Name: The daily Delta value of options
Creator: Securities and Futures Bureau, Financial Supervisory Commission, Executive Yuan, R.O.C.
License: https://data.gov.tw/license

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The daily Delta value of options

Provide daily Delta reference values for futures options (Taiwan Futures Exchange)

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Data fields

Contract、Call option、Expiration month (week)、Exercise price、Delta value

Resources download link

Agency

Securities and Futures Bureau, Financial Supervisory Commission, Executive Yuan, R.O.C.

Contact person

陳小姐 (223663313)

Update frequency

Every day

License

Open Government Data License, version 1.0

Charge

free

Publish date

2015-02-10

Dataset type

Primary data

Updated time

2024-12-06 14:54

Topic

Service category

Investment and Financial Management

Dataset Category

Data archives

Keyword

OptionsDelta

Note

Authorization statement website: http://data.gov.tw/licenseAPI documentation for OAS standard: https://openapi.taifex.com.tw/https://openapi.taifex.com.tw/swagger.json

The combination of large-scale transactions for order matching.
Taiwan Stock Exchange (TWSE) Put/Call Ratio
The large transaction is traded tick by tick through single order matching.
Futures market massive trading negotiation reporting transaction
The futures market has substantial trading information for each commodity.

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