台灣期貨交易所自2001年12月推出臺指選擇權以來,其交易量逐 年增加, 至2006年時, 台指選擇權已成為全球前五大交易頻繁之選 擇權商品, 因此以台指選擇權為對象之實證研究益顯得重要。本文 撰寫之目的在於有系統地彙整以台灣選擇權市場為研究對象之代 表性文章,並以選擇權商品交易量之資訊內涵為主軸加以回顧整理, 希望能有助於國內學者了解並深化研究台灣選擇權市場之相關重 要議題。

An index option was launched in December 2001 by the Taiwan Futures Exchange, and became one of the world's top five trading index options in terms of trading frequency in 2006. Therefore, many scholars have done empirical studies on the Taiwan index option over the past few years. The purpose of this study is to systematically investigate representative articles that focus on the Taiwan options market data. We hope that this survey article can help scholars understand and do further interesting research on the Taiwan options market.