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 May 2016 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). 19 October 2011 18 August 2021 16 July 2014 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) 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. Mean Reversion. 16 February 2005 VIX Historical Price Data. 16 July 2008 View stock market news, stock market data and trading information. 18 November 2020 17 May 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. 16 June 2021 17 December 2008, 21 January 2009 Your use of Cboe data Expiring options cease trading at close of the regular trading session the day before. 18 March 2015 Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * 21 July 2010 At any time, a VIX call can increase in value, especially if the stock market tanks. Send me a message. 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 This is not a mistake. 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. 21 June 2017 15 September 2010 21 August 2019 Click here for details. Monday 18 February was also holiday (Presidents Day). Cboe Volatility Index® (VIX®) Options and Futures help you turn volatility to your advantage. 16 December 2009, 20 January 2010 19 September 2012 21 April 2010 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. 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. 17 August 2016 Source: OCC, www.theocc.com/Clearance-and-Settlement/Expiration-Calendars. The VIX is a measure of expected 30-day volatility for U.S. stocks based on options on the S&P 500 Index.SPX. 19 December 2012, 16 January 2013 16 March 2011 17 February 2010 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.. 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. 18 April 2007 19 November 2008 17 March 2010 There are no irregular monthly VIX expirations in 2021 – all are Wednesdays. 16 February 2011 18 October 2006 19 April 2017 20 June 2018 14 March 2017 (Tuesday, due to Good Friday) 15 February 2017 10 March 2020 (Tuesday, due to Good Friday) 1 December 2020 (Tuesday, due to New Year’s Day on Friday). The VIX Index calculation measures time to expiration, T, in calendar days and divides each day into minutes in order to 16 June 2004 16 May 2018 21 November 2007 22 July 2009 22 July 2020 18 October 2017 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. 15 November 2017 Expiration of these follows the same rules as monthly futures and options expiration. 16 May 2012 14 February 2007 Get CBOE Volatility Index (.VIX:Exchange) real-time stock quotes, news and financial information from CNBC. 19 July 2017 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. 19 October 2016 22 August 2018 15 November 2006 VIX expiration may shift one or more days ahead if the corresponding S&P500 option expiration is earlier due to holidays on Friday. The first weekly VIX expiration was on 5 August 2015. 21 September 2011 18 July 2007 The VRO settlement value comes from a … 19 September 2007 19 June 2019 VIX Futures Settlement Values Cboe Expiration Calendar and Holidays Cboe data is compiled for the convenience of site visitors and is furnished without … Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. 18 September 2019 21 July 2021 The first VIX quote of the day is usually at least a minute after opening. 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.. 17 February 2021 17 July 2019 3 July 2018 (Tuesday, due to 4 July on Wednesday) 22 May 2013 The exercise-settlement value for VIX options (Ticker: VRO) is a Special Opening Quotation (SOQ) of … The first VIX quote of the day is usually at least a minute after opening. 15 June 2005 17 August 2011 15 February 2006 18 December 2019, Irregular weekly expirations: The sticky quality has recently proved popular, overshadowing concerns about structural problems in the VIX … 18 June 2008 22 December 2010, 19 January 2011 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. VIX options time sensitivity: VIX Index is the most sensitive to volatility changes, while VIX futures with further settlement dates are less sensitive. 17 November 2004, 19 January 2005 21 August 2013 The holidays always affect the VIX expiration 30 days prior. Expiration dates are the same for VIX futures and VIX options. Last full trading day: Monday 18 March 2019 2 June 2020 (Tuesday, due to 3 July exchange holiday, 4 July on Saturday) 20 May 2009 20 August 2008 18 May 2005 Today's S&P 500 VIX prices with latest S&P 500 VIX charts, news and S&P 500 VIX futures quotes. 17 September 2008 17 November 2010 20 October 2021 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. Parties wanting to trade against the imbalances can then enter orders, and the information is constantly updated until the 9:30am (Eastern time) opening. Last trading day: Friday 15 February 2008 15 September 2021 is subject to the Terms and Conditions of Cboe Websites. Futures and Forex: 10 or 15 minute delay, CT. Market Data powered by Barchart Solutions. Find the latest information on CBOE Volatility Index (^VIX) including data, charts, related news and more from Yahoo Finance Trading VIX Options: What to Know First. 19 May 2021 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. 18 April 2018 Leverage can work against you as well as for you. 19 July 2006 Mean reversion states when the price rises sharply, price tends to pull back to the … 20 April 2016 14 July 2004 21 March 2012 Jump to: 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019. You will notice that some months are missing in the early years. 16 October 2013 15 February 2012 31 December 2019 (Tuesday). The SOQ is calculated using opening prices of constituent SPX or SPX Weeklys options that expire 30 days after the relevant VIX expiration date. 20 May 2020 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. 17 March 2021 22 December 2021. options with Friday expirations are used to calculate the VIX Index. 19 September 2018 16 September 2020 19 November 2014 16 September 2015 17 October 2007 18 March 2009 19 March 2008 3 July 2018 (Tuesday), 16 January 2019 23 February 2016 (Tuesday, due to Good Friday) 16 November 2005 Last trading day: Monday 17 March 2014 18 June 2014 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). 19 May 2004 View stock market news, stock market data and trading information. 19 February 2020 © 2020 Cboe Exchange, Inc. All rights reserved. 18 July 2012 19 October 2005 Harness it to seek diversification, hedge or capitalize on volatility or efficiently generate income. Imbalances are then posted on the above link. 17 June 2020 22 July 2015 Orders pertaining to VIX settlement must be entered by 9am Eastern time. Have a question or feedback? Seek to capitalize on upward and downward market moves. 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 16 April 2014 21 October 2020 Leverage can work against you as well as for you. Clearly the story du jour is the all- time low close on the Dec VX contract settlement: 8.75! The Chicago Board Options Exchange Volatility Index is a popular measure of the implied volatility of S&P 500 index options. Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. 18 March 2020 17 April 2019 20 November 2019 Change to VIX Futures Contracts Settlement Time Index Methodology. 18 July 2018 24 November 2015 (Tuesday, due to Christmas Day on Friday) 13 October 2004 20 September 2017 22 March 2006 VIX | A complete CBOE Volatility Index index overview by MarketWatch. 16 May 2007 16 March 2005 18 August 2010 20 June 2012 In expiration calendars and history on this page, weekly expirations are only listed if irregular (not a Wednesday). 15 April 2009 27 February 2018 (Tuesday, due to Good Friday) 17 October 2018 18 December 2013, 22 January 2014 17 June 2015 16 November 2011 21 November 2018 18 February 2009 1 December 2015 (Tuesday), 20 January 2016 21 April 2021 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. 17 April 2013 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 August 2006 17 July 2013 19 June 2013 17 February 2016 21 December 2016, 18 January 2017 Parties wanting to trade against the imbalances can then enter orders, and the information is constantly updated until the 9:30am (Eastern time) opening. 16 December 2015. 16 September 2009 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 … 16 August 2017 22 March 2017 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. The sticky quality has recently proved popular, overshadowing concerns about structural problems in the VIX … Thoughts on Volatility. 22 October 2014 24 December 2019 (Tuesday, due to Christmas Day on Wednesday) 20 April 2011 As a result, longer-term options on the VIX are less sensitive to changes implied volatility. Expiration day (final settlement): Tuesday 19 March 2019 Weekly VIX options started trading on 8 October 2015. 15 June 2016 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. 20 May 2015 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. 17 October 2012 IB: Spot VIX, Dec VX settlement right on the vol crush. 17 August 2005 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. 21 October 2009 If you don't agree with any part of this Agreement, please leave the website now. 24 December 2019 (Tuesday) The information and data was 17 December 2014, 21 January 2015 ET). 17 May 2006 20 December 2017, 17 January 2018 21 June 2006 There are no irregular monthly VIX expirations in 2020 – all are Wednesdays. 20 July 2011 15 April 2015 Volume reflects consolidated markets. 18 May 2011 13 February 2019 21 May 2008 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. ... Stocks: 15 20 minute delay (Cboe BZX is real-time), ET. Why: April 2019 S&P500 option expiration was on Thursday 19 April due to Good Friday holiday. 21 March 2007 shall not be made the basis for any claim, demand or cause for action. 13 February 2013 20 September 2006 obtained from sources believed to be reliable, but accuracy is not guaranteed. 19 August 2009 24 November 2020 (Tuesday, due to Christmas Day on Friday) 20 December 2006, 17 January 2007 Trading VIX Options: What to Know First. 31 December 2019 (Tuesday, due to New Year’s Day on Wednesday) 21 October 2015 20 October 2010 15 April 2020 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. 17 June 2009 15 June 2011 14 February 2018 1 December 2015 (Tuesday, due to New Year’s Day on Friday) 20 August 2014 At any time, a VIX call can increase in value, especially if the stock market tanks. 17 September 2014 18 September 2013 19 March 2019 (Tuesday – see notes at the bottom of page) 21 December 2011, 18 January 2012 18 April 2012 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. 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. 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.. Only SPX options with Friday expirations are used to calculate the VIX Index. 19 August 2015 Additionally, VIX options and futures settle to the same number (VRO) at expiration. 21 September 2016 Any information may be inaccurate, incomplete, outdated or plain wrong. 20 June 2007 20 March 2013 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. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. 22 May 2019 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. 19 February 2014 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. 22 October 2008 16 March 2016 18 November 2009 The final settlement value for VIX futures is disseminated using the ticker VRO. 21 December 2005, 18 January 2006 VIX | A complete CBOE Volatility Index index overview by MarketWatch. It takes less than a minute. The last full trading day is always the day before = usually Tuesdays. 19 February 2008 (Tuesday – see notes at the bottom of this list) 21 November 2012 Expiration day (final settlement): Tuesday 18 March 2014 Macroption is not liable for any damages resulting from using the content. 19 May 2010 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. All»Tutorials and Reference»VIX and Volatility Products, You are in Tutorials and Reference»VIX and Volatility Products. Expiration day (final settlement): Tuesday 19 February 2008 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) Cboe data is compiled for the convenience of site visitors and is furnished without responsibility Real time data on CBOE VIX Index Futures. 18 March 2014 (Tuesday – see notes at the bottom of page) 18 February 2015 18 August 2004 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. 19 April 2006 22 August 2012 Orders pertaining to VIX settlement must be entered by 9am Eastern time. Full monthly expiration cycle starts in October 2005 (the last gap is September 2005). 20 July 2016 for accuracy and is accepted by the site visitor on the condition that transmission or omissions 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. 16 June 2010 19 August 2020 Weekly VIX futures started trading on 23 July 2015. We have been building a better website experience throughout 2020. Why: March 2008 S&P500 option expiration was on Thursday 20 March due to Good Friday holiday. 24 November 2015 (Tuesday) The dates listed here are always the expiration (= final settlement) dates = usually Wednesdays. 16 November 2016 Expiring futures contracts cease trading at 8:00 am Chicago time / 9:00 am New York time on the final settlement day. Imbalances are then posted on the above link. 20 November 2013 21 March 2018 If the VIX expiration Wednesday falls on a holiday, the expiration will shift to Tuesday. Why: April 2014 S&P500 option expiration was on Thursday 17 April due to Good Friday holiday. 18 November 2015 15 September 2004 16 December 2020. Or efficiently generate income, longer-term options on the Dec VX contract:... Monthly expiration cycle starts in October 2005 ( the last gap is September 2005.... Usually at least a minute after opening SPX Weeklys options that expire 30 days after the relevant VIX Calendar. ( = final settlement value for VIX futures and options expiration if the stock market data and information. Of constituent SPX or SPX Weeklys options that expire 30 days prior do... Expiration may shift one or more days ahead if the VIX Index is calculated 2:15... Early years will shift to Tuesday 30-day volatility for U.S. stocks based on options on final. 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As monthly futures and Forex: 10 or 15 minute delay ( Cboe BZX is real-time,! Cboe data is subject to the Terms and Conditions of Cboe data is subject to the Terms and Conditions Cboe. Is always the day before after the relevant VIX expiration was on 5 August 2015 price. Vix expirations in 2020 – All are Wednesdays Conditions of Cboe data is subject to the Terms Conditions... And data was obtained from sources believed to be reliable, but accuracy is not guaranteed the Chicago options.