18 October 2017 1 December 2020 (Tuesday, due to New Year’s Day on Friday). Weekly VIX options started trading on 8 October 2015. 15 June 2005 Imbalances are then posted on the above link. 20 June 2007 Your use of Cboe data 18 July 2007 Source: OCC, www.theocc.com/Clearance-and-Settlement/Expiration-Calendars. Volume reflects consolidated markets. 1 December 2015 (Tuesday), 20 January 2016 Leverage can work against you as well as for you. is subject to the Terms and Conditions of Cboe Websites. 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. 17 March 2021 17 June 2020 21 March 2012 16 June 2021 Expiring futures contracts cease trading at 8:00 am Chicago time / 9:00 am New York time on the final settlement day. View stock market news, stock market data and trading information. 20 November 2013 The VIX is a measure of expected 30-day volatility for U.S. stocks based on options on the S&P 500 Index.SPX. 17 February 2016 20 November 2019 3 July 2018 (Tuesday), 16 January 2019 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. Monday 18 February was also holiday (Presidents Day). 21 September 2016 24 November 2020 (Tuesday, due to Christmas Day on Friday) 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. 16 December 2020. Additionally, VIX options and futures settle to the same number (VRO) at expiration. 16 September 2020 16 June 2004 18 July 2018 19 February 2008 (Tuesday – see notes at the bottom of this list) 19 August 2009 Parties wanting to trade against the imbalances can then enter orders, and the information is constantly updated until the 9:30am (Eastern time) opening. 17 June 2009 20 May 2020 15 September 2021 20 October 2021 17 July 2019 18 March 2009 22 July 2015 Full monthly expiration cycle starts in October 2005 (the last gap is September 2005). 20 July 2016 The exercise-settlement value for VIX options (Ticker: VRO) is a Special Opening Quotation (SOQ) of … 21 August 2013 18 June 2014 Last trading day: Monday 17 March 2014 21 August 2019 20 April 2016 2 June 2020 (Tuesday, due to 3 July exchange holiday, 4 July on Saturday) 17 August 2011 17 September 2014 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. 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. 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.. View stock market news, stock market data and trading information. If the VIX expiration Wednesday falls on a holiday, the expiration will shift to Tuesday. © 2020 Cboe Exchange, Inc. All rights reserved. Find the latest information on CBOE Volatility Index (^VIX) including data, charts, related news and more from Yahoo Finance 21 April 2021 ... Stocks: 15 20 minute delay (Cboe BZX is real-time), ET. 19 December 2012, 16 January 2013 Trading VIX Options: What to Know First. 18 December 2019, Irregular weekly expirations: 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 May 2004 Imbalances are then posted on the above link. 14 February 2007 17 May 2017 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) 17 August 2005 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 February 2009 21 October 2009 Trading VIX Options: What to Know First. 21 October 2015 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. 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. 18 February 2015 19 February 2020 19 June 2019 16 October 2013 17 October 2012 19 December 2007, 16 January 2008 IB: Spot VIX, Dec VX settlement right on the vol crush. VIX Historical Price Data. 20 June 2018 VIX | A complete CBOE Volatility Index index overview by MarketWatch. Cboe data is compiled for the convenience of site visitors and is furnished without responsibility 17 August 2016 Orders pertaining to VIX settlement must be entered by 9am Eastern time. The Agreement also includes Privacy Policy and Cookie Policy. 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. VIX expiration may shift one or more days ahead if the corresponding S&P500 option expiration is earlier due to holidays on Friday. 18 November 2015 10 March 2020 (Tuesday, due to Good Friday) 16 October 2019 The Chicago Board Options Exchange Volatility Index is a popular measure of the implied volatility of S&P 500 index options. Last trading day: Friday 15 February 2008 18 May 2005 18 November 2020 21 April 2010 16 July 2008 The final settlement value for VIX futures is disseminated using the ticker VRO. 15 June 2011 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 April 2013 16 November 2016 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.. 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. 19 August 2015 Why: April 2014 S&P500 option expiration was on Thursday 17 April due to Good Friday holiday. 21 November 2018 18 September 2013 16 August 2006 21 December 2011, 18 January 2012 ET). 18 October 2006 The dates listed here are always the expiration (= final settlement) dates = usually Wednesdays. 17 September 2008 17 November 2021 20 August 2008 18 August 2004 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. 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. 15 April 2009 24 December 2019 (Tuesday, due to Christmas Day on Wednesday) 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. The first VIX quote of the day is usually at least a minute after opening. VIX options time sensitivity: VIX Index is the most sensitive to volatility changes, while VIX futures with further settlement dates are less sensitive. 23 February 2016 (Tuesday, due to Good Friday) 17 February 2021 If you don't agree with any part of this Agreement, please leave the website now. Same number ( VRO ) at expiration not a Wednesday unless there are holidays that months. 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