17 November 2021 21 April 2021 Change to VIX Futures Contracts Settlement Time Index Methodology. 31 December 2019 (Tuesday, due to New Year’s Day on Wednesday) 16 March 2011 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. 16 May 2012 for accuracy and is accepted by the site visitor on the condition that transmission or omissions 16 July 2014 19 October 2016 20 August 2014 20 July 2011 17 April 2013 View stock market news, stock market data and trading information. 18 May 2011 13 October 2004 Harness it to seek diversification, hedge or capitalize on volatility or efficiently generate income. At any time, a VIX call can increase in value, especially if the stock market tanks. The dates listed here are always the expiration (= final settlement) dates = usually Wednesdays. 27 February 2018 (Tuesday, due to Good Friday) 21 June 2017 15 November 2017 VIX expiration may shift one or more days ahead if the corresponding S&P500 option expiration is earlier due to holidays on Friday. 20 November 2019 16 November 2016 22 August 2007 21 May 2008 Weekly VIX options started trading on 8 October 2015. ET). 1 December 2020 (Tuesday, due to New Year’s Day on Friday). 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. 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. 15 April 2015 Today's S&P 500 VIX prices with latest S&P 500 VIX charts, news and S&P 500 VIX futures quotes. Cboe Volatility Index® (VIX®) Options and Futures help you turn volatility to your advantage. 16 November 2005 21 March 2012 18 May 2016 16 August 2006 15 February 2012 18 November 2015 Orders pertaining to VIX settlement must be entered by 9am Eastern time. 18 September 2013 17 October 2018 18 April 2018 Why: March 2008 S&P500 option expiration was on Thursday 20 March due to Good Friday holiday. 16 September 2015 Expiring futures contracts cease trading at 8:00 am Chicago time / 9:00 am New York time on the final settlement day. 17 April 2019 Have a question or feedback? 18 October 2006 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. 17 July 2013 22 October 2014 20 September 2006 16 September 2009 21 November 2018 It takes less than a minute. 20 April 2011 17 August 2011 18 March 2020 18 June 2008 This is not a mistake. Trading VIX Options: What to Know First. 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 holidays always affect the VIX expiration 30 days prior. 18 October 2017 Expiring options cease trading at close of the regular trading session the day before. 16 August 2017 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. 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. 17 September 2014 On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. The VIX Index calculation measures time to expiration, T, in calendar days and divides each day into minutes in order to If you don't agree with any part of this Agreement, please leave the website now. 16 June 2010 15 April 2020 Orders pertaining to VIX settlement must be entered by 9am Eastern time. 18 February 2015 14 February 2018 Macroption is not liable for any damages resulting from using the content. The VRO settlement value comes from a … 15 November 2006 VIX Futures Settlement Values Cboe Expiration Calendar and Holidays Cboe data is compiled for the convenience of site visitors and is furnished without … 3 July 2018 (Tuesday, due to 4 July on Wednesday) 22 March 2006 20 May 2020 19 December 2012, 16 January 2013 Only SPX options with Friday expirations are used to calculate the VIX Index. Expiration of these follows the same rules as monthly futures and options expiration. 18 March 2014 (Tuesday – see notes at the bottom of page) 18 September 2019 options with Friday expirations are used to calculate the VIX Index. 19 February 2014 14 July 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). First weekly VIX expiration was on 5 August 2015. 16 June 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. Mean reversion states when the price rises sharply, price tends to pull back to the … Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. Expiration day (final settlement): Tuesday 19 March 2019 19 October 2011 In expiration calendars and history on this page, weekly expirations are only listed if irregular (not a Wednesday). 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. 19 February 2008 (Tuesday – see notes at the bottom of this list) 20 October 2021 21 September 2011 16 September 2020 At any time, a VIX call can increase in value, especially if the stock market tanks. 15 April 2009 21 June 2006 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. 1 December 2015 (Tuesday), 20 January 2016 16 April 2008 20 June 2018 As a result, longer-term options on the VIX are less sensitive to changes implied volatility. Futures and Forex: 10 or 15 minute delay, CT. Market Data powered by Barchart Solutions. 18 May 2005 18 August 2010 24 November 2015 (Tuesday) 20 June 2012 VIX Historical Price Data. 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.. All»Tutorials and Reference»VIX and Volatility Products, You are in Tutorials and Reference»VIX and Volatility Products. The SOQ is calculated using opening prices of constituent SPX or SPX Weeklys options that expire 30 days after the relevant VIX expiration date. 17 August 2005 19 November 2008 19 July 2017 19 September 2007 15 June 2011 Real time data on CBOE VIX Index Futures. 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. 18 June 2014 2 June 2020 (Tuesday, due to 3 July exchange holiday, 4 July on Saturday) Cboe data is compiled for the convenience of site visitors and is furnished without responsibility The sticky quality has recently proved popular, overshadowing concerns about structural problems in the VIX … 20 December 2017, 17 January 2018 18 December 2019, Irregular weekly expirations: 19 May 2004 Send me a message. So far there have been only three such monthly expirations (February 2008, March 2014, March 2019), plus a few irregular weekly expirations every year. 22 August 2012 16 June 2004 22 May 2019 19 April 2006 20 October 2010 15 September 2010 24 November 2015 (Tuesday, due to Christmas Day on Friday) 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 October 2013 17 October 2007 20 November 2013 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. 18 March 2015 The final settlement value for VIX futures is disseminated using the ticker VRO. 21 November 2012 22 December 2021. 18 November 2020 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. 17 November 2004, 19 January 2005 18 April 2012 If the VIX expiration Wednesday falls on a holiday, the expiration will shift to Tuesday. The Agreement also includes Privacy Policy and Cookie Policy. 18 August 2021 14 March 2017 (Tuesday, due to Good Friday) 18 August 2004 is subject to the Terms and Conditions of Cboe Websites. Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * Additionally, VIX options and futures settle to the same number (VRO) at 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.. 20 September 2017 The first weekly VIX expiration was on 5 August 2015. 17 February 2021 21 May 2014 17 June 2020 17 August 2016 19 December 2007, 16 January 2008 13 February 2013 16 December 2020. 24 December 2019 (Tuesday) 21 December 2011, 18 January 2012 13 February 2019 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. 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 24 December 2019 (Tuesday, due to Christmas Day on Wednesday) Jump to: 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019. 22 August 2018 Parties wanting to trade against the imbalances can then enter orders, and the information is constantly updated until the 9:30am (Eastern time) opening. Click here for details. The last full trading day is always the day before = usually Tuesdays. 20 June 2007 22 March 2017 19 February 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. 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 November 2010 1 December 2015 (Tuesday, due to New Year’s Day on Friday) Any information may be inaccurate, incomplete, outdated or plain wrong. 22 July 2015 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. ... Stocks: 15 20 minute delay (Cboe BZX is real-time), ET. 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