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July 2004 19 August 2020 31 December 2019 (Tuesday). 19 October 2011 Any information may be inaccurate, incomplete, outdated or plain wrong. 18 July 2007 According to Vix futures traders, this is not the only time the settlement has been out of the range of where the VIX has traded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