The U.S. Future Options Trade-Only dataset provides tick-level intraday trade data for CME-listed future options contracts, constructed by filtering quote events from the consolidated trade and quote (TAQ) feed. Each record represents an executed trade and includes price, quantity, trade aggressor flag, and exchange condition codes, enabling detailed analysis of execution behavior and trade-side initiation. Trades are timestamped with millisecond resolution, supporting high-precision intraday sequencing and short-horizon market analysis. The dataset covers all CME-traded future options contracts and includes dual timestamp representations: data is organized in UTC, with local exchange timestamps in Chicago time (CT) provided for alignment with futures market conventions. By excluding quote updates, the dataset offers a focused view of pure trade activity without bid-ask dynamics.