |
contract_settlement_day | string | Settlement day of the contract. |
market | string | Market (TAIFEX). |
| Rows | 199,206 |
| Window | 2026-07-15 – 2026-09-04 |
| Grade | Verified |
| Measured | 2026-09-07from the dataset registry |
A real response from this endpoint. Rows are returned under "data", and provenance is carried in the shape shown below — it is not identical across datasets, so read this page's rather than assuming another's.
{
"dataset_id": "taifex_options_delta",
"request_context": {
"scope": "taifex_option_delta_only",
"coverage_type": "latest_trading_day_snapshot",
"filters": {
"trade_date": null,
"date_from": null,
"date_to": null,
"contract": "TXO",
"call_put": null,
"limit": 50
},
"min_trade_date": "2026-08-04",
"max_trade_date": "2026-08-04"
},
"quality": {
"row_count": 50,
"contract_count": 1,
"sensitive_fields_exposed": false
},
"lineage": {
"source_families": [
"TAIFEX_DAILYOPTIONSDELTA"
],
"semantics": "TAIFEX DailyOptionsDelta: per option contract/callput/month/strike Delta (trade_date from DailyMarketReportOpt)"
},
"error": null,
"data": [
{
"trade_date": "2026-08-04",
"contract": "TXO",
"call_put": "<Chinese value - see the zh page>",
"contract_month_week": "202609",
"strike_price": 21800,
"delta": 0.9955,
"contract_settlement_day": "2026-09-16",
"market": "TAIFEX",
"source_family": "TAIFEX_DAILYOPTIONSDELTA",
"lineage": {
"source": "TAIFEX_OpenAPI",
"endpoint": "DailyOptionsDelta",
"trade_date_from": "DailyMarketReportOpt.Date"
}
},
{
"trade_date": "2026-08-04",
"contract": "TXO",
"call_put": "<Chinese value - see the zh page>",
"contract_month_week": "202609",
"strike_price": 22000,
"delta": 0.9952,
"contract_settlement_day": "2026-09-16",
"market": "TAIFEX",
"source_family": "TAIFEX_DAILYOPTIONSDELTA",
"lineage": {
"source": "TAIFEX_OpenAPI",
"endpoint": "DailyOptionsDelta",
"trade_date_from": "DailyMarketReportOpt.Date"
}
}
],
"data_count": 50,
"known_gaps": [
"latest_trading_day_snapshot_daily_accumulator",
"trade_date_stamped_from_sibling_option_daily_report",
"not_investment_advice"
],
"warnings": [
"not_investment_advice"
],
"envelope": {
"dataset_id": "taifex_options_delta",
"scope": "taifex_option_delta_only",
"row_count": 50
}
}Captured from the live API on 2026-07-20.
Chinese data values are shown as a marker here so this page stays in English; the /zh page shows them verbatim.
These columns are returned alongside the data and record where the row came from. They are provenance, not the dataset's subject matter, so they are listed here rather than in the field table.
source_familylineagePart of the data in this service is obtained from the Government Open Data Platform (data.gov.tw) and used under the Open Government Data License, version 1.0. Providing agencies: Taiwan Stock Exchange, Taipei Exchange, Taiwan Futures Exchange, Taiwan Depository & Clearing Corporation, National Development Council, Central Bank of the Republic of China (Taiwan), Department of Statistics of the Ministry of Economic Affairs, and Customs Administration of the Ministry of Finance. The value-added processing, derived calculations and presentation in this service are the responsibility of TWMD and are not associated with the providing agencies.
TW Market Data. (n.d.). Options Daily Delta [Data set]. TW Market Data. Retrieved 2026-09-07, from https://twmarketdata.com/en/docs/api/derivatives/taifex-options-delta
The version is the dataset's own as_of, not the date this page was built. Where we have no as_of the field is left out rather than filled in. Check a signature
Datasets that join with this one. The key each pair aligns on is shown, so you can plan a multi-table query without guessing.
Joins on contract + trade_date
Joins on contract + market
Joins on market + trade_date
Joins on market + trade_date
Joins on market + trade_date
curl "https://api.twmarketdata.com/v2/datasets/taifex-options-delta?contract=TXO" \
-H "X-API-Key: sk_live_..."| Parameter | Required | Type | Description |
|---|---|---|---|
contract | No | string | Filter to a contract code (e.g. TXO). |
start_date | No | string (YYYY-MM-DD) | Start of the query range. |
end_date | No | string (YYYY-MM-DD) | End of the query range. |
limit | No | integer | Maximum rows to return. |
import requests
resp = requests.get(
"https://api.twmarketdata.com/v2/datasets/taifex-options-delta",
params={"contract": "TXO"},
headers={"X-API-Key": "sk_live_..."},
)
resp.raise_for_status()
print(resp.json()["data"])This endpoint is GET /v2/datasets/taifex-options-delta. The full machine-readable schema (parameters, security, response envelope) lives in the OpenAPI spec.