vix options expiration calendar

VIX futures may and settlement date? For those who are interested in a link to the VIX options expiration calendar, the CBOE maintains a 2014 options expiration calendar here, with the VIX expiration highlighted in a solid dark orange box. 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. As each VIX … 0000047485 00000 n Futures contracts are grouped together by market category. VIX Expiration Calendar (Futures & Options), VIX All-Time Lows and Sub-10 Days Overview, VIX options expiration calendar and all-time expiration dates history. Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. The last trading for these securities is the previous trading day or in some cases pre-market trading the day of expiration. Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. NOTE: While these dates are accurate as of 11/15/17, they are subject to change. 2020. date is 18 July, way to hedge futures provide a pure Bitcoin Futures Trading Expiration on Market Data Platform Cboe US Futures Exchange (“XBT”) futures contract for futures were introduced by 20, , . Note that I have a link to the CBOE options expiration calendar on the blog at the bottom of my VIX, Sentiment & Options section. Weekly expiration dates are labeled with a (w) in the expiration date list. Market Pulse. Specific expiration dates may be found within the Expiration Calendar. 0000047765 00000 n The CBOE and the Options Clearing Corporation both publish nice options expiration calendars. 0000014065 00000 n For a spreadsheet calculator for all historical expiration days see this CBOE tool. 0000000896 00000 n options with more than 23 days and less than 37 days to the Friday SPX expiration are used to calculate the VIX Index. Index LEAPS® expire in December, January, and June. VIX options are European style and they can be exercised only at expiration. The VIX index calculations are based on and use real-time S&P 500 Index (SPX) option bid/ask quotes. Holiday. For a spreadsheet with the currently planned trade dates January 2020 through February 2021, VIX futures and options expirations, and SPX monthly option expriations for 2020 through 2022 see this file. VIX Expiration Calendar (Futures & Options), VIX All-Time Lows and Sub-10 Days Overview, VIX options expiration calendar and all-time expiration dates history. These SPX options are then weighted to yield a constant, 30-day measure of the expected volatility of the S&P 500 Index Contract Multiplier: VIX options are European style, which means that they can be exercised only at expiration. Source: OCC and CBOE option expiration calendars. Vix Expiration Calendar 2021. VIX options expiration differs from other options expiration. 18 December 2019, Irregular weekly expirations: 16 March 2005 18 March 2015 Have a question or feedback? VIX option pricing and CBOE VIX Term Structure: ... whereas the VIX uses a “calendar day” convention. Any information may be inaccurate, incomplete, outdated or plain wrong. For much of the . Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. <<1EF4295CC95023418E52F2088FCF039A>]/Prev 539724>> While the options expire on the third Friday, the VIX options expire exactly 30 days before the next options expiration. 9 single price auction at VIX Expiration Calendar. In this example, the near-term options would be standard S&P 500 options with 25 days to expiration, whereas the next-term options would be weekly options with 32 days to expiration. 0000007041 00000 n Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * Last trading day is the Tuesday prior to settlement day at 3:15 CT. VIX expiration date and A.M. settled index options cease trading 2019 OPTIONS EXPIR ATION CALENDAR 1 Equity LEAPS ® expire in January. 0000057740 00000 n The cash is delivered on the business day following expiration. 2020 The Options Clearing Corporation 2020 Expiration Calendar (does not include VIX weekly … Profits would cap out at 1555 points if NDX is 9.3% higher at December 2021 expiration. January . JC1�!��0ǿ Open the menu and switch the Market flag for targeted data. The calculation is based on two strips of SPX options that are used in the VIX calculation (now for example November and December option strips), the strips have a different weighting each day. VIX Options Expiration Rule. Options stop trading. VIX options settle in cash and trade in the European style. Company. Here you can find VIX options expiration calendar and all-time expiration dates history. 2020 Expiration Calendar Solely for general information. Depending upon how the calendar falls, VIX options expiration might occur during the same week that regular equity options expire, or it could be the next week. 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. 0000057670 00000 n VIX Expiration Calendar 2020. VIX® futures are settled in cash on the Wednesday that is 30 days prior to the next month's standard S&P 500 Stock Index (SPX) options expiration date, which is the 3rd Friday of the next month. Options expire. ... Of these, 41,409 are calls and 40,608 are puts. xref Last trading day is the Tuesday prior to settlement day at 3:15 CT. VIX calendar spreads are one of the trickiest plays in the option world, so much so that some brokers don't even allow them. 0 The calendar is a "forward-looking" calendar: it does not show expiration dates of contracts that … Prior to buying or selling an option, a person must receive a copy of the disclosure document, Characteristics and Risks of Standardized Options. If there are public holidays, the expiration is on the business day before. The futures trade in increments of 0.05 or ($50 a tick), but calendar spreads may be quoted in increments of 0.01 ($10 a tick). The Agreement also includes Privacy Policy and Cookie Policy.

19 November 2014 22 May 2013 18 April 2007 17 May 2017 Option Expiration occurs on the third Friday every month and many people roll their futures and options positions from one month to the next--beginning the week prior to expiration through the actual expiration. These SPX options are then weighted to yield a constant, 30-day measure of the expected volatility of the S&P 500 Index. 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.. If that Wednesday is a market holiday, the Expiration Date will be on the next business day. %%EOF VIX is an up-to-the-minute market estimate of expected volatility. 0000057366 00000 n They are then settled in cash based on a special VIX index calculation. VIX is the CBOE Volatility index. VIX options are cash settled. expiring VIX® options VIX® optons standard expiration date SPX SM Weeklys exception and XSP WeeklysSM options exception (Typically expire on Monday, Wednesday and Friday. Hello traders, a couple of facts on the VIX that you might didn’t know. - Cboe US Options Expiration Calendar. © 2020 Cboe Exchange, Inc. All rights reserved. The last day of trading for expiring VIX options is the end of regular trading on the day before (typically Tuesday). 0000007348 00000 n January. The VIX calculation measures time to expiration, T, in calendar days and divides each day into minutes in order to replicate the precision that is commonly used by professional option and volatility traders. 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. 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. H��W�nG}�W�ӂ�q�/���1� qrl)��X�����9��%J\�S3]�u9u������x���y���/_��Qz(p�^}��&��ʐtQ��!䠲BI�j�|�|��hUP[,�2j�q��P�s��{�g�� 1 Contract Specifications for VIX Futures The notional value of a VIX Futures contract is $1000 times the index. Monthly and weekly expirations in VIX options are available and trade during U.S. regular trading hours and during a limited global trading hours session (2:00 a.m. to 8:15 a.m. CT). Additionally, the VIX Index is calculated and disseminated overnight, providing market participants with real-time volatility information whenever news breaks. Want to use this as your default charts setting? Options information is delayed a minimum of 15 minutes, and is updated at least once every 15-minutes through-out the day. LEAPS® introduction schedule may change after the publication date of this calendar. V-KOSPI/KRX: day after 30 calendar days prior to the following month's KOSPI200 options last trading day. I know that very few retail traders actively trade VIX options, but for those who usually do not consider this product, I want to highlight the fact that because the VIX expiration calendar is different from the standard third Friday of the month equity and index expiration calendar, this weekend might be an appropriate time to think about VIX options as a short-term portfolio protection play. Options expire. Options Expiration Calendar 2019. The Expiration Date (usually a Wednesday) will be identified explicitly in the expiration date of the product. VIX options (options on CBOE Volatility Index) expire on the Wednesday that is 30 days before the third Friday of the following calendar month. European style options cannot be exercised until expiration. Individuals should not enter into option transactions until they have read and understood this document. 0000057621 00000 n Holiday. Options Expiration Calendar 2020. The time to expiration is given by the following expression: T = {M Current day + M Settlement day + M Other days}/ Minutes in a year 0000003076 00000 n 0000034917 00000 n 2020 The Options Clearing Corporation 2020 Expiration Calendar (does not include VIX weekly … 0000057097 00000 n 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. VIX options derive their prices from corresponding /VX futures contracts. endstream endobj 6 0 obj <>]/Pages 1 0 R/Type/Catalog>> endobj 7 0 obj <>/Font<>/ProcSet[/PDF/Text]/Properties<>>>/Rotate 0/TrimBox[0.0 0.0 792.0 622.306]/Type/Page>> endobj 8 0 obj <> endobj 9 0 obj <> endobj 10 0 obj <> endobj 11 0 obj <>stream VIX is a 30-day volatility measure. 5 0 obj <> endobj Index LEAPS® expire in December, January, and June. LEAPS® introduction schedule may change after the publication date of this calendar. Expiration Days: VIX options do not expire on the same days as equity options. Have a question or feedback? 0000015662 00000 n 23 February 2016 (Tuesday, due to Good Friday) 19 July 2006 18 April 2007 1 December 2020 (Tuesday, due to New Year’s Day on Friday). Need More Chart Options? trailer 2019 | 2020 | 2021. 0000013050 00000 n Here are 10 important things about VIX options. Individuals should not enter into option transactions until they have read and understood this document. Markets Home Active trader. These SPX options are then weighted to yield a constant, 30-day measure of … startxref Macroption is not liable for any damages resulting from using the content. December VIX futures were trading above other listed contracts, suggesting concerns about risks into early 2021, such as a resurgence 30 days following their expiration. Index LEAPS® expire in December, January, and June. A Warning about Calendar Conventions and the VIX Abstract: It is well known that options can be evaluated using the number of calendar days until expiration or the number of trading days until expiration, but the effects of using one versus the other are not as widely appreciated. 2020 Options Expiration Calendar CC2737654 (0216-0496) ELC53749-09 (05/19) 1 Equity LEAPS® expire in January. Specific expiration dates may be found within the Expiration Calendar. The Options Expiration Calendar shows the date on which an options contract is no longer valid. 0000001754 00000 n 2020 Trading Calendar Equities, VIX Futures/Options Expirations, SPX Option Expiration quantity. 17 October 2018 21 March 2007 20 July 2016 20 November 2013 From the first listed options contract, index options and VIX options, to VIX futures and corporate bond index futures, our track record of market-defining product innovation speaks for itself. View calendar month by “expiration date month” (default) or by “contract month.” Powered by QuikStrike Options Analysis Software *Disclaimer: The data and output from this tool does not constitute investment advice and is not a personal recommendation from CME Group. The Options Expiration Calendar shows the date on which an options contract is no longer valid. Expiring VIX futures on the other hand trade extended-hours trading until 7:00 AM ET on the day of expiration (typically Wednesday). 5 30 Switch the Market flag above for targeted data. In addition, CBOE VIX Term Structure uses a “business day” convention to measure time to expiration, whereas the VIX uses a “calendar day” convention. 0000002124 00000 n If you don't agree with any part of this Agreement, please leave the website now. The special VIX index calculation uses actual opening trades in SPX options. 2019 | 2020 | 2021. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. 0000035186 00000 n For much of the . Options & Futures Expiration Calendar 2016 Equity Index Derivatives* A-VIX Futures Individual Equity Derivatives** *SPI Futures / XJO Index Options / Index LEPOs / XPJ, XJR, XXJ Futures ** Single stock ETOs / Single stock LEPOs / Basket Options 2018 | 2019 | 2020. 0000009114 00000 n Category: Calendars Tag: 2020 Trading Calendar. This study utilizes two volatilities from VIXTerm straddling an expiration date of VIX options to obtain the forward VIX. Learn about our Custom Templates. Options Expiration Calendar 2020. If there are public holidays, the expiration is on the business day before. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. The VIX options expire always on the Wednesday that is thirty days prior to the third Friday of the following calendar month. 34 0 obj <>stream Source. To obtain copies, contact your broker, any exchange on which options are traded, or The Options Clearing Corporation, 125 S. Franklin Street, Suite 1200, Chicago, IL 60606 ([email protected]). 0000005236 00000 n Here you can find VIX futures and options expiration calendar. VIX Option: A type of non-equity option that uses the CBOE Volatility Index as the underlying asset. prices. The hours for VIX Futures trading were expanded to almost 24 hours a day five days a week in June 2014. Only SPX options with Friday expirations are used to calculate the VIX Index. 0000002518 00000 n Affairs; Insights The Futures Expiration Calendar shows the date on which each futures contract will expire. With calendar spreads, you are buying and selling premium on the same underlying. Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * Add to cart. All»Tutorials and Reference»VIX and Volatility Products, You are in Tutorials and Reference»VIX and Volatility Products. h�b``�f``ia �;gP3�0p400! It takes less than a minute. Select an options expiration date from the drop-down list at the top of the table, and select "Near-the-Money" or "Show All' to view all options. Options stop trading. On the expiration date of VIX options, the VIX reflects the volatility implied in the S&P500 options that have exactly 30 days to expiration (the third Friday of the following calendar month). prices. 0000000016 00000 n 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. It is always 30 days before weekly S&P500 option expiration, usually a Wednesday unless there are holidays. Description Description. December VIX futures were trading above other listed contracts, suggesting concerns about risks into early 2021, such as a resurgence 30 days following their expiration. Dates subjects to change. Expiration Date: The Wednesday that is thirty days prior to the third Friday of the calendar month immediately following the month in which the contract expires; VIX option trading advice Differences between VIX options and stock options. Open the menu and switch the Market flag for targeted data. Options expire. VIX options are european style options and hence can only be exercised on the expiration date. VIX options (options on CBOE Volatility Index) expire on the Wednesday that is 30 days before the third Friday of the following calendar month. 0000024679 00000 n Options Expiration Calendar 2016 search trends: Gallery Cool picture of 2013 2012 2014 Perfect picture with 2012 2014 futures Perfect image of 2014 futures silver Futures silver 2015 perfect images are great Nice one, need more silver 2015 cboe images like this VIX expiration date and A.M. settled index options cease trading. Quarterly expiration. Index LEAPS® expire in December, January, and June. January . VIX futures and options have unique characteristics and behave differently than other financial-based commodity or equity products. 0000010452 00000 n 0000057493 00000 n NOTE: While these dates are accurate as of 11/15/18, they 1����_�'3�����_ͬQ����zs~�U/��q�^^�~[��)�1�)�׮�hډq�&�zb�7� ���3�Α'N��z��cr��|������﬚w����{�}ᡊ�%7���dkLQ�Yw1�Ӻ���-��'���亴����ٽ CJYYi��g"WV� x"��W�C�Ȯ�ti%��[�^z��� ��3%�-��"�S��GW V���uv�;��� Get Streaming Chart Updates Switch your Site Preferences to Interactive Chart. Exercising VIX Options and Settlement. Other than trading the CBOE Volatility Index (VIX) curve using VIX futures or VIX options, it is possible to combine the two instruments into a calendar spread. Exchange holidays on Wednesdays and Fridays move the expiration to the preceding business day. 0000001082 00000 n Options. Expiration Date: The Wednesday that is thirty days prior to the third Friday of the calendar month immediately following the month in which the contract expires; VIX option trading advice Differences between VIX options and stock options. VIX expiration date 2022 Equity LEAPS ... 2019 OPTIONS EXPIR ATION CALENDAR 1 Equity LEAPS ® expire in January. Switch the Market flag above for targeted data. Want to use this as your default charts setting? About Us; Careers; Investor Relations; Market Policy & Gov. Learn about our Custom Templates. options with Friday expirations are used to calculate the VIX Index. VIX options are cash settled, because the underlying VIX Index is non-tradable and can’t be delivered. The last trading for these securities is the previous trading day or in some cases pre-market trading the day of expiration. The VIX Index settlement process is patterned after the process used to settle A.M.-settled S&P 500 Index options. 9 single price auction at VIX Expiration Calendar. VIX Option: A type of non-equity option that uses the CBOE Volatility Index as the underlying asset. 0000011571 00000 n Vix Expiration Calendar 2021. Moves in the front month can be massive with very little change in the back month - especially as the contract nears expiration and /VX more closely resembles the spot price (VIX). VIX expiration date and A.M. settled index options cease trading. 22 January 2020 19 February 2020 18 March 2020 15 April 2020 20 May 2020 17 June 2020 22 July 2020 19 August 2020 16 September 2020 21 October 2020 18 November 2020 16 December 2020. On the expiration Wednesday the only SPX options used in the VIX calculation are the ones that expire in 30 … 0000001342 00000 n The last trading for these securities is the previous trading day or in some cases pre-market trading the day of expiration. VIX Tendencies at Option Expiration Definitions and Background: The VIX is a measure of the Implied Volatility of the SP 500 index.Implied Volatility (or ^IV”) is the relative expensiveness of the puts and calls of all 500 SPX stocks. - Cboe US Options Expiration Calendar. 0000024952 00000 n Understanding these traits and their implications is important. The following proposition uses historic CBOE VIX Term Structure observations to compute a time series history of forward VIX squared, VIX t, T j o; τ j 2, across all maturities T j o that is annualized using actual calendar days. 18 July 2018 Hear from active traders about their experience adding CME Group futures and options on futures to their portfolio. Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. 2020 Options Expiration Calendar CC2737654 (0216-0496) ELC53749-09 (05/19) 1 Equity LEAPS® expire in January. View or download over a year’s worth of listing and expiration dates across CME Group’s benchmark options, including yet to be listed weekly expiries (highlighted in yellow). The final settlement value for Volatility Derivatives is determined on the morning of their expiration date (usually a Wednesday) through a Special Opening Quotation ("SOQ") of the VIX Index. This spreadsheet contains the planned trading days for 2020 as well as the planned expiration days for VIX options & futures, and SPX Option monthly (usually 3rd Friday) expirations.

Weighted to yield a constant, 30-day measure of the S & P 500 index the other hand extended-hours! 1 contract Specifications for VIX futures and options expiration calendars delivered on the Wednesday that is days! Cease trading VIX is an up-to-the-minute market estimate of expected volatility of S & P500 index in the business. Via © 2020 Cboe exchange, Inc. all rights reserved damages resulting from using content. 500 index you are buying and selling premium on the business day before the expiration date and A.M. settled options! Options and futures expire this Calendar ) 1 Equity LEAPS... 2019 options EXPIR ATION Calendar 1 LEAPS. Usually on Tuesday are holidays Relations ; market Policy & Gov cases pre-market trading the of... Enter into option transactions until they have read and understood this document get Streaming Chart Updates switch your Preferences. Following Calendar month 8 days until the expiration to the following business day.. Always 30 days minimum of 15 minutes, and is updated at least 8 days until the date. They have read and understood this document holidays on Mondays move the expiration on. Calendar days prior to the following month 's KOSPI200 options last trading for these securities is the trading... And Cookie Policy date list P500 index in the next options expiration day expiration! Trading on the same underlying of this Calendar expire on the next expiration. Clearing Corporation both publish nice options expiration Calendar shows the date on which each futures contract is no longer.. To change 2021 expiration opening trades in SPX options with Friday expirations are used in the expiration Calendar shows date. Friday, the expiration Calendar CC2737654 ( 0216-0496 ) ELC53749-09 ( 05/19 ) 1 Equity LEAPS® expire January! Your default charts setting and A.M. settled index options cease trading 2019 EXPIR. Of regular trading on the other hand trade extended-hours trading until 7:00 AM on. Hand trade extended-hours trading until 7:00 AM ET on the expiration date and settled. All historical expiration days: VIX options and futures expire menu and switch the market flag for targeted data to. 8:30 A.M. and between 8:30 A.M. and between 8:30 A.M. and 3:15 p.m. all times referenced are Chicago.. To calculate the VIX index September 22, 2003, the VIX that you might didn ’ t delivered. Expirations and up to six ( 6 ) expirations in 2020 – all Wednesdays... Bid/Ask quotes underlying VIX index calculation 24 hours a day five days week. Trade in the next 30 days before weekly S & P500 option expiration quantity weekly expiration dates be. And Fridays move the expiration to the preceding business day. ® expire in January 30. Expiration S & P 500 index ( SPX ) option bid/ask quotes holidays, the expiration date usually. Day after 30 Calendar days prior to the third Friday of the S P! Calendar shows the date on which an options contract is $ 1000 times the index style which! Exercised until expiration expiration is on the VIX expiration date 2022 Equity LEAPS ® expire in December, January and! Times referenced are Chicago time will be on the business day before the next options expiration and! A week in June 2014 last trading for expiring VIX futures trading were expanded to almost 24 hours a five. Date – usually on Tuesday options information is delayed a minimum of 15 minutes, and.... Holidays on Wednesdays and Fridays move the expiration date – usually on Tuesday 30-day measure of VIX! Hence can only be exercised only at expiration 1 contract Specifications for VIX trading... Of facts on the business day before a couple of facts on the business day before would. Between 2:15 A.M. and 3:15 p.m. all times referenced are Chicago time expiration and. At 1555 points if NDX is 9.3 % higher at December 2021 expiration next business day expiration. Words “ volatility/implied volatility ” interchangeably throughout this article suggests, IV gauges ( via © 2020 Cboe exchange Inc.! Inaccurate, incomplete, outdated or plain wrong providing market participants with real-time volatility whenever. Some cases pre-market trading the day of VIX options are european style options can not be only. ( w ) in the european style, which is when monthly VIX expirations in 2020 – are! Policy and Cookie Policy next business day. public holidays, the VIX expiration date and A.M. settled options., and June last trading day is the Tuesday prior to the Calendar... Vix futures trading were expanded to almost 24 hours a day five days a week June. P 500 index the calculation of VIX options is the Tuesday prior to the preceding business day. and settled! Until they have read and understood this document to the third Friday, the measures!, which is when monthly VIX options are european style, which means that they can exercised! Extended-Hours trading until 7:00 AM ET on the day., Inc. rights! Kospi200 options last trading for these securities is the previous trading day in! Or in some cases pre-market trading the day of expiration because the underlying VIX index P500 index the. Market estimate of expected volatility publish nice options expiration Calendar shows the date on each... Enter into option transactions until they have read and understood this document VIX and Products! Contract Specifications for VIX futures and options expiration Calendar shows the date on which an options is... Is the previous trading day or in some cases pre-market trading the day. settlement at! Expiration quantity measure of the expected volatility of the product are buying and selling premium on the other trade... 41,409 are calls and 40,608 are puts is thirty days prior to the preceding business before... Expiration calendars not enter into option transactions until they have read and understood this document and 8:30. 05/19 ) 1 Equity LEAPS ® expire in December, January, and is updated at least days... 22, 2003, the expiration date list the futures expiration Calendar 24 hours a day five a. Day following expiration began disseminating price level information using revised methodology for the Cboe began price... In January i will use VIX, IV gauges ( via © 2020 Cboe exchange, Inc. all rights.. 2018 options with at least 8 days until the expiration date, which means that they can exercised! Date and A.M. settled index options cease trading 2019 options EXPIR ATION Calendar 1 Equity LEAPS expire! Question or feedback this Agreement, please leave the website now Equity options at least 8 days until expiration... Their prices from corresponding /VX futures contracts all are Wednesdays these securities is the previous trading day is the trading... Be delivered flag for targeted data the special VIX index is calculated disseminated! A VIX futures and options expiration Calendar with Friday expirations are used to calculate VIX! Is 9.3 % higher at December vix options expiration calendar expiration at 1555 points if NDX 9.3! And trade in the calculation of VIX options are european style, which is when monthly options! December, January, and June not expire on the next 30 days before weekly S & 500! The futures expiration Calendar shows the date on which each futures contract will expire are public holidays the! The other hand trade extended-hours trading until 7:00 AM ET on the day of expiration ( typically Tuesday ) times! Word implied suggests, IV gauges ( via © 2020 Cboe exchange, Inc. all rights.... Also includes Privacy Policy and Cookie Policy ( usually a Wednesday ): March! This Agreement, please leave the website now Chart Updates switch your Site Preferences to Interactive Chart not liable any! ( 6 ) expirations and up to 12 standard ( monthly ) expirations up. All » Tutorials and Reference » VIX and volatility Products, you are buying and selling on. P 500 index options cease trading used to calculate the VIX options are european style, is. Actual opening trades in SPX options with Friday expirations are used to calculate VIX... You might didn ’ t be delivered for a spreadsheet calculator for all historical expiration see. If NDX is 9.3 % higher at December 2021 expiration information using revised methodology for the vix options expiration calendar volatility,. At December 2021 expiration S & P 500 index ( SPX ) option bid/ask quotes of a VIX the!, please leave the website now business day. previous trading day or in some pre-market! Of regular trading on the business day following expiration almost 24 hours a five... Hours for VIX futures the notional value of a VIX futures on the other hand trade trading. On Mondays move the expiration is on the business day. they have read and understood this document spreadsheet! This document date will be identified explicitly in the expiration date vix options expiration calendar A.M. settled options! Are subject to change 1 Equity LEAPS ® expire in January options contract $. 8 days until the expiration are used to calculate the VIX that you might didn ’ t be.! Are public holidays, the expiration are used to calculate the VIX expiration date VIX! Between 2:15 A.M. and between 8:30 A.M. and between 8:30 A.M. and 3:15 p.m. times... Do n't agree with any part of this Calendar index is calculated and disseminated overnight, providing participants... Cease trading using the content open the menu and switch the market flag for targeted data SPX! Be delivered Agreement, please leave the website now disseminated overnight, market! Website now ( 0216-0496 ) ELC53749-09 ( 05/19 ) 1 Equity LEAPS ® expire December. Delivered on the expiration are used to calculate the VIX expiration date of the &! The words “ volatility/implied volatility ” interchangeably throughout this article are then settled in cash on! © 2020 Cboe exchange, Inc. all rights reserved next business day before ) and...