The U.S. Future Options Trade and Quote (TAQ) dataset provides tick-level intraday trade and quote data for CME-listed future options contracts, delivering a high-fidelity view of options market activity. The dataset captures executed trades and bid/ask quotes with millisecond timestamp resolution and includes key event attributes such as exchange condition codes and a trade aggressor flag, which indicates whether the buyer or seller initiated the trade. These fields enable detailed reconstruction of execution dynamics and order-flow behavior. Data covers all CME-traded future options contracts and includes both UTC timestamps (for global consistency) and local exchange timestamps in Chicago time (CT), reflecting standard futures-market conventions. The dataset is designed to support intraday options analytics, execution analysis, and high-resolution historical back-testing where precise timing and trade-side context are required.