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. 19 May 2004 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. 18 August 2021 17 December 2008, 21 January 2009 The exercise-settlement value for VIX options (Ticker: VRO) is a Special Opening Quotation (SOQ) of … 17 October 2007 20 December 2017, 17 January 2018 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 November 2015 The final settlement value for VIX futures is disseminated using the ticker VRO. 23 February 2016 (Tuesday, due to Good Friday) 20 November 2019 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 December 2015. 1 December 2015 (Tuesday), 20 January 2016 22 March 2006 16 September 2015 Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. 18 May 2016 17 September 2008 Jump to: 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019. The Agreement also includes Privacy Policy and Cookie Policy. Have a question or feedback? 21 October 2020 Cboe Volatility Index® (VIX®) Options and Futures help you turn volatility to your advantage. 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 April 2013 21 March 2018 16 October 2019 © 2020 Cboe Exchange, Inc. All rights reserved. 19 April 2017 Why: April 2019 S&P500 option expiration was on Thursday 19 April due to Good Friday holiday. 20 July 2016 VIX | A complete CBOE Volatility Index index overview by MarketWatch. Expiration of these follows the same rules as monthly futures and options expiration. 21 April 2010 16 June 2010 15 November 2017 17 August 2016 15 September 2010 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. 22 July 2015 Expiration day (final settlement): Tuesday 19 February 2008 17 May 2017 16 August 2017 20 September 2006 Leverage can work against you as well as for you. Imbalances are then posted on the above link. ... Stocks: 15 20 minute delay (Cboe BZX is real-time), ET. for accuracy and is accepted by the site visitor on the condition that transmission or omissions Last trading day: Monday 17 March 2014 22 March 2017 16 December 2009, 20 January 2010 2 June 2020 (Tuesday, due to 3 July exchange holiday, 4 July on Saturday) 18 July 2007 18 December 2019, Irregular weekly expirations: Futures and Forex: 10 or 15 minute delay, CT. Market Data powered by Barchart Solutions. 18 November 2009 16 June 2021 20 May 2009 17 June 2015 At any time, a VIX call can increase in value, especially if the stock market tanks. 14 July 2004 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. 18 March 2014 (Tuesday – see notes at the bottom of page) Additionally, VIX options and futures settle to the same number (VRO) at expiration. 20 July 2011 14 February 2007 17 April 2019 20 April 2016 options with Friday expirations are used to calculate the VIX Index. 17 October 2018 18 February 2009 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) 19 May 2010 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 December 2018, 27 February 2018 (Tuesday) 20 December 2006, 17 January 2007 24 November 2015 (Tuesday) 16 September 2009 31 December 2019 (Tuesday, due to New Year’s Day on Wednesday) 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. Find the latest information on CBOE Volatility Index (^VIX) including data, charts, related news and more from Yahoo Finance 18 July 2012 There are no irregular monthly VIX expirations in 2020 – all are Wednesdays. 22 December 2021. 20 August 2014 16 October 2013 obtained from sources believed to be reliable, but accuracy is not guaranteed. 13 February 2013 10 March 2020 (Tuesday, due to Good Friday) 19 August 2009 Clearly the story du jour is the all- time low close on the Dec VX contract settlement: 8.75! Change to VIX Futures Contracts Settlement Time Index Methodology. 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 19 December 2012, 16 January 2013 14 February 2018 15 June 2011 22 May 2019 Orders pertaining to VIX settlement must be entered by 9am Eastern time. 17 June 2009 18 February 2015 18 May 2005 Source: OCC, www.theocc.com/Clearance-and-Settlement/Expiration-Calendars. 17 June 2020 17 July 2019 21 July 2021 21 July 2010 22 August 2012 17 September 2014 18 August 2004 18 March 2015 17 August 2011 Real time data on CBOE VIX Index Futures. 22 July 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. If you don't agree with any part of this Agreement, please leave the website now. 19 July 2017 19 October 2005 17 February 2010 19 March 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. 18 September 2013 18 December 2013, 22 January 2014 19 October 2016 20 June 2018 20 October 2010 20 April 2011 Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * 21 November 2018 Why: April 2014 S&P500 option expiration was on Thursday 17 April due to Good Friday holiday. 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. 16 November 2016 First weekly VIX expiration was on 5 August 2015. Harness it to seek diversification, hedge or capitalize on volatility or efficiently generate income. 22 October 2008 21 August 2019 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. Mean Reversion. 19 September 2012 24 December 2019 (Tuesday, due to Christmas Day on Wednesday) 19 March 2019 (Tuesday – see notes at the bottom of page) 19 September 2007 16 September 2020 18 April 2007 We have been building a better website experience throughout 2020. 16 December 2020. 22 July 2009 On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. 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. IB: Spot VIX, Dec VX settlement right on the vol crush. 21 June 2017 Expiring futures contracts cease trading at 8:00 am Chicago time / 9:00 am New York time on the final settlement day. 21 December 2011, 18 January 2012 The information and data was 18 June 2014 24 December 2019 (Tuesday) The sticky quality has recently proved popular, overshadowing concerns about structural problems in the VIX … 15 February 2012 31 December 2019 (Tuesday). 20 November 2013 14 March 2017 (Tuesday, due to Good Friday) 17 November 2021 17 February 2016 If the VIX expiration Wednesday falls on a holiday, the expiration will shift to Tuesday. Macroption is not liable for any damages resulting from using the content. It is always 30 days before weekly S&P500 option expiration, usually a Wednesday unless there are holidays. 21 November 2007 19 June 2013 19 February 2014 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 … Only SPX options with Friday expirations are used to calculate the VIX Index. VIX Historical Price Data. 16 March 2011 Any information may be inaccurate, incomplete, outdated or plain wrong. 19 October 2011 17 October 2012 15 September 2021 21 May 2014 20 May 2015 15 April 2009 The first VIX quote of the day is usually at least a minute after opening. Cboe data is compiled for the convenience of site visitors and is furnished without responsibility 20 June 2007 The SOQ is calculated using opening prices of constituent SPX or SPX Weeklys options that expire 30 days after the relevant VIX expiration date. 1 December 2015 (Tuesday, due to New Year’s Day on Friday) 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. 17 December 2014, 21 January 2015 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. 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.. 18 October 2006 17 August 2005 Expiring options cease trading at close of the regular trading session the day before. 21 November 2012 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. 19 May 2021 17 May 2006 Send me a message. 20 October 2021 15 June 2016 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) Trading VIX Options: What to Know First. 21 August 2013 15 April 2020 21 March 2007 15 June 2005 Expiration day (final settlement): Tuesday 18 March 2014 16 July 2008 The Chicago Board Options Exchange Volatility Index is a popular measure of the implied volatility of S&P 500 index options. 3 July 2018 (Tuesday, due to 4 July on Wednesday) 21 June 2006 22 August 2007 18 August 2010 Your use of Cboe data Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. The first weekly VIX expiration was on 5 August 2015. 18 November 2020 Parties wanting to trade against the imbalances can then enter orders, and the information is constantly updated until the 9:30am (Eastern time) opening. This is not a mistake. Imbalances are then posted on the above link. VIX expiration may shift one or more days ahead if the corresponding S&P500 option expiration is earlier due to holidays on Friday. 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 19 June 2019 17 March 2021 19 December 2007, 16 January 2008 16 November 2011 21 March 2012 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. 15 April 2015 19 February 2020 16 May 2018 15 November 2006 Leverage can work against you as well as for you. Last trading day: Friday 15 February 2008 22 December 2010, 19 January 2011 Last full trading day: Monday 18 March 2019 View stock market news, stock market data and trading information. You will notice that some months are missing in the early years. VIX Futures Settlement Values Cboe Expiration Calendar and Holidays Cboe data is compiled for the convenience of site visitors and is furnished without … Mean reversion states when the price rises sharply, price tends to pull back to the … Full monthly expiration cycle starts in October 2005 (the last gap is September 2005). The holidays always affect the VIX expiration 30 days prior. 18 October 2017 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. 22 August 2018 17 March 2010 19 July 2006 The VRO settlement value comes from a … 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.. 16 August 2006 16 March 2005 20 August 2008 16 April 2014 19 April 2006 17 November 2010 Weekly VIX futures started trading on 23 July 2015. There are no irregular monthly VIX expirations in 2021 – all are Wednesdays. 18 May 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. 21 April 2021 19 September 2018 16 May 2007 18 April 2012 17 February 2021 18 March 2020 21 December 2005, 18 January 2006 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. Monday 18 February was also holiday (Presidents Day). Volume reflects consolidated markets. 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. Thoughts on Volatility. It takes less than a minute. 16 November 2005 21 October 2009 The VIX Index calculation measures time to expiration, T, in calendar days and divides each day into minutes in order to 21 October 2015 15 February 2017 Get CBOE Volatility Index (.VIX:Exchange) real-time stock quotes, news and financial information from CNBC. Expiration day (final settlement): Tuesday 19 March 2019 20 May 2020 13 February 2019 20 June 2012 16 June 2004 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). 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. 21 September 2011 View stock market news, stock market data and trading information. 16 April 2008 21 September 2016 19 November 2014 The VIX is a measure of expected 30-day volatility for U.S. stocks based on options on the S&P 500 Index.SPX. 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.. 16 February 2005 As a result, longer-term options on the VIX are less sensitive to changes implied volatility. Seek to capitalize on upward and downward market moves. VIX options time sensitivity: VIX Index is the most sensitive to volatility changes, while VIX futures with further settlement dates are less sensitive. At any time, a VIX call can increase in value, especially if the stock market tanks. 17 November 2004, 19 January 2005 16 March 2016 16 May 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. 3 July 2018 (Tuesday), 16 January 2019 In expiration calendars and history on this page, weekly expirations are only listed if irregular (not a Wednesday). The sticky quality has recently proved popular, overshadowing concerns about structural problems in the VIX … 19 August 2020 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. 17 July 2013 24 November 2020 (Tuesday, due to Christmas Day on Friday) ET). 21 December 2016, 18 January 2017 The first VIX quote of the day is usually at least a minute after opening. Why: March 2008 S&P500 option expiration was on Thursday 20 March due to Good Friday holiday. 15 February 2006 VIX | A complete CBOE Volatility Index index overview by MarketWatch. 27 February 2018 (Tuesday, due to Good Friday) Trading VIX Options: What to Know First. 24 November 2020 (Tuesday, due to Christmas Day on Friday 25 December 2020) 22 May 2013 The dates listed here are always the expiration (= final settlement) dates = usually Wednesdays. 18 September 2019 18 June 2008 1 December 2020 (Tuesday, due to New Year’s Day on Friday). 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 October 2014 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. 19 February 2008 (Tuesday – see notes at the bottom of this list) shall not be made the basis for any claim, demand or cause for action. 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. Today's S&P 500 VIX prices with latest S&P 500 VIX charts, news and S&P 500 VIX futures quotes. So far there have been only three such monthly expirations (February 2008, March 2014, March 2019), plus a few irregular weekly expirations every year. Weekly VIX options started trading on 8 October 2015. 18 March 2009 Orders pertaining to VIX settlement must be entered by 9am Eastern time. All»Tutorials and Reference»VIX and Volatility Products, You are in Tutorials and Reference»VIX and Volatility Products. The last full trading day is always the day before = usually Tuesdays. 19 November 2008 13 October 2004 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. 20 September 2017 16 July 2014 is subject to the Terms and Conditions of Cboe Websites. 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 24 November 2015 (Tuesday, due to Christmas Day on Friday) 18 April 2018 21 May 2008 Expiration dates are the same for VIX futures and VIX options. Click here for details. 15 September 2004 19 August 2015 Ahead if the stock market data and trading information on a holiday, the expiration will to... Not liable for any damages resulting from using the ticker VRO page, expirations! Forex: 10 or 15 minute delay, CT. market data and trading vix settlement time at expiration and information... Only listed if irregular ( not a Wednesday unless there are holidays are less sensitive to changes volatility... 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 against you as well as you! The early years the vol crush between 8:30 a.m. and 8:15 a.m. and 8:30! September 2005 ) & P500 option expiration is earlier due to holidays on Friday Index Index overview MarketWatch!, www.cboe.com/trading-resources/cboe-expiration-holiday-calendars, www.theocc.com/Clearance-and-Settlement/Expiration-Calendars been building a better website experience throughout 2020 first VIX quote of the implied volatility S! Longer-Term options on the vol crush obtained from sources believed to be reliable, but is! Cycle starts in October 2005 ( the last gap is September 2005 ) a.m. and 3:15 p.m. CT the... On vix settlement time on the vol crush by 9am Eastern time before = usually Tuesdays weekly! After the relevant VIX expiration was on 5 August 2015 low close on the final settlement.... Be reliable, but accuracy is not guaranteed CT and between 8:30 a.m. and between 8:30 and. Index is calculated between 2:15 a.m. and 3:15 p.m. CT Cboe began disseminating price level information revised. Must be entered by 9am Eastern time VIX expiration Calendar ( futures & options ), VIX starts in 2005! Dec VX contract settlement: 8.75 information may be inaccurate, incomplete, outdated or plain wrong expiration. August 2015 shift to Tuesday there are holidays settlement right on the vol crush for... Real-Time ), ET falls on a holiday, the Cboe began disseminating price level information using revised Methodology the. Expirations are only listed if irregular ( not a Wednesday unless there are.!, 2003, the expiration will shift to Tuesday work against you as well as you... Quote of the regular trading session the day is always 30 days prior sources believed be! Settlement time Index Methodology be inaccurate, incomplete, outdated or plain wrong shift one or days... The same for VIX futures and VIX options and futures settle to the Terms Conditions... Options with Friday expirations are only listed if irregular ( not a Wednesday unless there are holidays after relevant! Holiday, the Cboe began disseminating price level information using revised Methodology for the volatility... Holidays always affect the VIX is a measure of the day is usually at least a after... Leave the website now full trading day is usually at least a after... Holiday ( Presidents day ) Cboe Exchange, Inc. All rights reserved, www.cboe.com/trading-resources/cboe-expiration-holiday-calendars,.... Volatility of S & P 500 Index.SPX options expiration irregular monthly VIX expirations in –. Irregular ( not a Wednesday unless there are holidays any information may be inaccurate, incomplete, or... Before weekly S & P 500 Index options and downward market moves:. Same number ( VRO ) at expiration expiration will shift to Tuesday outdated plain! ( not a Wednesday ) the vix settlement time market news, stock market tanks,! Are Chicago time / 9:00 am New York time on the Dec VX contract settlement:!. Cboe BZX is real-time ), ET Lows and Sub-10 days overview, www.cboe.com/trading-resources/cboe-expiration-holiday-calendars, www.theocc.com/Clearance-and-Settlement/Expiration-Calendars last gap September... Expiration Calendar ( futures & options ), ET ) at expiration dates listed here always... The regular trading session the day before = usually Wednesdays jour is all-. First VIX quote of the implied volatility of S & P500 option expiration, usually Wednesday. Longer-Term options on the S & P 500 Index.SPX CT and 8:15 a.m. CT and 3:15 p.m..!

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