18 November 2015 22 May 2013 18 April 2007 17 November 2021 16 October 2019 19 May 2010 20 December 2017, 17 January 2018 17 April 2019 options with Friday expirations are used to calculate the VIX Index. VIX central is a very useful website that not only gives the VIX futures delayed quotes, but also shows the term structure—a graph of the VIX Futures for the various expiration dates vs time. 16 April 2008 19 April 2017 Additionally, VIX options and futures settle to the same number (VRO) at expiration. Often referred to as the investors’ fear gauge, the VIX Index is considered the first barometer of the equity market volatility by most market participants. Full monthly expiration cycle starts in October 2005 (the last gap is September 2005). 17 February 2021 16 June 2004 The final settlement date for a contract with the 'VX' ticker symbol is on the Wednesday that is 30 days prior to the third Friday of the calendar month immediately following the month in which the contract expires. 22 August 2007 VIX options time sensitivity: VIX Index is the most sensitive to volatility changes, while VIX futures with further settlement dates are less sensitive. 17 October 2007 VIX Futures Settlement Values Cboe Expiration Calendar and Holidays Cboe data is compiled for the convenience of site visitors and is furnished without … 18 May 2005 19 March 2019 (Tuesday – see notes at the bottom of page) Assuming the VIX calculation time is 8:30 a.m., the time to expiration in minutes for the 16-day option will be the number of minutes within 8:30 a.m. today and 8:30 a.m. on the settlement … SPX settlement day - the third Friday of the month, and “weekly” SPX options are deemed to expire at the close of trading (i.e., 4:00 p.m. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. Monday 18 February was also holiday (Presidents Day). This is not a mistake. 20 September 2017 So far there have been only three such monthly expirations (February 2008, March 2014, March 2019), plus a few irregular weekly expirations every year. 20 May 2009 17 September 2008 18 June 2008 21 October 2020 Orders pertaining to VIX settlement must be entered by 9am Eastern time. 15 June 2005 20 December 2006, 17 January 2007 18 November 2009 18 August 2004 Last trading day: Friday 15 February 2008 It is always 30 days before weekly S&P500 option expiration, usually a Wednesday unless there are holidays. 15 September 2021 3 July 2018 (Tuesday), 16 January 2019 Weekly VIX options started trading on 8 October 2015. Futures and Forex: 10 or 15 minute delay, CT. Market Data powered by Barchart Solutions. Parties wanting to trade against the imbalances can then enter orders, and the information is constantly updated until the 9:30am (Eastern time) opening. 15 September 2004 17 November 2004, 19 January 2005 Click here for details. Trading VIX Options: What to Know First. 13 February 2019 The first VIX quote of the day is usually at least a minute after opening. 14 July 2004 20 March 2013 The VIX is the ticker symbol of the Cboe Volatility Index, which is a real-time market estimate of the expected volatility in the stock market. The VIX Index is calculated between 2:15 a.m. CT and 8:15 a.m. CT and between 8:30 a.m. CT and 3:15 p.m. CT. The dates listed here are always the expiration (= final settlement) dates = usually Wednesdays. 18 April 2012 18 August 2021 The exercise-settlement value for VIX options (Ticker: VRO) is a Special Opening Quotation (SOQ) of … Today's S&P 500 VIX prices with latest S&P 500 VIX charts, news and S&P 500 VIX futures quotes. 21 March 2007 15 June 2011 IB: Spot VIX, Dec VX settlement right on the vol crush. 16 March 2016 The final settlement value for VIX futures is disseminated using the ticker VRO. 19 November 2008 ... Stocks: 15 20 minute delay (Cboe BZX is real-time), ET. 22 March 2017 19 October 2005 Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. Only SPX options with more than 23 days and less than 37 days to the Friday SPX expiration are used to calculate the VIX Index. The VIX Index is calculated between 2:15 a.m. and 8:15 a.m. and between 8:30 a.m. and 3:15 p.m. All times referenced are Chicago time. Source: OCC, www.theocc.com/Clearance-and-Settlement/Expiration-Calendars. 16 May 2007 22 July 2009 22 August 2012 24 December 2019 (Tuesday, due to Christmas Day on Wednesday) 17 December 2014, 21 January 2015 1 December 2015 (Tuesday, due to New Year’s Day on Friday) 16 November 2016 Below you can find VIX futures and options expiration calendar for 2020 and 2021, as well as full VIX expiration dates history (2004-2019) and explanation of VIX expiration rules. 19 May 2004 21 November 2007 Cboe data is compiled for the convenience of site visitors and is furnished without responsibility 18 July 2007 16 February 2005 It is always 30 days before S&P500 option expiration ( see why) – usually 30 days before the third Friday of the following month, unless there are holidays. 16 February 2011 ET). 21 November 2018 19 December 2012, 16 January 2013 14 March 2017 (Tuesday, due to Good Friday) Seek to capitalize on upward and downward market moves. 15 February 2017 22 October 2014 18 May 2016 18 October 2017 21 May 2014 19 May 2021 21 June 2006 19 February 2008 (Tuesday – see notes at the bottom of this list) Expiration day (final settlement): Tuesday 19 March 2019 21 March 2012 16 April 2014 Harness it to seek diversification, hedge or capitalize on volatility or efficiently generate income. In expiration calendars and history on this page, weekly expirations are only listed if irregular (not a Wednesday). 20 November 2019 VIX | A complete CBOE Volatility Index index overview by MarketWatch. 14 February 2007 16 March 2005 19 June 2013 VIX expiration may shift one or more days ahead if the corresponding S&P500 option expiration is earlier due to holidays on Friday. 19 December 2007, 16 January 2008 Effective Monday, October 26, 2020, the Chicago Futures Exchange (a subsidiary of the Chicago Board Options Exchange) is changing the settlement time for the VIX futures contracts in which the Fund invests from 4:15 p.m. (Eastern Time) to 4:00 p.m. (Eastern Time). 21 July 2021 13 October 2004 18 December 2013, 22 January 2014 21 December 2016, 18 January 2017 17 August 2011 14 February 2018 3 July 2018 (Tuesday, due to 4 July on Wednesday) The first weekly VIX expiration was on 5 August 2015. 17 June 2020 Why: April 2014 S&P500 option expiration was on Thursday 17 April due to Good Friday holiday. 1 December 2015 (Tuesday), 20 January 2016 17 July 2013 obtained from sources believed to be reliable, but accuracy is not guaranteed. Parties wanting to trade against the imbalances can then enter orders, and the information is constantly updated until the 9:30am (Eastern time) opening. 20 August 2014 15 April 2020 1 December 2020 (Tuesday, due to New Year’s Day on Friday 1 January 2021), Source: CBOE, www.cboe.com/trading-resources/cboe-expiration-holiday-calendars, 20 January 2021 13 February 2013 VIX | A complete CBOE Volatility Index index overview by MarketWatch. Expiration of these follows the same rules as monthly futures and options expiration. Have a question or feedback? 18 February 2009 19 February 2014 Last full trading day: Monday 18 March 2019 19 November 2014 21 December 2011, 18 January 2012 23 February 2016 (Tuesday, due to Good Friday) 18 June 2014 20 July 2016 Cboe Volatility Index® (VIX®) Options and Futures help you turn volatility to your advantage. According to Vix futures traders, this is not the only time the settlement has been out of the range of where the VIX has traded during the open, and/or for that matter the entire day. Trading VIX Options: What to Know First. Why: April 2019 S&P500 option expiration was on Thursday 19 April due to Good Friday holiday. It is always 30 days before S&P500 option expiration (see why) – usually 30 days before the third Friday of the following month, unless there are holidays. 17 March 2010 The first VIX quote of the day is usually at least a minute after opening. Mean reversion states when the price rises sharply, price tends to pull back to the … 21 September 2011 Cboe VIX Cboe Weeklys Cboe SPX Cboe Russell 2000 (RUT) Contact Cboe XBT Watch our free webcast, The Volatility Environment, to get the latest views from experts on market volatility and discover how the VIX® Index can power potential opportunities. Volatility is a vague concept that relates to the degree of variation in the price of a tradable asset over a period of time for most people.. The SOQ is calculated using opening prices of constituent SPX or SPX Weeklys options that expire 30 days after the relevant VIX expiration date. The CBOE reports that trading hours are: 9:30am to 4:15pm Eastern time, but in reality, the options do not trade until after the first VIX “print”-when the VIX value in calculated from the first SPX options transactions. 18 September 2019 1 December 2020 (Tuesday, due to New Year’s Day on Friday). 16 July 2008 Why: March 2008 S&P500 option expiration was on Thursday 20 March due to Good Friday holiday. 19 September 2018 16 September 2015 2 June 2020 (Tuesday, 30 days before weekly S&P500 option expiration on Thursday 2 July 2020, one day earlier than usual due to 3 July being exchange holiday; 4 July 2020 is a Saturday) 17 May 2017 VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options.It is calculated and disseminated on a real-time basis by the CBOE, and is often referred to as the fear index or fear gauge.. 18 October 2006 20 June 2012 20 September 2006 16 November 2011 15 September 2010 The last full trading day is always the day before = usually Tuesdays. 17 October 2018 At any time, a VIX call can increase in value, especially if the stock market tanks. The holidays always affect the VIX expiration 30 days prior. View stock market news, stock market data and trading information. These quotes have their own symbol and are printed sometime after opening—usually a few minutes after, but it can take an hour or two to achieve a settlement. Expiration day (final settlement): Tuesday 18 March 2014 View stock market news, stock market data and trading information. 18 August 2010 There are no irregular monthly VIX expirations in 2021 – all are Wednesdays. There are no irregular monthly VIX expirations in 2020 – all are Wednesdays. Mean Reversion. The last trading day for VIX Futures is the day before settlement so a contract that is due to expire on Wednesday morning will cease trading at 3:15 pm Chicago time the day before settlement. 18 March 2020 16 July 2014 Your use of Cboe data 17 November 2010 19 June 2019 Expiring futures contracts cease trading at 8:00 am Chicago time / 9:00 am New York time on the final settlement day. For standard US equity, index and ETF options (including options on VIX ETFs and ETNs) see: Standard US Equity and Index Options Expiration Calendar, 22 January 2020 20 April 2011 Irregular weekly VIX expirations in 2020: 10 March 2020 (Tuesday, 30 days before weekly S&P500 option expiration on Thursday 9 April 2020, one day earlier than usual due to Good Friday holiday on 10 April 2020) 22 March 2006 20 July 2011 2 June 2020 (Tuesday, due to 3 July exchange holiday, 4 July on Saturday) Get CBOE Volatility Index (.VIX:Exchange) real-time stock quotes, news and financial information from CNBC. 18 April 2018 21 April 2021 shall not be made the basis for any claim, demand or cause for action. 15 February 2012 16 November 2005 22 December 2010, 19 January 2011 VIX Expiration Calendar (Futures & Options), VIX All-Time Lows and Sub-10 Days Overview, www.cboe.com/trading-resources/cboe-expiration-holiday-calendars, www.theocc.com/Clearance-and-Settlement/Expiration-Calendars. 21 August 2013 22 August 2018 19 September 2012 17 September 2014 16 December 2015. 20 May 2020 10 March 2020 (Tuesday, due to Good Friday) 24 December 2019 (Tuesday) 21 November 2012 The expiration of VIX options is 30 days before the expiration of S&P500 options – 30 days before the third Friday of the following calendar month – usually Wednesday, unless there is public holiday. The sticky quality has recently proved popular, overshadowing concerns about structural problems in the VIX … All»Tutorials and Reference»VIX and Volatility Products, You are in Tutorials and Reference»VIX and Volatility Products. 21 June 2017 Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. 15 April 2009 20 October 2021 20 October 2010 18 May 2011 27 February 2018 (Tuesday, due to Good Friday) VRO is a Special Opening Quotation (SOQ) that uses the actual opening prices of SPX options expiring in 30 days in a VIX-style calculation. Send me a message. 21 April 2010 The VIX is the ticker symbol of the Cboe Volatility Index, which is a real-time market estimate of the expected volatility in the stock market. Macroption is not liable for any damages resulting from using the content. 20 November 2013 Regarding the settlement value, each VIX futures contract will settle to the value of VRO on the Wednesday morning that is 30 calendar days prior to the subsequent standard S&P 500 Index options expiration. Clearly the story du jour is the all- time low close on the Dec VX contract settlement: 8.75! © 2020 Cboe Exchange, Inc. All rights reserved. 20 May 2015 Orders pertaining to VIX settlement must be entered by 9am Eastern time. 17 June 2009 Any information may be inaccurate, incomplete, outdated or plain wrong. 15 April 2015 16 August 2017 17 October 2012 21 August 2019 18 September 2013 19 October 2016 Expiration dates are the same for VIX futures and VIX options. The information and data was Imbalances are then posted on the above link. 31 December 2019 (Tuesday, due to New Year’s Day on Wednesday) 17 February 2010 16 August 2006 19 December 2018, 27 February 2018 (Tuesday) Expiration day (final settlement): Tuesday 19 February 2008 The usual cause is Good Friday, for weekly expirations possibly also 4 July, Christmas Day and New Year’s Day, which may fall on a Friday in some years. Expiring options cease trading at close of the regular trading session the day before. 24 November 2015 (Tuesday, due to Christmas Day on Friday) 17 May 2006 18 July 2018 The CBOE reports that trading hours are: 9:30am to 4:15pm Eastern time, but in reality, the options do not trade until after the first VIX “print”-when the VIX value in calculated from the first SPX options transactions. Jump to: 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019. 21 September 2016 18 February 2015 16 March 2011 22 May 2019 In the expiration calendars and history on this page, there is a notice whenever an expiration is irregular and not a Wednesday (typically due to holidays). We have been building a better website experience throughout 2020. Only SPX options with Friday expirations are used to calculate the VIX Index. 17 August 2016 19 July 2017 The VIX is a measure of expected 30-day volatility for U.S. stocks based on options on the S&P 500 Index.SPX. 21 July 2010 VIX Historical Price Data. By remaining on this website or using its content, you confirm that you have read and agree with the Terms of Use Agreement just as if you have signed it. It takes less than a minute. Real time data on CBOE VIX Index Futures. Assuming the VIX calculation time is 8:30 a.m., the time to expiration in minutes for the 16-day option will be the number of minutes within 8:30 a.m. today and 8:30 a.m. on the settlement day. 31 December 2019 (Tuesday). 15 February 2006 16 September 2009 The Agreement also includes Privacy Policy and Cookie Policy. First weekly VIX expiration was on 5 August 2015. 17 June 2015 19 October 2011 16 December 2009, 20 January 2010 Leverage can work against you as well as for you. 16 June 2021 15 November 2006 15 November 2017 16 December 2020. 16 May 2018 24 November 2020 (Tuesday, due to Christmas Day on Friday 25 December 2020) 20 April 2016 17 December 2008, 21 January 2009 19 August 2020 Often referred to as the investors’ fear gauge, the VIX Index is considered the first barometer of the equity market volatility by most market participants. 21 March 2018 19 September 2007 16 September 2020 The Chicago Board Options Exchange Volatility Index is a popular measure of the implied volatility of S&P 500 index options. Imbalances are then posted on the above link. 18 March 2015 17 March 2021 18 July 2012 22 October 2008 The VIX Index calculation measures time to expiration, T, in calendar days and divides each day into minutes in order to 21 December 2005, 18 January 2006 17 August 2005 The paper also compared the value of the VIX at settlement with its value as calculated from S&P 500 options right after the settlement, and showed the two tend to diverge. 18 December 2019, Irregular weekly expirations: 19 August 2009 21 May 2008 21 October 2009 24 November 2020 (Tuesday, due to Christmas Day on Friday) You will notice that some months are missing in the early years. Change to VIX Futures Contracts Settlement Time Index Methodology. Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * 19 March 2008 16 June 2010 Weekly VIX futures started trading on 23 July 2015. 17 April 2013 Leverage can work against you as well as for you. 18 March 2009 Find the latest information on CBOE Volatility Index (^VIX) including data, charts, related news and more from Yahoo Finance Volatility is a vague concept that relates to the degree of variation in the price of a tradable asset over a period of time for most people.. 20 June 2018 As a result, longer-term options on the VIX are less sensitive to changes implied volatility. 17 February 2016 22 July 2015 The sticky quality has recently proved popular, overshadowing concerns about structural problems in the VIX … is subject to the Terms and Conditions of Cboe Websites. If you don't agree with any part of this Agreement, please leave the website now. Thoughts on Volatility. Last trading day: Monday 17 March 2014 20 June 2007 22 July 2020 The VRO settlement value comes from a … 18 March 2014 (Tuesday – see notes at the bottom of page) 16 May 2012 Instead, your P/L is determined by where 30-day implied volatility is expected to be on VIX settlement day, which is represented by the corresponding VIX futures price. 15 June 2016 18 November 2020 22 December 2021. 16 October 2013 Volume reflects consolidated markets. 19 April 2006 19 August 2015 19 February 2020 17 July 2019 20 August 2008 19 July 2006 24 November 2015 (Tuesday) 21 October 2015 At any time, a VIX call can increase in value, especially if the stock market tanks. If the VIX expiration Wednesday falls on a holiday, the expiration will shift to Tuesday. for accuracy and is accepted by the site visitor on the condition that transmission or omissions Ticker VRO Dec VX settlement right on the final settlement day CT. market data and trading information longer-term on... 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