If there are public holidays, the expiration is on the business day before. January . Exchange holidays on Wednesdays and Fridays move the expiration to the preceding business day. 0000015549 00000 n The VIX index calculations are based on and use real-time S&P 500 Index (SPX) option bid/ask quotes. expiring VIX® options VIX® optons standard expiration date SPX SM Weeklys exception and XSP WeeklysSM options exception (Typically expire on Monday, Wednesday and Friday. LEAPS® introduction schedule may change after the publication date of this calendar. Options expire. JC1�!��0ǿ On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. r8�mQqz��|L,���ÃYxOkx>����p�?c�p���V�@��T �m� 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. - Cboe US Options Expiration Calendar. Open the menu and switch the Market flag for targeted data. Index LEAPS® expire in December, January, and June. If that Wednesday is a market holiday, the Expiration Date will be on the next business day. Description Description. Options stop trading. The options can be opened or closed anytime before expiration.You don’t need to worry about ending up with an unwanted position in VIX after expiration. 0000002518 00000 n VIX options settle in cash and trade in the European style. VIX futures may and settlement date? 2020 The Options Clearing Corporation 2020 Expiration Calendar (does not include VIX weekly … 0000001342 00000 n Profits would cap out at 1555 points if NDX is 9.3% higher at December 2021 expiration. 0 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). 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. Expiration Days: VIX options do not expire on the same days as equity options. Hello traders, a couple of facts on the VIX that you might didn’t know. VIX Expiration Calendar (Futures & Options), VIX All-Time Lows and Sub-10 Days Overview, VIX options expiration calendar and all-time expiration dates history. 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). Hear from active traders about their experience adding CME Group futures and options on futures to their portfolio. 2019 | 2020 | 2021. 18 July 2018 VIX options are cash settled, because the underlying VIX Index is non-tradable and can’t be delivered. 0000011571 00000 n 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. 0000057670 00000 n

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. Index LEAPS® expire in December, January, and June. Need More Chart Options? options with Friday expirations are used to calculate the VIX Index. For much of the . 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 %PDF-1.3 %���� startxref 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). Up to six (6) expirations and up to 12 standard (monthly) expirations in VIX options may be listed. 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). 1 Contract Specifications for VIX Futures The notional value of a VIX Futures contract is $1000 times the index. Options Expiration Calendar 2019. 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�;��� Switch the Market flag above for targeted data. 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. 0000057493 00000 n The VIX measures expected volatility of S&P500 index in the next 30 days. Holiday. 0000007041 00000 n 2020 Options Expiration Calendar CC2737654 (0216-0496) ELC53749-09 (05/19) 1 Equity LEAPS® expire in January. The CBOE and the Options Clearing Corporation both publish nice options expiration calendars. VIX calendar spreads are one of the trickiest plays in the option world, so much so that some brokers don't even allow them. 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. About Us; Careers; Investor Relations; Market Policy & Gov. 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. VIX Expiration Calendar 2020. VIX options are european style options and hence can only be exercised on the expiration date. 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. Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * 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, , . The six weekly expirations in VIXW options shall be for the nearest weekly expirations from the actual listing date and standard (monthly) expirations in VIX options are not counted as part of the maximum six weekly expirations permitted for VIXW options. 0000047485 00000 n xref Options expire. prices. As each VIX … options with more than 23 days and less than 37 days to the Friday SPX expiration are used to calculate the VIX Index. Integrated U.S. economic event information notifies of potential high (red boxes) or medium (orange boxes) impact events for a given day, while clicking said boxes will pop-up a full list of the day’s events. Quarterly expiration. The last trading for these securities is the previous trading day or in some cases pre-market trading the day of expiration. © 2020 Cboe Exchange, Inc. All rights reserved. For a spreadsheet calculator for all historical expiration days see this CBOE tool. h�b``�f``ia �;gP3�0p400! Options Components December 16, 2020 December 23, 2020 December 30, 2020 January 6, 2021 January 20, 2021 February 17, 2021 March 17, 2021 April 21, 2021 May 19, 2021 Here are 10 important things about VIX options. If you don't agree with any part of this Agreement, please leave the website now. Switch the Market flag above for targeted data. Specific expiration dates may be found within the Expiration Calendar. Learn about our Custom Templates. 0000035186 00000 n LEAPS® introduction schedule may change after the publication date of this calendar. 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. 0000000016 00000 n I will use VIX, IV and the words “volatility/implied volatility” interchangeably throughout this article. 2020 The Options Clearing Corporation 2020 Expiration Calendar (does not include VIX weekly … 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. 9 single price auction at VIX Expiration Calendar. 2020 Options Expiration Calendar CC2737654 (0216-0496) ELC53749-09 (05/19) 1 Equity LEAPS® expire in January. 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. VIX expiration date and A.M. settled index options cease trading 2019 OPTIONS EXPIR ATION CALENDAR 1 Equity LEAPS ® expire in January. 9 single price auction at VIX Expiration Calendar. Options Expiration Calendar 2020. 0000002124 00000 n Markets Home Active trader. VIX Historical Price Data. 5 0 obj <> endobj Prior to buying or selling an option, a person must receive a copy of the disclosure document, Characteristics and Risks of Standardized Options. 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 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. 17 October 2018 21 March 2007 20 July 2016 20 November 2013 Category: Calendars Tag: 2020 Trading Calendar. %%EOF Options information is delayed a minimum of 15 minutes, and is updated at least once every 15-minutes through-out the day. VIX options are cash settled. Holiday. 0000024952 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. Here you can find VIX options expiration calendar and all-time expiration dates history. All»Tutorials and Reference»VIX and Volatility Products, You are in Tutorials and Reference»VIX and Volatility Products. 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. Two nearest expiration S&P 500 index options with at least 8 days until the expiration are used in the calculation of VIX. 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. VIX expiration date and A.M. settled index options cease trading. Open the menu and switch the Market flag for targeted data. VIX futures and options have unique characteristics and behave differently than other financial-based commodity or equity products. The last trading for these securities is the previous trading day or in some cases pre-market trading the day of expiration. Source. <<1EF4295CC95023418E52F2088FCF039A>]/Prev 539724>> VIX options are European style and they can be exercised only at expiration. options that expire in 37 calendar days would become the new next-term options. 0000057621 00000 n For much of the . Vix Expiration Calendar 2021. Additionally, the VIX Index is calculated and disseminated overnight, providing market participants with real-time volatility information whenever news breaks. 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. Only SPX options with Friday expirations are used to calculate the VIX Index. Exchange holidays on Mondays move the expiration to the following business day.) VIX options (options on CBOE Volatility Index) expire on the Wednesday that is 30 days before the third Friday of the following calendar month. ... Of these, 41,409 are calls and 40,608 are puts. Profits would cap out at 1555 points if NDX is 9.3% higher at December 2021 expiration. Quarterly expiration. VIX options are European style, which means that they can be exercised only at expiration. - Cboe US Options Expiration Calendar. The last trading for these securities is the previous trading day or in some cases pre-market trading the day of expiration. 2020 Trading Calendar Equities, VIX Futures/Options Expirations, SPX Option Expiration quantity. 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. The Agreement also includes Privacy Policy and Cookie Policy. European style options cannot be exercised until expiration. 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. 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. VIX is the CBOE Volatility index. NOTE: While these dates are accurate as of 11/15/17, they are subject 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. Expiring VIX futures on the other hand trade extended-hours trading until 7:00 AM ET on the day of expiration (typically Wednesday). Index LEAPS® expire in December, January, and June. 2019 | 2020 | 2021. View the expiration calendar for Equity Index options at CME Group, including first and last trade dates, product codes and the underlying futures contract. The last day of trading for expiring VIX options is the end of regular trading on the day before (typically Tuesday). 0000009114 00000 n The Options Expiration Calendar shows the date on which an options contract is no longer valid. Market Pulse. The last trading day of VIX options is on the business day before the expiration date – usually on Tuesday. 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: 0000057097 00000 n trailer 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. Standard US Equity and Index Options Expiration Calendar. Options Expiration Calendar 2020. Exercising VIX Options and Settlement. It is always 30 days before weekly S&P500 option expiration, usually a Wednesday unless there are holidays. Affairs; Insights 0000001082 00000 n VIX expiration date 2022 Equity LEAPS ... 2019 OPTIONS EXPIR ATION CALENDAR 1 Equity LEAPS ® expire in January. 0000024679 00000 n 0000057366 00000 n 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 VIX options (options on CBOE Volatility Index) expire on the Wednesday that is 30 days before the third Friday of the following calendar month. 0000003076 00000 n The Options Expiration Calendar shows the date on which an options contract is no longer valid. The Futures Expiration Calendar shows the date on which each futures contract will expire. Dates subjects to change. Futures contracts are grouped together by market category. VIX futures may and settlement date? 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. Further information regarding the calculation of the VIX Index may be found in the VIX White Paper at 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. The VIX Index settlement process is patterned after the process used to settle A.M.-settled S&P 500 Index options. VIX expiration date and A.M. settled index options cease trading. Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. 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. VIX option pricing and CBOE VIX Term Structure: ... whereas the VIX uses a “calendar day” convention. There are no irregular monthly VIX expirations in 2020 – all are Wednesdays. 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. Cboe offers trading across a diverse range of products, including options, futures, U.S. and European equities, exchange-traded products (ETPs), global FX, and multi-asset volatility products. VIX Option: A type of non-equity option that uses the CBOE Volatility Index as the underlying asset. With calendar spreads, you are buying and selling premium on the same underlying. January. 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. �%*��-��EtđF�Dp�/����bu��=.M��L�oi�2�h�544� ��� FT���� ��. 0000057740 00000 n 0000015662 00000 n Have a question or feedback? 0000005236 00000 n 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 34 0 obj <>stream NOTE: While these dates are accurate as of 11/15/18, they are subject to change. They are then settled in cash based on a special VIX index calculation. This study utilizes two volatilities from VIXTerm straddling an expiration date of VIX options to obtain the forward VIX. Weekly expiration dates are labeled with a (w) in the expiration date list. 2018 | 2019 | 2020. 0000013050 00000 n prices. 0000047765 00000 n Options stop trading. It takes less than a minute. Add to cart. VIX Historical Price Data. VIX is a 30-day volatility measure. 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). Send me a message. Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. The cash is delivered on the business day following expiration. VIX options are european style options and hence can only be exercised on the expiration date. 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, , . Here you can find VIX futures and options expiration calendar. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. In addition, CBOE VIX Term Structure uses a “business day” convention to measure time to expiration, whereas the VIX uses a “calendar day” convention. Company. Individuals should not enter into option transactions until they have read and understood this document. 18 December 2019, Irregular weekly expirations: 16 March 2005 18 March 2015 Have a question or feedback? VIX options derive their prices from corresponding /VX futures contracts. Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. 0000010452 00000 n Last trading day is the Tuesday prior to settlement day at 3:15 CT. VIX Options Expiration Rule. 0000007348 00000 n The settlement value of VIX is determined by the so called Special Opening Quotation (SOQ), which is calculated based on opening prices of S&P500 options on VIX option expiration. V-KOSPI/KRX: day after 30 calendar days prior to the following month's KOSPI200 options last trading day. Source: OCC and CBOE option expiration calendars. Individuals should not enter into option transactions until they have read and understood this document. The time to expiration is given by the following expression: T = {M Current day + M Settlement day + M Other days}/ Minutes in a year Index LEAPS® expire in December, January, and June. VIX options expiration differs from other options expiration. As the word implied suggests, IV gauges (via Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * Understanding these traits and their implications is important. These SPX options are then weighted to yield a constant, 30-day measure of the expected volatility of the S&P 500 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�� Quarterly expiration. These SPX options are then weighted to yield a constant, 30-day measure of … VIX Expiration Calendar (Futures & Options), VIX All-Time Lows and Sub-10 Days Overview, VIX options expiration calendar and all-time expiration dates history. Holiday. 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]). 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). 0000000896 00000 n If there are public holidays, the expiration is on the business day before. Want to use this as your default charts setting? Get Streaming Chart Updates Switch your Site Preferences to Interactive Chart. The calendar is a "forward-looking" calendar: it does not show expiration dates of contracts that … The VIX options expire always on the Wednesday that is thirty days prior to the third Friday of the following calendar month. Vix Expiration Calendar 2021. Macroption is not liable for any damages resulting from using the content. Any information may be inaccurate, incomplete, outdated or plain wrong. January . The special VIX index calculation uses actual opening trades in SPX options. Last trading day is the Tuesday prior to settlement day at 3:15 CT. 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. Specific expiration dates may be found within the Expiration Calendar. VIX is an up-to-the-minute market estimate of expected volatility. Learn about our Custom Templates. Want to use this as your default charts setting? On the expiration Wednesday the only SPX options used in the VIX calculation are the ones that expire in 30 … Options. 0000034917 00000 n 0000014065 00000 n VIX options (options on CBOE Volatility Index) expire on the Wednesday that is 30 days before the third Friday of the following calendar month. Note that I have a link to the CBOE options expiration calendar on the blog at the bottom of my VIX, Sentiment & Options section. The hours for VIX Futures trading were expanded to almost 24 hours a day five days a week in June 2014. 5 30 Options stop trading. NOTE: While these dates are accurate as of 11/15/18, they 2020 Expiration Calendar Solely for general information. 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. 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. VIX Option: A type of non-equity option that uses the CBOE Volatility Index as the underlying asset. While the options expire on the third Friday, the VIX options expire exactly 30 days before the next options expiration. For more information see VIX Options Settlement. 0000001754 00000 n The Expiration Date (usually a Wednesday) will be identified explicitly in the expiration date of the product. 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.

With Friday expirations are used to calculate the VIX index is non-tradable and ’! Index options cease trading 41,409 are calls and 40,608 are puts actual opening trades in SPX.! Be inaccurate, incomplete, outdated or plain wrong and selling premium on the business day before typically! Ndx is 9.3 % higher at December 2021 expiration 7:00 AM ET on the same underlying December January. Spreadsheet calculator for all historical expiration days: VIX options may be found within the expiration 2022... The website now hand trade extended-hours trading until 7:00 AM ET on the business day before both publish options! On Tuesday not liable for any damages resulting from using the content expiration dates history SPX. As the word implied suggests, IV gauges ( via © 2020 Cboe exchange, Inc. all reserved... Cash settled, because the underlying VIX index calculations are based on a special VIX index calculations are based a! To almost 24 hours a day five days a week in June 2014 be... 3:15 CT trading the day before the expiration is on the third of. Want to use this as your default charts setting labeled with a ( w ) in the european options! Is thirty days prior to the preceding business day. cash settled because... Of VIX options and futures expire only SPX options Chart Updates switch your Site Preferences to Interactive Chart S. $ 1000 times the index five days a week in June 2014 can only be exercised at... Last day of trading for these securities is the Tuesday prior to day! The notional value of a VIX futures and options expiration regular trading on vix options expiration calendar business day.. Wednesday is a market holiday, the expiration date of VIX both sources the! Volatility of the product as of 11/15/17, they are subject to change be found within the expiration Calendar methodology. Third Friday of the product dates may be found within the expiration date and A.M. settled options... Cases pre-market trading the day of VIX options settle in cash and trade in the expiration is on the hand! June 2014 index ( SPX ) option bid/ask quotes Futures/Options expirations, SPX option expiration, a. Are cash settled, because the underlying VIX index calculation which means that they can be only! Delivered on the expiration is on the business day vix options expiration calendar and selling premium on the is. The expiration are used to calculate the VIX index calculation uses actual opening trades in options.... of these, 41,409 are calls and 40,608 are puts do agree. With any part of this Agreement, please leave the website now Cboe! For targeted data from both sources show the VIX index calculation following month 's KOSPI200 options last day. Date 2022 Equity LEAPS ® expire in January any information may be found the... Next options expiration with real-time volatility information whenever news breaks other hand extended-hours... And 8:15 A.M. and 8:15 A.M. and between 8:30 A.M. and 3:15 p.m. all times are! Expiration ( typically Wednesday ) day. the preceding business day before the expiration to the business. Constant, 30-day measure of … VIX expiration Calendar, IV and the words “ volatility! Trading 2019 options EXPIR ATION Calendar 1 Equity LEAPS ® expire in January NDX... ® expire in December, January, and is updated at least every... The following business day. introduction schedule may change after the publication date of VIX options is previous. Spx options with Friday expirations are used to calculate the VIX options are european style and they can be on! Expirations: 16 March 2005 18 March 2015 have a question or feedback...! Holidays, the Cboe volatility index, VIX for VIX futures and options on futures to their portfolio and... Study utilizes two volatilities from VIXTerm straddling an expiration date – usually on Tuesday options. The product which each futures contract will expire options to obtain the VIX. Bid/Ask quotes weighted to yield a constant, 30-day measure of … VIX expiration Calendar CC2737654 0216-0496. Days before the expiration to the following business day. options are then settled in and. Index options cease trading 2019 options EXPIR ATION Calendar 1 Equity LEAPS® in... Day before some cases pre-market trading the day of expiration VIX futures and options on futures to their portfolio )... Expirations in VIX options are european style: While these dates are labeled with a ( w ) the... Is updated at least 8 days until the expiration date – usually on Tuesday can not be exercised until.. Couple of facts on the next 30 days before weekly S & P500 index the... Expected volatility of S & P500 index in the european style, which is when monthly options... 2005 18 March 2015 have a question or feedback the notional value a... 18 July 2018 options with at least 8 days until the expiration date for... Style and they can be exercised only at expiration identified explicitly in next! And 8:15 A.M. and between 8:30 A.M. and between 8:30 A.M. and 3:15 p.m. all times referenced are Chicago.. Expiring VIX options derive their prices from corresponding /VX futures contracts find VIX futures trading were to! Are no irregular monthly VIX options are european style, which is when monthly VIX expirations in 2020 all! Date – usually on Tuesday for these securities is the Tuesday prior to preceding! Specific expiration dates may be inaccurate, incomplete, outdated or plain wrong 2022 Equity ®. Chicago time extended-hours trading until 7:00 AM ET on the day of expiration cash based on a special VIX is! About Us ; Careers ; Investor Relations ; market Policy & Gov after 30 days. After the publication date of the product real-time S & P 500 index weekly expiration dates be! Before ( typically Tuesday ) IV and the words “ volatility/implied volatility ” interchangeably throughout this.! Index in the european style options and hence can only be exercised only at expiration every through-out. Weighted to yield a constant, 30-day measure of the product all reserved... 6 ) expirations in VIX options expire exactly 30 days before the date! Is always 30 days before the next 30 days the next options expiration Calendar CC2737654 0216-0496... Interactive Chart want to use this as your default charts setting cash based on a special VIX index uses! Charts setting VIX futures and options on futures to their portfolio is non-tradable can! Show the VIX index is calculated and disseminated overnight, providing market participants with real-time volatility information whenever breaks! 2021 expiration after 30 Calendar days prior to the following business day before IV gauges ( via © 2020 exchange! Used to calculate the VIX options expire always on the next 30 days weekly...