Mean Reversion. 19 February 2020 16 December 2015. 19 September 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. Orders pertaining to VIX settlement must be entered by 9am Eastern time. 16 March 2011 16 October 2019 17 February 2021 20 April 2011 The VRO settlement value comes from a … 17 September 2008 16 May 2007 20 May 2009 © 2020 Cboe Exchange, Inc. All rights reserved. 19 May 2010 27 February 2018 (Tuesday, due to Good Friday) 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 Agreement also includes Privacy Policy and Cookie Policy. As a result, longer-term options on the VIX are less sensitive to changes implied volatility. In expiration calendars and history on this page, weekly expirations are only listed if irregular (not a Wednesday). 18 July 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. 22 May 2019 21 June 2017 18 March 2014 (Tuesday – see notes at the bottom of page) 15 November 2006 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. 21 August 2019 Mean reversion states when the price rises sharply, price tends to pull back to the … 17 November 2021 15 June 2011 It takes less than a minute. 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. 15 June 2016 Any information may be inaccurate, incomplete, outdated or plain wrong. There are no irregular monthly VIX expirations in 2021 – all are Wednesdays. 24 November 2015 (Tuesday) 13 February 2019 Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. 15 June 2005 17 August 2011 Thoughts on Volatility. 17 October 2018 18 February 2015 18 March 2015 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. 14 July 2004 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. 17 December 2008, 21 January 2009 17 August 2016 14 February 2007 Jump to: 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019. The VIX is a measure of expected 30-day volatility for U.S. stocks based on options on the S&P 500 Index.SPX. 18 August 2004 17 November 2010 19 December 2018, 27 February 2018 (Tuesday) Have a question or feedback? 15 April 2020 20 November 2013 Expiration day (final settlement): Tuesday 18 March 2014 The dates listed here are always the expiration (= final settlement) dates = usually Wednesdays. 17 March 2010 20 December 2006, 17 January 2007 20 July 2016 21 October 2020 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. 13 February 2013 21 October 2009 Clearly the story du jour is the all- time low close on the Dec VX contract settlement: 8.75! 19 June 2019 1 December 2015 (Tuesday), 20 January 2016 22 October 2008 20 June 2007 17 June 2009 The first VIX quote of the day is usually at least a minute after opening. 18 April 2012 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 March 2020 19 April 2006 3 July 2018 (Tuesday, due to 4 July on Wednesday) Real time data on CBOE VIX Index Futures. 17 February 2010 Futures and Forex: 10 or 15 minute delay, CT. Market Data powered by Barchart Solutions. 19 May 2021 Expiration day (final settlement): Tuesday 19 March 2019 21 March 2007 21 September 2011 Last trading day: Monday 17 March 2014 options with Friday expirations are used to calculate the VIX Index. Orders pertaining to VIX settlement must be entered by 9am Eastern time. 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. Last full trading day: Monday 18 March 2019 Monday 18 February was also holiday (Presidents Day). Expiring options cease trading at close of the regular trading session the day before. 18 May 2016 22 August 2012 16 November 2005 13 October 2004 16 August 2017 obtained from sources believed to be reliable, but accuracy is not guaranteed. 18 October 2006 20 June 2018 ET). 19 December 2007, 16 January 2008 19 November 2008 16 March 2016 The final settlement value for VIX futures is disseminated using the ticker VRO. 21 August 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.. 19 August 2009 First weekly VIX expiration was on 5 August 2015. 21 May 2014 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. The information and data was 24 December 2019 (Tuesday, due to Christmas Day on Wednesday) 16 February 2005 Full monthly expiration cycle starts in October 2005 (the last gap is September 2005). 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.. 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. 20 September 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) 16 April 2014 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 The VIX Index calculation measures time to expiration, T, in calendar days and divides each day into minutes in order to 24 December 2019 (Tuesday) 19 August 2020 15 February 2006 19 March 2008 The sticky quality has recently proved popular, overshadowing concerns about structural problems in the VIX … 21 October 2015 IB: Spot VIX, Dec VX settlement right on the vol crush. 19 July 2006 17 May 2006 Send me a message. 19 December 2012, 16 January 2013 Macroption is not liable for any damages resulting from using the content. 21 April 2010 15 April 2009 20 October 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. 18 June 2014 19 March 2019 (Tuesday – see notes at the bottom of page) 15 April 2015 22 July 2009 22 August 2007 17 May 2017 Expiration of these follows the same rules as monthly futures and options expiration. 16 March 2005 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. 14 March 2017 (Tuesday, due to Good Friday) 18 November 2009 20 August 2008 The exercise-settlement value for VIX options (Ticker: VRO) is a Special Opening Quotation (SOQ) of … All»Tutorials and Reference»VIX and Volatility Products, You are in Tutorials and Reference»VIX and Volatility Products. 17 June 2020 You will notice that some months are missing in the early years. Cboe Volatility Index® (VIX®) Options and Futures help you turn volatility to your advantage. 21 July 2021 19 February 2014 21 November 2018 Trading VIX Options: What to Know First. 18 July 2012 18 September 2019 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. 18 December 2013, 22 January 2014 20 December 2017, 17 January 2018 24 November 2020 (Tuesday, due to Christmas Day on Friday 25 December 2020) 16 November 2016 20 November 2019 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) 31 December 2019 (Tuesday). 20 May 2020 On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. Change to VIX Futures Contracts Settlement Time Index Methodology. shall not be made the basis for any claim, demand or cause for action. 16 December 2020. 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. 17 March 2021 18 October 2017 16 June 2010 19 June 2013 VIX options time sensitivity: VIX Index is the most sensitive to volatility changes, while VIX futures with further settlement dates are less sensitive. 20 April 2016 We have been building a better website experience throughout 2020. 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. 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 September 2009 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 October 2016 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. 17 February 2016 10 March 2020 (Tuesday, due to Good Friday) 16 August 2006 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. 24 November 2020 (Tuesday, due to Christmas Day on Friday) VIX | A complete CBOE Volatility Index index overview by MarketWatch. 31 December 2019 (Tuesday, due to New Year’s Day on Wednesday) 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). 18 September 2013 19 May 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 Parties wanting to trade against the imbalances can then enter orders, and the information is constantly updated until the 9:30am (Eastern time) opening. Parties wanting to trade against the imbalances can then enter orders, and the information is constantly updated until the 9:30am (Eastern time) opening. Cboe data is compiled for the convenience of site visitors and is furnished without responsibility 15 September 2004 2 June 2020 (Tuesday, due to 3 July exchange holiday, 4 July on Saturday) 16 September 2015 19 April 2017 16 September 2020 Today's S&P 500 VIX prices with latest S&P 500 VIX charts, news and S&P 500 VIX futures quotes. 15 September 2010 20 October 2021 3 July 2018 (Tuesday), 16 January 2019 22 July 2020 18 November 2015 Only SPX options with Friday expirations are used to calculate the VIX Index. Weekly VIX futures started trading on 23 July 2015. 17 April 2013 There are no irregular monthly VIX expirations in 2020 – all are Wednesdays. Click here for details. Get CBOE Volatility Index (.VIX:Exchange) real-time stock quotes, news and financial information from CNBC. Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. 17 June 2015 Why: March 2008 S&P500 option expiration was on Thursday 20 March due to Good Friday holiday. 15 February 2017 Expiration dates are the same for VIX futures and VIX options. 17 October 2012 Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * The first weekly VIX expiration was on 5 August 2015. 21 September 2016 21 March 2018 16 November 2011 20 August 2014 17 October 2007 Imbalances are then posted on the above link. 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. Why: April 2014 S&P500 option expiration was on Thursday 17 April due to Good Friday holiday. 18 August 2010 15 November 2017 16 December 2009, 20 January 2010 22 August 2018 19 September 2012 19 October 2011 17 September 2014 The Chicago Board Options Exchange Volatility Index is a popular measure of the implied volatility of S&P 500 index options. 18 December 2019, Irregular weekly expirations: 20 May 2015 VIX | A complete CBOE Volatility Index index overview by MarketWatch. 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. 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. 20 March 2013 19 July 2017 16 October 2013 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. 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. 18 May 2011 19 November 2014 ... Stocks: 15 20 minute delay (Cboe BZX is real-time), ET. 18 June 2008 21 December 2005, 18 January 2006 20 July 2011 19 August 2015 Expiration day (final settlement): Tuesday 19 February 2008 18 March 2009 18 May 2005 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 August 2005 21 April 2021 Expiring futures contracts cease trading at 8:00 am Chicago time / 9:00 am New York time on the final settlement day. Volatility to your advantage of S & P500 option expiration is earlier due to holidays on Friday days weekly. 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