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Derivatives & Convertibles

Options settlement price

Name: Options settlement price
Creator: TW Market Data
License: https://twmarketdata.com/en/legal/licensing

TAIFEX options settlement prices — the official daily settlement price per options series, used to mark positions to market.

← Options settlement price overview

VerifiedSource: TAIFEX·Plan: max·Cost: 2 credits·GET /v2/datasets/taifex-options-settlement-price

Options settlement price is a Taiwan market dataset sourced from TAIFEX, served by TW Market Data as GET /v2/datasets/taifex-options-settlement-price.

Overview

taifex-options-settlement-price returns one row per options series per trading day carrying the official TAIFEX settlement price, keyed by contract, strike and call/put right. It isolates the authoritative settlement figure so a position can be marked to market against the exchange's own number; each row keeps its source role for traceability.

Field	Type	Description
`trade_date`	string
`contract_symbol`	string
`option_type`	string
`strike_price`	number	Strike price of the series.
`expiry_month`	string
`settlement_price`	number	Official daily settlement price.

Coverage

Rows	156,638
Window	2026-06-04 – 2026-09-03
Grade	Verified
Measured	2026-09-04from the dataset registry

Example response

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_settlement_price",
  "request_context": {
    "scope": "taifex_options_settlement_price_only",
    "coverage_type": "bounded_verified_snapshot_set",
    "filters": {
      "trade_date": null,
      "date_from": null,
      "date_to": null,
      "contract_code": "TXO",
      "expiry_month": null,
      "call_put": null,
      "source_family": 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_providers": [
      "taifex_official"
    ],
    "source_roles": [
      "official_taifex_daily_market_report_opt"
    ],
    "source_families": [
      "taifex_options_settlement_price"
    ]
  },
  "error": null,
  "data": [
    {
      "trade_date": "2026-08-04",
      "contract_symbol": "TXO",
      "option_type": "CALL",
      "strike_price": 21800,
      "expiry_month": "202609",
      "settlement_price": 21640,
      "source_provider": "taifex_official",
      "source_role": "official_taifex_daily_market_report_opt",
      "source_family": "taifex_options_settlement_price",
      "lineage": {
        "endpoint": "https://openapi.taifex.com.tw/v1/DailyMarketReportOpt",
        "source_role": "official_taifex_daily_market_report_opt",
        "raw_call_put": "<Chinese value - see the zh page>",
        "source_family": "taifex_options_settlement_price",
        "source_provider": "taifex_official",
        "raw_trading_session": "<Chinese value - see the zh page>"
      },
      "data_gaps": []
    },
    {
      "trade_date": "2026-08-04",
      "contract_symbol": "TXO",
      "option_type": "CALL",
      "strike_price": 21800,
      "expiry_month": "202609",
      "settlement_price": null,
      "source_provider": "taifex_official",
      "source_role": "official_taifex_daily_market_report_opt",
      "source_family": "taifex_options_settlement_price",
      "lineage": {
        "endpoint": "https://openapi.taifex.com.tw/v1/DailyMarketReportOpt",
        "source_role": "official_taifex_daily_market_report_opt",
        "raw_call_put": "<Chinese value - see the zh page>",
        "source_family": "taifex_options_settlement_price",
        "source_provider": "taifex_official",
        "raw_trading_session": "<Chinese value - see the zh page>"
      },
      "data_gaps": []
    }
  ],
  "data_count": 50,
  "known_gaps": [
    "options_settlement_only",
    "single_trading_date_baseline",
    "no_futures_settlement"
  ],
  "warnings": [
    "not_investment_advice",
    "options_settlement_only"
  ],
  "envelope": {
    "dataset_id": "taifex_options_settlement_price",
    "scope": "taifex_options_settlement_price_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.

Provenance

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_providersource_rolesource_familylineagedata_gaps

Licence and attribution

Part 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.

Cite this dataset

TW Market Data. (n.d.). Options settlement price [Data set]. TW Market Data. Retrieved 2026-09-05, from https://twmarketdata.com/en/docs/api/derivatives/taifex-options-settlement-price

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.

Futures Daily Context
Joins on trade_date
Options (daily)
Joins on trade_date
TAIEX ATM Implied Volatility
Joins on trade_date
Options Daily Delta
Joins on trade_date
Options Put/Call Ratio
Joins on trade_date

Getting started

Put your key in the X-API-Key header.
Add query parameters (symbol, date range, limit).
Send the request and read the data array.

curl "https://api.twmarketdata.com/v2/datasets/taifex-options-settlement-price?contract_code=TXO" \
  -H "X-API-Key: sk_live_..."

Filtering

Parameter	Required	Type	Description
`symbol`	Yes	string	Ticker, e.g. 2330.
`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.

Python

import requests

resp = requests.get(
    "https://api.twmarketdata.com/v2/datasets/taifex-options-settlement-price",
    params={"contract_code": "TXO"},
    headers={"X-API-Key": "sk_live_..."},
)
resp.raise_for_status()
print(resp.json()["data"])

OpenAPI

This endpoint is GET /v2/datasets/taifex-options-settlement-price. The full machine-readable schema (parameters, security, response envelope) lives in the OpenAPI spec.

Notes & limitations

This page is published so the endpoint is documented. Its live numbers are deliberately left blank until they are measured from an entitled key — no placeholder values are shown.

Request & Response

Request

curl "https://api.twmarketdata.com/v2/datasets/taifex-options-settlement-price?symbol=2330&start_date=2026-01-01&end_date=2026-06-30&limit=5" \
  -H "X-API-Key: $TWMD_API_KEY"

Response

{
  "dataset_id": "taifex_options_settlement_price",
  "quality": {
    "row_count": "<number>",
    "contract_count": "<number>",
    "sensitive_fields_exposed": "<boolean>"
  },
  "error": null,
  "data": [
    {
      "trade_date": "<string>",
      "contract_symbol": "<string>",
      "option_type": "<string>",
      "strike_price": "<number>",
      "expiry_month": "<string>",
      "settlement_price": "<number>",
      "source_provider": "<string>",
      "source_role": "<string>",
      "source_family": "<string>",
      "lineage": {
        "endpoint": "<string>",
        "source_role": "<string>",
        "raw_call_put": "<string>",
        "source_family": "<string>",
        "source_provider": "<string>",
        "raw_trading_session": "<string>"
      },
      "data_gaps": "<array>"
    }
  ],
  "data_count": 50,
  "known_gaps": [
    "<string>"
  ],
  "warnings": [
    "<string>"
  ],
  "envelope": {
    "dataset_id": "<string>",
    "scope": "<string>",
    "row_count": "<number>"
  }
}