Any information may be inaccurate, incomplete, outdated or plain wrong. 19 October 2011 19 August 2009 Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * 22 July 2015 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 June 2004 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. 21 March 2018 22 December 2021. Only SPX options with Friday expirations are used to calculate the VIX Index. 15 September 2004 ET). 16 February 2011 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.. 22 May 2013 18 April 2018 18 November 2015 Change to VIX Futures Contracts Settlement Time Index Methodology. 17 May 2017 17 November 2004, 19 January 2005 for accuracy and is accepted by the site visitor on the condition that transmission or omissions 21 June 2017 Trading VIX Options: What to Know First. 18 May 2016 19 February 2008 (Tuesday – see notes at the bottom of this list) Expiration day (final settlement): Tuesday 19 March 2019 22 March 2017 24 December 2019 (Tuesday) Cboe data is compiled for the convenience of site visitors and is furnished without responsibility 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. The sticky quality has recently proved popular, overshadowing concerns about structural problems in the VIX … 20 November 2019 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. 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. 24 November 2020 (Tuesday, due to Christmas Day on Friday 25 December 2020) 19 February 2020 18 September 2013 1 December 2015 (Tuesday, due to New Year’s Day on Friday) 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). As a result, longer-term options on the VIX are less sensitive to changes implied volatility. 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. VIX | A complete CBOE Volatility Index index overview by MarketWatch. 20 June 2018 18 June 2008 16 August 2017 3 July 2018 (Tuesday), 16 January 2019 View stock market news, stock market data and trading information. View stock market news, stock market data and trading information. 19 May 2010 Why: April 2019 S&P500 option expiration was on Thursday 19 April due to Good Friday holiday. 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. Jump to: 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019. 31 December 2019 (Tuesday, due to New Year’s Day on Wednesday) 16 September 2009 21 December 2005, 18 January 2006 17 October 2018 22 March 2006 16 June 2021 21 October 2020 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. 20 August 2008 VIX options time sensitivity: VIX Index is the most sensitive to volatility changes, while VIX futures with further settlement dates are less sensitive. 20 October 2010 19 May 2004 17 June 2015 This is not a mistake. 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. The first VIX quote of the day is usually at least a minute after opening. 19 August 2020 Full monthly expiration cycle starts in October 2005 (the last gap is September 2005). 21 May 2008 The sticky quality has recently proved popular, overshadowing concerns about structural problems in the VIX … 19 December 2007, 16 January 2008 18 May 2011 18 May 2005 13 February 2013 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.. Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. 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. 18 April 2007 Click here for details. Have a question or feedback? 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. 27 February 2018 (Tuesday, due to Good Friday) Last trading day: Friday 15 February 2008 The first weekly VIX expiration was on 5 August 2015. 20 September 2017 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. Orders pertaining to VIX settlement must be entered by 9am Eastern time. options with Friday expirations are used to calculate the VIX Index. 16 August 2006 20 July 2016 13 October 2004 Expiration day (final settlement): Tuesday 19 February 2008 18 February 2015 18 September 2019 Imbalances are then posted on the above link. 16 November 2016 The last full trading day is always the day before = usually Tuesdays. 17 December 2014, 21 January 2015 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. 16 September 2015 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. Leverage can work against you as well as for you. Expiration dates are the same for VIX futures and VIX options. Last full trading day: Monday 18 March 2019 23 February 2016 (Tuesday, due to Good Friday) 15 April 2020 16 March 2005 VIX expiration may shift one or more days ahead if the corresponding S&P500 option expiration is earlier due to holidays on Friday. Additionally, VIX options and futures settle to the same number (VRO) at expiration. 17 August 2011 21 November 2018 21 June 2006 21 December 2011, 18 January 2012 18 June 2014 19 March 2008 The holidays always affect the VIX expiration 30 days prior. Source: OCC, www.theocc.com/Clearance-and-Settlement/Expiration-Calendars. VIX | A complete CBOE Volatility Index index overview by MarketWatch. 16 February 2005 Expiration day (final settlement): Tuesday 18 March 2014 19 November 2014 Futures and Forex: 10 or 15 minute delay, CT. Market Data powered by Barchart Solutions. Clearly the story du jour is the all- time low close on the Dec VX contract settlement: 8.75! 17 February 2016 In expiration calendars and history on this page, weekly expirations are only listed if irregular (not a Wednesday). 21 November 2007 21 November 2012 On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. obtained from sources believed to be reliable, but accuracy is not guaranteed. 20 September 2006 17 October 2012 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. 16 September 2020 17 February 2021 15 November 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 October 2019 Mean Reversion. 17 October 2007 The dates listed here are always the expiration (= final settlement) dates = usually Wednesdays. Find the latest information on CBOE Volatility Index (^VIX) including data, charts, related news and more from Yahoo Finance 18 November 2009 16 March 2011 ... Stocks: 15 20 minute delay (Cboe BZX is real-time), ET. 15 February 2006 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 February 2014 18 October 2017 20 December 2017, 17 January 2018 16 November 2011 Send me a message. Harness it to seek diversification, hedge or capitalize on volatility or efficiently generate income. is subject to the Terms and Conditions of Cboe Websites. 20 August 2014 15 February 2012 16 December 2015. 21 October 2015 18 August 2021 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) 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. 21 August 2019 There are no irregular monthly VIX expirations in 2021 – all are Wednesdays. 17 April 2013 17 June 2020 15 April 2009 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. 15 November 2006 17 July 2013 Last trading day: Monday 17 March 2014 19 June 2013 16 June 2010 18 March 2015 There are no irregular monthly VIX expirations in 2020 – all are Wednesdays. 14 February 2018 19 December 2018, 27 February 2018 (Tuesday) 17 March 2021 20 May 2015 21 September 2011 31 December 2019 (Tuesday). 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 August 2005 16 May 2018 15 June 2005 16 July 2014 22 May 2019 17 November 2010 It takes less than a minute. The Agreement also includes Privacy Policy and Cookie Policy. 24 November 2015 (Tuesday, due to Christmas Day on Friday) 18 March 2009 18 April 2012 17 August 2016 14 February 2007 19 October 2016 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. 20 June 2012 The information and data was 15 April 2015 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) 21 October 2009 Leverage can work against you as well as for you. 19 November 2008 18 March 2020 21 May 2014 20 November 2013 22 August 2018 © 2020 Cboe Exchange, Inc. All rights reserved. 24 November 2015 (Tuesday) 18 December 2013, 22 January 2014 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. 22 July 2020 Macroption is not liable for any damages resulting from using the content. 19 July 2006 20 July 2011 19 October 2005 20 May 2020 20 March 2013 17 February 2010 Weekly VIX futures started trading on 23 July 2015. Real time data on CBOE VIX Index Futures. Expiring futures contracts cease trading at 8:00 am Chicago time / 9:00 am New York time on the final settlement day. 16 March 2016 Get CBOE Volatility Index (.VIX:Exchange) real-time stock quotes, news and financial information from CNBC. Imbalances are then posted on the above link. 14 July 2004 20 April 2016 22 August 2007 15 June 2016 Today's S&P 500 VIX prices with latest S&P 500 VIX charts, news and S&P 500 VIX futures quotes. 18 August 2010 Monday 18 February was also holiday (Presidents Day). 17 September 2008 18 August 2004 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 First weekly VIX expiration was on 5 August 2015. 22 August 2012 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. 16 May 2012 20 June 2007 18 December 2019, Irregular weekly expirations: The exercise-settlement value for VIX options (Ticker: VRO) is a Special Opening Quotation (SOQ) of … 19 September 2007 Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. 18 November 2020 2 June 2020 (Tuesday, due to 3 July exchange holiday, 4 July on Saturday) 17 July 2019 21 December 2016, 18 January 2017 Seek to capitalize on upward and downward market moves. VIX Futures Settlement Values Cboe Expiration Calendar and Holidays Cboe data is compiled for the convenience of site visitors and is furnished without … 10 March 2020 (Tuesday, due to Good Friday) 16 July 2008 The VIX Index calculation measures time to expiration, T, in calendar days and divides each day into minutes in order to 15 June 2011 1 December 2015 (Tuesday), 20 January 2016 19 March 2019 (Tuesday – see notes at the bottom of page) 19 September 2012 The SOQ is calculated using opening prices of constituent SPX or SPX Weeklys options that expire 30 days after the relevant VIX expiration date. 22 October 2008 15 February 2017 15 September 2021 24 December 2019 (Tuesday, due to Christmas Day on Wednesday) 20 April 2011 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 June 2009 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. 17 December 2008, 21 January 2009 16 December 2009, 20 January 2010 19 May 2021 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. 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