Vix options expiration. Below you can find VIX futures and options expiration calendar for and , as well as full VIX expiration dates history (). VIX Expiration Rules. Expiration dates are the same for VIX futures and VIX options. It is always 30 days before S&P option expiration (see why) – usually 30 days before the third.

Vix options expiration

VIX Index Expiration Settlement: How Does it Work?

Vix options expiration. VIX Options Expiration Rule. VIX options (options on CBOE Volatility Index) expire on the Wednesday that is 30 days before the third Friday of the following calendar month. If there are public holidays, the expiration is on the business day before.

Vix options expiration

Upcoming expiration dates for monthly VIX options and futures—they expire at market open on the same days can be found here. The settlement price is not the same as the VIX open price. If settlement process involves actual trade prices, not the mid-price quotes used in the VIX calculation process so the ultimate settlement price can be significantly different from the VIX open price.

The last day of trading for expiring VIX options is the end of regular trading on the day before typically Tuesday.

Expiring VIX futures on the other hand trade in extended hours trading until 7: See this post for thirteen things you should know about trading VIX options. The VIX and volatility futures do approximate each other on their expiration date see below for the discussion on VRO , but otherwise the volatility futures can be lower or higher than the VIX. This is the approximate VIX futures price that underly those options.

Volatility ETN products e. See Volatility Tickers for a full list. These quotes have their own symbol and are printed sometime after opening—usually a few minutes after, but it can take an hour or two to achieve a settlement.

For a spreadsheet calculator for all historical expiration days see this CBOE tool. Hello Vance, and thank you for the excellent blog. There is a typo in your data above, VRO for November expiration is Yet another great article from Vance.

I have tried to find that many times but I can only find the most recent ones. The CBOE essentially did a Thanks for finding that CBOE page. Thanks for the heads up on the November VRO value.

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It is not intended as advice to buy or sell any securities. I am not a registered investment adviser. Please do your own homework and accept full responsibility for any investment decisions you make.


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