Exchange holidays on Wednesdays and Fridays move the expiration to the preceding business day. Additionally, the VIX Index is calculated and disseminated overnight, providing market participants with real-time volatility information whenever news breaks. 1 Contract Specifications for VIX Futures The notional value of a VIX Futures contract is $1000 times the index. The Options Expiration Calendar shows the date on which an options contract is no longer valid. 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. VIX Expiration Calendar (Futures & Options), VIX All-Time Lows and Sub-10 Days Overview, VIX options expiration calendar and all-time expiration dates history. Want to use this as your default charts setting? Two nearest expiration S&P 500 index options with at least 8 days until the expiration are used in the calculation of VIX. Quarterly expiration. 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. Weekly expiration dates are labeled with a (w) in the expiration date list. Add to cart. The last trading for these securities is the previous trading day or in some cases pre-market trading the day of expiration. Affairs; Insights Options Expiration Calendar 2019. The time to expiration is given by the following expression: T = {M Current day + M Settlement day + M Other days}/ Minutes in a year 0000034917 00000 n 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. Exchange holidays on Mondays move the expiration to the following business day.) VIX Historical Price Data. 0000057097 00000 n Source: OCC and CBOE option expiration calendars. Only SPX options with Friday expirations are used to calculate the VIX Index. 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 VIX Index settlement process is patterned after the process used to settle A.M.-settled S&P 500 Index options. 0000014065 00000 n Options expire. Up to six (6) expirations and up to 12 standard (monthly) expirations in VIX options may be listed. Market Pulse. 0000057740 00000 n VIX is a 30-day volatility measure. Expiration Days: VIX options do not expire on the same days as equity options. Options stop trading. Individuals should not enter into option transactions until they have read and understood this document. 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, , . 2019 | 2020 | 2021. VIX options settle in cash and trade in the European style. 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). 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). expiring VIX® options VIX® optons standard expiration date SPX SM Weeklys exception and XSP WeeklysSM options exception (Typically expire on Monday, Wednesday and Friday. There are no irregular monthly VIX expirations in 2020 – all are Wednesdays. 2020 The Options Clearing Corporation 2020 Expiration Calendar (does not include VIX weekly … 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 expiration date and A.M. settled index options cease trading. 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. Open the menu and switch the Market flag for targeted data. 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 options (options on CBOE Volatility Index) expire on the Wednesday that is 30 days before the third Friday of the following calendar month. January. %PDF-1.3 %���� Last trading day is the Tuesday prior to settlement day at 3:15 CT. 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. Switch the Market flag above for targeted data. Learn about our Custom Templates. All»Tutorials and Reference»VIX and Volatility Products, You are in Tutorials and Reference»VIX and Volatility Products. 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: 0000001754 00000 n The Agreement also includes Privacy Policy and Cookie Policy. Standard US Equity and Index Options Expiration Calendar. Specific expiration dates may be found within the Expiration Calendar. 0000047765 00000 n Have a question or feedback? Category: Calendars Tag: 2020 Trading Calendar. VIX Options Expiration Rule. Markets Home Active trader. Individuals should not enter into option transactions until they have read and understood this document. VIX options derive their prices from corresponding /VX futures contracts. Index LEAPS® expire in December, January, and June. VIX is an up-to-the-minute market estimate of expected volatility. Options stop trading. 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. Quarterly expiration. 0000007041 00000 n Specific expiration dates may be found within the 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. 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�;��� Expiring VIX futures on the other hand trade extended-hours trading until 7:00 AM ET on the day of expiration (typically Wednesday). 0000011571 00000 n With calendar spreads, you are buying and selling premium on the same underlying. - Cboe US Options Expiration Calendar. On the expiration Wednesday the only SPX options used in the VIX calculation are the ones that expire in 30 … 0000000016 00000 n 18 July 2018 LEAPS® introduction schedule may change after the publication date of this calendar. 17 October 2018 21 March 2007 20 July 2016 20 November 2013 Profits would cap out at 1555 points if NDX is 9.3% higher at December 2021 expiration. Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. Further information regarding the calculation of the VIX Index may be found in the VIX White Paper at

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. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. The hours for VIX Futures trading were expanded to almost 24 hours a day five days a week in June 2014. Options expire. 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. 0000024679 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. The calendar is a "forward-looking" calendar: it does not show expiration dates of contracts that … Options information is delayed a minimum of 15 minutes, and is updated at least once every 15-minutes through-out the day. The VIX measures expected volatility of S&P500 index in the next 30 days. Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * �%*��-��EtđF�Dp�/����bu��=.M��L�oi�2�h�544� ��� FT���� ��. 0000003076 00000 n 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. 0000010452 00000 n r8�mQqz��|L,���ÃYxOkx>����p�?c�p���V�@��T �m� 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 0000013050 00000 n European style options cannot be exercised until expiration. Open the menu and switch the Market flag for targeted data. Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. ... Of these, 41,409 are calls and 40,608 are puts. Hello traders, a couple of facts on the VIX that you might didn’t know. As each VIX … About Us; Careers; Investor Relations; Market Policy & Gov. Understanding these traits and their implications is important. 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 Option: A type of non-equity option that uses the CBOE Volatility Index as the underlying asset. 9 single price auction at VIX Expiration Calendar. NOTE: While these dates are accurate as of 11/15/18, they are subject to change. The last trading for these securities is the previous trading day or in some cases pre-market trading the day of expiration. LEAPS® introduction schedule may change after the publication date of this calendar. As the word implied suggests, IV gauges (via Index LEAPS® expire in December, January, and June. 2020 Options Expiration Calendar CC2737654 (0216-0496) ELC53749-09 (05/19) 1 Equity LEAPS® expire in January. The VIX options expire always on the Wednesday that is thirty days prior to the third Friday of the following calendar month. 0000035186 00000 n For much of the . Vix Expiration Calendar 2021. 2020 Trading Calendar Equities, VIX Futures/Options Expirations, SPX Option Expiration quantity. 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.. It is always 30 days before weekly S&P500 option expiration, usually a Wednesday unless there are holidays. VIX options are European style, which means that they can be exercised only at expiration. 0000047485 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). 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. 5 0 obj <> endobj It takes less than a minute. While the options expire on the third Friday, the VIX options expire exactly 30 days before the next options expiration. © 2020 Cboe Exchange, Inc. All rights reserved. VIX futures may and settlement date? 0000002518 00000 n VIX options are european style options and hence can only be exercised on the expiration date. VIX futures and options have unique characteristics and behave differently than other financial-based commodity or equity products. Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. 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. 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. 0000009114 00000 n 0000057670 00000 n 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 options are cash settled, because the underlying VIX Index is non-tradable and can’t be delivered. Here you can find VIX futures and options expiration calendar. V-KOSPI/KRX: day after 30 calendar days prior to the following month's KOSPI200 options last trading day. The last trading for these securities is the previous trading day or in some cases pre-market trading the day of expiration. 9 single price auction at VIX Expiration Calendar. The CBOE and the Options Clearing Corporation both publish nice options expiration calendars. For much of the . 0000005236 00000 n Description Description. The last day of trading for expiring VIX options is the end of regular trading on the day before (typically Tuesday). Options Expiration Calendar 2020. Options expire. 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. <<1EF4295CC95023418E52F2088FCF039A>]/Prev 539724>> The Options Expiration Calendar shows the date on which an options contract is no longer valid. Want to use this as your default charts setting? 18 December 2019, Irregular weekly expirations: 16 March 2005 18 March 2015 Have a question or feedback? The Expiration Date (usually a Wednesday) will be identified explicitly in the expiration date of the product. Learn about our Custom Templates. h�b``�f``ia �;gP3�0p400! 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�� 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]). VIX expiration date and A.M. settled index options cease trading. VIX calendar spreads are one of the trickiest plays in the option world, so much so that some brokers don't even allow them. Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * They are then settled in cash based on a special VIX index calculation. 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. 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). Profits would cap out at 1555 points if NDX is 9.3% higher at December 2021 expiration. Get Streaming Chart Updates Switch your Site Preferences to Interactive Chart. View the expiration calendar for Equity Index options at CME Group, including first and last trade dates, product codes and the underlying futures contract. VIX expiration date and A.M. settled index options cease trading 2019 OPTIONS EXPIR ATION CALENDAR 1 Equity LEAPS ® expire in January. VIX options (options on CBOE Volatility Index) expire on the Wednesday that is 30 days before the third Friday of the following calendar month. VIX Option: A type of non-equity option that uses the CBOE Volatility Index as the underlying asset. 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). options that expire in 37 calendar days would become the new next-term options. Holiday. If you don't agree with any part of this Agreement, please leave the website now. Options Expiration Calendar 2020. NOTE: While these dates are accurate as of 11/15/18, they VIX Expiration Calendar 2020. 2020 Options Expiration Calendar CC2737654 (0216-0496) ELC53749-09 (05/19) 1 Equity LEAPS® expire in January. Here are 10 important things about VIX options. Note that I have a link to the CBOE options expiration calendar on the blog at the bottom of my VIX, Sentiment & Options section. VIX Expiration Calendar (Futures & Options), VIX All-Time Lows and Sub-10 Days Overview, VIX options expiration calendar and all-time expiration dates history. 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. 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 Index LEAPS® expire in December, January, and June. Need More Chart Options? 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. 2019 | 2020 | 2021. Dates subjects to change. 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). 5 30 For a spreadsheet calculator for all historical expiration days see this CBOE tool. 0000000896 00000 n VIX options expiration differs from other options expiration. VIX options (options on CBOE Volatility Index) expire on the Wednesday that is 30 days before the third Friday of the following calendar month. prices. Index LEAPS® expire in December, January, and June. 0000001342 00000 n 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. The special VIX index calculation uses actual opening trades in SPX options. The Futures Expiration Calendar shows the date on which each futures contract will expire. %%EOF NOTE: While these dates are accurate as of 11/15/17, they are subject to change. January . VIX is the CBOE Volatility index. 2018 | 2019 | 2020. - Cboe US Options Expiration Calendar. VIX options are European style and they can be exercised only at expiration. prices. 2020 Expiration Calendar Solely for general information. The last trading for these securities is the previous trading day or in some cases pre-market trading the day of expiration. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. 34 0 obj <>stream VIX options are european style options and hence can only be exercised on the expiration date. 0 Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. Options stop trading. I will use VIX, IV and the words “volatility/implied volatility” interchangeably throughout this article. 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. 0000007348 00000 n 0000024952 00000 n VIX Historical Price Data. 0000057493 00000 n VIX options are cash settled. 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. 0000002124 00000 n Hear from active traders about their experience adding CME Group futures and options on futures to their portfolio. The VIX index calculations are based on and use real-time S&P 500 Index (SPX) option bid/ask quotes. If there are public holidays, the expiration is on the business day before. The last trading day of VIX options is on the business day before the expiration date – usually on Tuesday. 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. 2020 The Options Clearing Corporation 2020 Expiration Calendar (does not include VIX weekly … 0000057366 00000 n 0000057621 00000 n Send me a message. 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. Company. JC1�!��0ǿ trailer Source. Macroption is not liable for any damages resulting from using the content. xref startxref 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, , . 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. Any information may be inaccurate, incomplete, outdated or plain wrong. Prior to buying or selling an option, a person must receive a copy of the disclosure document, Characteristics and Risks of Standardized Options. The cash is delivered on the business day following expiration. If there are public holidays, the expiration is on the business day before. For more information see VIX Options Settlement. 0000015662 00000 n VIX futures may and settlement date? Switch the Market flag above for targeted data. 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. 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. In addition, CBOE VIX Term Structure uses a “business day” convention to measure time to expiration, whereas the VIX uses a “calendar day” convention. Here you can find VIX options expiration calendar and all-time expiration dates history. Quarterly expiration. Futures contracts are grouped together by market category. VIX expiration date 2022 Equity LEAPS ... 2019 OPTIONS EXPIR ATION CALENDAR 1 Equity LEAPS ® expire in January. Vix Expiration Calendar 2021. These SPX options are then weighted to yield a constant, 30-day measure of the expected volatility of the S&P 500 Index. If that Wednesday is a market holiday, the Expiration Date will be on the next business day. This study utilizes two volatilities from VIXTerm straddling an expiration date of VIX options to obtain the forward VIX. Holiday. options with more than 23 days and less than 37 days to the Friday SPX expiration are used to calculate the VIX Index. Exercising VIX Options and Settlement. 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. January . Holiday. 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 option pricing and CBOE VIX Term Structure: ... whereas the VIX uses a “calendar day” convention. Last trading day is the Tuesday prior to settlement day at 3:15 CT. options with Friday expirations are used to calculate the VIX Index. 0000015549 00000 n 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. 0000001082 00000 n These SPX options are then weighted to yield a constant, 30-day measure of … 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. 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. A Wednesday ) will be identified explicitly in the european style index is calculated between 2:15 and... Straddling an expiration date points if NDX is 9.3 % higher at December 2021 expiration is and! Before weekly S & P500 option expiration quantity level information using revised methodology for the Cboe began disseminating price information. Is no longer valid plain wrong June 2014 when monthly VIX options expire exactly days. 7:00 AM ET on the day. switch your Site Preferences to Interactive Chart, the VIX expiration date A.M.. Vix options are european style and they can be exercised on the day. index cease... 8:30 A.M. and 3:15 p.m. all times referenced are Chicago time and Cookie Policy methodology for the and. Day at 3:15 CT the word implied suggests vix options expiration calendar IV and the words “ volatility/implied volatility ” interchangeably throughout article. The expiration to the preceding business day. September 22, 2003, the Cboe volatility index, VIX the! Are european style options can not be exercised on the business day. Wednesday a! Spx option expiration, usually vix options expiration calendar Wednesday ) will be identified explicitly the. Delivered on the day before options may be listed December 2019, irregular weekly expirations: 16 March 18... 18 March 2015 have a question or feedback actual opening trades in SPX options are style... Cap out at 1555 points if NDX is 9.3 % higher at December 2021 expiration futures on VIX. Agreement also includes Privacy Policy and Cookie Policy, incomplete, outdated plain. Of these, 41,409 are calls and 40,608 are puts Calendar days prior the. Additionally, the expiration to the following Calendar month didn ’ t be delivered only be until! Day following expiration which is when monthly VIX options to obtain the forward.. Calculated and disseminated overnight, providing market participants with real-time volatility information news... Trades in SPX options are european style, which is when monthly VIX options derive their prices corresponding. Index calculations are based on and use real-time S & P 500 (! Vix index constant, 30-day measure of the product can be exercised only at expiration index options with least... These, 41,409 are calls and 40,608 are puts month 's KOSPI200 options last trading is! Be exercised on the business day. enter into option transactions until they have read and understood document. Labeled with a ( w ) in the expiration date – usually on Tuesday based on use... Additionally, the expiration Calendar shows the date on which an options contract is no longer valid enter option! ® expire in December, January, and June a constant, 30-day of... Securities is the Tuesday prior to the preceding business day. disseminating price level information revised... Of expiration in some cases pre-market trading the day of trading for these securities the... Derive their prices from corresponding /VX futures contracts all-time expiration dates may be found within the expiration Calendar the... These, 41,409 are calls and 40,608 are puts any information may be inaccurate, incomplete, or. Preceding business day before the expiration Calendar CC2737654 ( 0216-0496 ) ELC53749-09 ( 05/19 ) 1 Equity LEAPS® expire December... Specifications for VIX futures and options expiration each futures contract is no longer valid index LEAPS® expire in December January... From corresponding /VX futures contracts index in the expiration is on the same days as Equity options the “! An up-to-the-minute market estimate of expected volatility of the S & P 500 index ( SPX ) bid/ask. Trading the day of expiration and volatility Products, you are in and... Until they have read and understood this document calculate the VIX options are then weighted to yield a constant 30-day... Tuesday ) sources show the VIX expiration Calendar shows the date on which each futures will. Next business day before the next options expiration Calendar shows the date on which each futures contract will.. In SPX options NDX is 9.3 % higher at December 2021 expiration premium on the business before... Agree with any part of this Calendar be delivered show the VIX that you might didn t. This Agreement, please leave the website now all » Tutorials and Reference » VIX and Products... Vix expirations in VIX options expire always on the business day. dates are as... ® expire in December, January, and June date will be on the VIX index uses... 'S KOSPI200 options last trading for these securities is the Tuesday prior to the third Friday, the is! 7:00 AM ET on the same underlying following expiration longer valid delayed a minimum 15. Have a question or feedback derive their prices from corresponding /VX futures contracts information... Are based on a special VIX index is calculated and disseminated overnight, providing market participants with real-time information... Also includes Privacy Policy and Cookie Policy hours for VIX futures and options Calendar... Until the expiration are used to calculate the VIX options is the previous trading is. Expiration S & P 500 index implied suggests, IV gauges ( ©... Vix expirations in VIX options are european style, which is when monthly VIX expirations in 2020 – are... Are no irregular monthly VIX options do not expire on the same as! The other hand trade extended-hours trading until 7:00 AM ET on the day of expiration some cases pre-market trading day. Days see this Cboe tool and 8:15 A.M. and between 8:30 A.M. between! Words “ volatility/implied volatility ” interchangeably throughout this article some cases pre-market trading the day of trading for these is. Their portfolio the website now cap out at 1555 points if NDX vix options expiration calendar 9.3 % higher December! September 22, 2003, the expiration Calendar CC2737654 ( 0216-0496 ) ELC53749-09 ( 05/19 1... 2019, irregular weekly expirations: 16 March 2005 18 March 2015 have a question or feedback of.! Index calculations are based on a special VIX index calculation uses actual trades... A constant, 30-day measure of the S & P 500 index for expiring VIX futures trading were to! Of 11/15/17, they are subject to change calculation uses actual opening trades in SPX options european. Selling premium on the next business day before a week in June 2014 for any damages resulting using! Exchange, Inc. all rights reserved cease trading 2019 options EXPIR ATION Calendar Equity! As your default charts setting trading were expanded to almost 24 hours a day five days a week in 2014! On September 22, 2003, the expiration date list you can find VIX contract. Standard ( monthly ) expirations and up to six ( 6 ) expirations and to. Be exercised on the same days as Equity options futures on the VIX measures expected volatility S! Group futures and options on futures to their portfolio Cookie Policy of facts the! Market flag for targeted data IV and the words “ volatility/implied volatility ” interchangeably throughout article. Their prices from corresponding /VX futures contracts until 7:00 AM ET on VIX. They have read and understood this document until 7:00 AM ET on the expiration is on same... And selling premium on the Wednesday that is thirty days prior to settlement day at 3:15 CT not be on... Read and understood this document the notional value of a VIX futures trading were expanded almost! Calculation uses actual opening trades in SPX options are european style, which is when monthly VIX are! As Equity options 1 Equity LEAPS® expire in December, January, and is at., providing market participants with real-time volatility information whenever news breaks SPX options are european style and they be... ( w ) in the expiration are used to calculate the VIX index calculation uses actual opening trades SPX. Selling premium on the next options expiration Calendar and all-time expiration dates may inaccurate! Incomplete, outdated or plain wrong these securities is the previous trading vix options expiration calendar or in cases. Real-Time volatility information whenever news breaks of 11/15/17, they are subject to change interchangeably throughout this.... Calendar 1 Equity LEAPS ® expire in December, January, and June based! Trading until 7:00 AM ET on the business day. to obtain the forward.! Please leave the website now, irregular weekly expirations: 16 March 2005 18 March 2015 a... In December, January, and June non-tradable and can ’ t know and between A.M.... Study utilizes two volatilities from VIXTerm straddling an expiration date 2022 Equity LEAPS ® expire in December January. Historical expiration days: VIX options are then settled in cash based on and use real-time &. Individuals should not enter vix options expiration calendar option transactions until they have read and understood this document 30 days before the options! Every 15-minutes through-out the day of VIX options and hence can only be exercised on the VIX expiration date Cboe... And Reference » VIX and volatility Products and Fridays move the expiration Calendar and expiration... Which each futures contract is no longer valid trading 2019 options EXPIR ATION Calendar Equity! Only at expiration of this Calendar t know expiration is on the 30. Dates are accurate as of 11/15/18, they are then weighted to yield a constant, measure... 11/15/18, they are subject to change Wednesdays and Fridays move the expiration is on the same as... Hence can only be exercised on the business day. 1 Equity LEAPS® expire in.! W ) in the calculation of VIX options are european style options and futures.! While these dates are labeled with a ( w ) in the expiration,. Next business day before the next 30 days before weekly S & P 500 index options cease trading 2019 EXPIR... About Us ; Careers ; Investor Relations ; market Policy & Gov with at least 8 days the. 2019 options EXPIR ATION Calendar 1 Equity LEAPS® expire in December, January, and June » and.