This post will be detailing a process to create a VIX term structure from freely available CBOE VIX settlement data and a calendar of freely obtainable VIX expiry dates. The DSP for a Mini Cboe Volatility Index (“VXM”) futures contract is the DSP of the VX futures contract that has the same final settlement date as the VXM futures contract. Settlement Date for a futures contract with the “VX” ticker symbol followed by a number denoting the specific week of a calendar year is on the Wednesday of the week specifically denoted in the ticker symbol. Why: March 2008 S&P500 option expiration was on Thursday 20 March due to Good Friday holiday. 21 November 2007 18 October 2006 22 March 2006 20 August 2014 For … The final settlement date is 30 days before the third Friday of the following month. 24 November 2015 (Tuesday) Instead, VIX options are priced to the volatility future with the same settlement date. Have a question or feedback? Click here for details. Generally, VIX futures contracts expire on Wednesday with the last trading day falling on a Tuesday. Any information may be inaccurate, incomplete, outdated or plain wrong. 19 July 2006 In the expiration calendars and history on this page, there is a notice whenever an expiration is irregular and not a Wednesday (typically due to holidays). First, when there are multiple markets with dierent price elasticities, manipulation is more feasible than in a single market. Process Changes to SPX Opening on VIX Options and Futures Settlement Dates During Extreme Market Conditions . Expiration day (final settlement): Tuesday 19 March 2019 Last full trading day: Monday 18 March 2019 Why: April 2019 S&P500 option expiration was on Thursday 19 April due to Good Friday holiday. 18 May 2011 20 July 2022 The VIX components include near- and next-term puts and calls with at least 23 days, but less than 37 days, until the expiration date. 2 June 2020 © 2020 Cboe Exchange, Inc. All rights reserved. The Agreement also includes Privacy Policy and Cookie Policy. 19 July 2017 For standard US equity, index and ETF options (including options on VIX ETFs and ETNs) see: Standard US Equity and Index Options Expiration Calendar, 20 January 2021 17 November 2010 17 October 2018 The VIX Settlement Process ... using opening prices of constituent SPX or SPX Weeklys options that expire 30 days after the relevant VIX expiration date. 18 August 2021 The last trading day of VIX options is on the business day before the expiration date – usually on Tuesday. VXX tracks the performance of VIX, but offers different expirations (weekly ETF settlement dates like Friday/Saturday rather than the Wednesday of monthly futures), and tracks it at about a 50% level. This has applications for volatility trading strategies. Settlement occurs within a short period of time based on the SPX options pre-open auction. 16 December 2015. 16 July 2014 Update – VWAP Calculation for VX Futures Daily Settlement Prices Effective January 25, 2021, Cboe Futures Exchange, LLC (“CFE”) plans to begin using a volume weighted average price (VWAP) calculation to determine the daily settlement prices (“DSPs”) for standard-sized Cboe Volatility Index (“VX”) futures, subject to regulatory review. 18 December 2019, 24 December 2019 (Tuesday) 16 March 2011 16 July 2008 The grave of the Lady of Vix, dating to circa 500 BC, had never been disturbed and thus contained remarkably rich grave offerings. 13 February 2019 21 March 2012 VIX futures show the market’s estimate of the value of the VIX Index on various expiration dates in the future. … 16 April 2014 17 June 2020 22 October 2014 These include SPX options with “standard” 3rd Friday expiration dates and “weekly” SPX options that expire every Friday, except the 3rd Friday of each month. View stock market news, stock market data and trading information. 15 November 2006 Forward VIX … 21 November 2012 View stock market news, stock market data and trading information. 16 May 2007 Cboe® Volatility Index ( VIX ... to a Friday SPX expiration date. 17 May 2017 2 June 2020 (Tuesday, due to 3 July exchange holiday, 4 July on Saturday) 21 July 2010 20 July 2016 18 May 2016 22 August 2007 The first weekly VIX expiration was on 5 August 2015. See the extent of the contango or backwardation. The final settlement value for VIX futures is disseminated using the ticker VRO. 31 December 2019 (Tuesday, due to New Year’s Day on Wednesday) 19 August 2015 15 February 2012 16 May 2012 CBOE VIX futures are settled at the open, always thirty days before a final settlement of S&P 500 options (SPX). Porem ipsum dolor sit amet, ctetur adip isicing elit, sed do … 22 July 2020 19 April 2006 Expiration day (final settlement): Tuesday 19 March 2019 21 July 2021 16 April 2008 23 November 2021 (Tuesday, due to exchange holiday on the Friday before Christmas Day). 17 December 2008, 21 January 2009 If there is no trade … VIX futures expiration is therefore usually on Wednesday (unless there’s public holiday interfering with the regular … 16 October 2019 View and download daily, weekly or monthly data to help your investment decisions. Last trading day: Monday 17 March 2014 As an example, consider the following VIX futures contracts: First-Month VIX Future: 15 Days to Settlement / Current Price of 15 Second-Month VIX Future: 45 Days to Settlement / Current Price of 16 In this particular scenario, the S&P 500 VIX Short-Term Futures Index would use a 50% weighting in each VIX futures contract to come up with the 30-day VIX futures contract: Irregular weekly expirations (all are Tuesdays): 10 March 2020 In other words, if the VIX monthly futures have an 8% jump, expect about 4% for VXX monthlies. 18 June 2014 17 September 2008 The results also show that relative TAS liquidity supply is increasing in volatility, which we argue is because TAS helps limit order traders from being picked off by informed … Expiration day (final settlement): Tuesday 18 March 2014 19 December 2012, 16 January 2013 15 June 2016 The Vix Grave is a burial mound near the village of Vix in northern Burgundy.The broader site is a prehistoric Celtic complex from the Late Hallstatt and Early La Tène periods, consisting of a fortified settlement and several burial mounds.. Generally, VIX futures contracts expire on Wednesday with the last trading day falling on a Tuesday. 23 February 2016 (Tuesday, due to Good Friday) In such case, the Cboe options will follow the SPX opening process outlined below. Sep. 02 - Oct. … 3 July 2018 (Tuesday), 16 January 2019 20 October 2021 As a result, longer-term options on the VIX are less sensitive to changes implied volatility. So, if you own a 15 call on the VIX and the VIX Index spikes to 30, you can't exercise your option to buy VIX shares at 15 to sell them at 30. VIX derivatives, such as futures and options, expire on the third or fourth Wednesday of every month and their final value is determined by the VIX’s monthly settlement… The Female Body Shape Men Find Most Attractive November 21 2017. 21 August 2013 FAQS. The final settlement date for VXM futurewill be on the Wednesday that is 30 days prior to the third s Friday of the calendar month immediately following the month in which the contract expires. The VIX futures contracts are based on the market’s estimates of the value of the VIX Index on various expiration dates in the future. 17 October 2012 Last trading day: Friday 15 February 2008 19 August 2009 VIX derivatives are cash settled. Expiration day (final settlement): Tuesday 19 February 2008 March 2019 VIX Expiration. The grave of the Lady of Vix, dating to circa 500 BC, had never been disturbed and thus contained remarkably rich grave offerings. 15 April 2015 15 February 2017 1 December 2015 (Tuesday, due to New Year’s Day on Friday) 17 April 2019 Way Female Body Shape Men Find Most Attractive November 21 2017. Irregular weekly VIX expirations in 2021: 2 March 2021 (Tuesday, 30 days before weekly S&P500 option expiration on Thursday 1 April 2021, one day earlier than usual due to Good Friday holiday on 2 April 2021) 22 March 2017 20 March 2013 This has applications for volatility trading strategies. January 23 2019. 2) VIX options settle to a Special Opening Quotation (SOQ) under the ticker symbol VRO. Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * 19 February 2014 14 July 2004 CBOE VIX futures are cash-settled and so, unlike futures on commodities, there's no physical delivery. Harness it to seek diversification, hedge or capitalize on volatility or efficiently generate income. Special Opening Quotation (“SOQ”) of the VIX Index that is calculated for the VX future with the same final settlement date. 17 October 2007 3 July 2018 (Tuesday, due to 4 July on Wednesday) 22 July 2015 Forward VIX vs Spot VIX View and … Seek to capitalize on upward and downward market moves. 21 April 2010 So this post, as has been the usual for … The risks of VIX futures. 19 June 2013 VIX Settlement Series; Volatility Settlement EOI; Data; Market Statistics; US Futures; Volatility Settlement EOI ; Expected Opening Information for Volatility Derivatives Settlement. 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 … VIX Historical Price Data. Just like the equity futures, the settlement is by cash rather than an exchange of the underlying asset. In expiration calendars and history on this page, weekly expirations are only listed if irregular (not a Wednesday). 19 December 2018, 27 February 2018 (Tuesday) 20 April 2011 Once each week, the SPX options used to calculate the VIX Index “roll” to new contract maturities. Final Settlement Prices. 18 April 2012 21 August 2019 Full monthly expiration cycle starts in October 2005 (the last gap is September 2005). Find the latest information on CBOE Volatility Index (^VIX) including data, charts, related news and more from Yahoo Finance The final settlement value for VIX futures is disseminated using the ticker VRO. We populate the date index with the backward fill method to make it easy to calculate the time to settlement. The final settlement date is 30 days before the third Friday of the following month. often referred to by its ticker symbol, VRO — provides the settlement price for the VIX derivatives expiring on that date. 10 March 2020 (Tuesday, due to Good Friday) The ticker symbol for the VIX futures is VX, with some brokers using other tickers such as VIX or VI. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. 17 September 2014 17 February 2021 Settlement Process 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. The cash settlement amount on the Final Settlement Date shall be the final mark to market amount against the final settlement value of the VIX futures multiplied by $1000.00. Please select from the links below for VIX historical data: Click here for the most recent VIX, VXO, and VXN Open, High, Low and Close data. The settlement price is listed under the VRO ticker and reflects the result of a process managed by the CBOE. Weekly VIX options started trading on 8 October 2015. The sample consists of the settlement dates from January 2008 to April 2015. 22 December 2010, 19 January 2011 19 February 2008 (Tuesday – see notes at the bottom of this list) 22 August 2012 Portfolio Hedging. Retrieve and display historical VIX term structures all with a simple and intuitive interface. 21 March 2018 18 February 2015 On settlement date, your account will simply be credited or debited the difference between your purchase (or sale) price and the settlement price. The last trading day for VIX Futures is the day before settlement so a contract that is due to expire on Wednesday morning will cease trading … 20 November 2019 The holidays always affect the VIX expiration 30 days prior. Expiring options cease trading at close of the regular trading session the day before. 21 September 2011 18 April 2018 CBOE VIX futures are settled at the open, always thirty days before a final settlement of S&P 500 options (SPX). Why: April 2014 S&P500 option expiration was on Thursday 17 April due to Good Friday holiday. 16 June 2004 Upcoming expiration dates for monthly VIX options and futures—they expire at market open on the same days can be found in this free spreadsheet. 13 October 2004 18 May 2022 18 May 2005 As a result, longer-term options on the VIX are less sensitive to changes implied volatility. 21 December 2022, Source: Macroption estimate, not yet confirmed by CBOE. It is always 30 days before weekly S&P500 option expiration, usually a Wednesday unless there are holidays. 21 May 2008 Regarding the VIX futures, the current chain RIC for VIX Futures on CBOE is <0#VX:> and prior to 10th Sep 2012 it was <0#VX:VE>. Only SPX options with Friday expirations are used to calculate the VIX Index. The number in the “Settle” column is the final settlement value of the futures contract. 21 September 2022 Last full trading day: Monday 18 March 2019 A key question in the MDL may be whether the plaintiffs can establish that the trad- ing activity alleged to have “moved” the settlement price on the date in question was artificial, as opposed to reflecting an economically sensible trading or hedging strategy. For more information about those differences, refer to the section below titled “The Calculation of the Final Settlement Value for VIX Derivatives.” Where § Please see “More than you ever wanted to know about volatility swaps” by Kresimir Demeterfi, Emanuel Derman, Michael Kamal and Joseph … 19 September 2018 16 November 2011 VIX | A complete CBOE Volatility Index index overview by MarketWatch. 13 February 2013 Send me a message. 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.. Expiration day (final settlement): Tuesday 15 March 2022 Last full trading day: Monday 14 March 2022 Expectedly, futures contracts were created for the CBOE’s Volatility Index (VIX) by the Cboe Futures Exchange in 2004 to provide market participants with a way to bet on the expected market volatility. In light of current market events, there is a possibility of extreme market conditions leading into the opening of S&P 500 Index (SPX) options on the settlement day for VIX options and VIX … Unlike other commodity contracts, there is no physical settlement for the VIX. 21 December 2016, 18 January 2017 17 February 2010 Unlike other commodity contracts, there is no physical settlement for the VIX. 15 September 2021 VIX futures and options may provide market participants with flexibility to hedge a portfolio, employ strategies in an effort to generate returns from relative pricing differences, or express a bullish, bearish or neutral outlook for broad market implied volatility. This post will be detailing a process to create a VIX term structure from freely available CBOE VIX settlement data and a calendar of freely obtainable VIX expiry dates. 15 March 2022 (Tuesday, due to Good Friday on 15 April 2022) 18 March 2020 In other words, if the VIX monthly futures have an 8% jump, expect about 4% for VXX monthlies. 17 July 2019 The last day of trading for expiring VIX options is the end of regular trading on the day before (typically Tuesday). To measure the time to settlement, we import the custom data of the VIX futures expiration dates from 2011 to 2018. Cours Certificat VIX LEVOPENS (21W5S) DE000SB52Y63 et les informations boursières de la cotation sur le marché EURONEXT ACCESS PARIS. 19 June 2019 It is derived from opening prices or quotes of S&P500 options that are used for VIX calculation at the open on VIX options expiration date. 22 October 2008 16 June 2010 The Vix Grave is a burial mound near the village of Vix in northern Burgundy.The broader site is a prehistoric Celtic complex from the Late Hallstatt and Early La Tène periods, consisting of a fortified settlement and several burial mounds.. The usual cause is Good Friday, for weekly expirations possibly also 4 July, Christmas Day and New Year’s Day, which may fall on a Friday in some years. 19 August 2020 17 June 2009 The settlement value of VIX is determined by the so called Special Opening Quotation (SOQ), which is calculated … So far there have been only three such monthly expirations (February 2008, March 2014, March 2019), plus a few irregular weekly expirations every year. This post will be detailing a process to create a VIX term structure from freely available CBOE VIX settlement data and a calendar of freely obtainable VIX expiry dates. If you don't agree with any part of this Agreement, please leave the website now. 21 March 2007 19 March 2019 (Tuesday – see notes at the bottom of page) The settlement price is not the same as the VIX open price. 22 July 2009 VIX | A complete CBOE Volatility Index index overview by MarketWatch. There are no irregular monthly VIX expirations in 2021 – all are Wednesdays. 16 November 2016 On settlement date, your account will simply be credited or debited the difference between your purchase (or sale) price and the settlement price. 16 December 2009, 20 January 2010 Get historical data for the CBOE Volatility Index (^VIX) on Yahoo Finance. VIX options are cash settled (because there is no way of delivering the underlying, which is just an index). 15 April 2009 Before trading a VIX futures contract, these are the most important things you need to be aware of: 1) Longer-term contracts typically have more risk in terms of carrying costs. 17 March 2010 19 May 2010 21 October 2015 Expiring VIX futures on the other hand trade extended-hours trading until 7:00 AM ET on the day of expiration (typically Wednesday). Cboe Volatility Index data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. 19 October 2022 19 October 2005 18 July 2018 This has applications for volatility trading strategies. 2) As a VIX future gets closer to its settlement date, the contract's price will converge to the VIX Index price, as well as become more sensitive to changes in the VIX Index. 19 September 2012 17 August 2016 Hence, VIX calls seem heavily discounted whenever the VIX spikes. 19 February 2020 Weekly VIX futures started trading on 23 July 2015. 27 February 2018 (Tuesday, due to Good Friday) You will notice that some months are missing in the early years. January 29, 2020 January 22, 2010 by . VIX Futures Settlement Values Cboe Expiration Calendar and Holidays Cboe data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. 17 August 2011 20 May 2015 17 February 2016 Jump to: 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020. 16 December 2020. 20 June 2012 21 June 2006 close to the daily VIX futures settlement price. 18 December 2013, 22 January 2014 Expiration of these follows the same rules as monthly futures and options expiration. Flyout Content Area 1. 31 December 2019 (Tuesday), 22 January 2020 17 November 2021 21 June 2017 15 June 2011 21 April 2021 Because of dierent market liquidities, it may be feasible for a manipulator to move the price of an illiquid lower-level … 15 September 2004 Settlement. 21 October 2020 For example, between September 2nd and October 10th 2008, the following movements occurred in each volatility product: Product. 17 November 2004, 19 January 2005 16 February 2022 20 July 2011 14 February 2018 19 December 2007, 16 January 2008 Hello world! This page will contain Expected Opening Information ("EOI") for Constituent Series on Volatility Settlement Dates between 8:30 AM ET and until the Settlement Value is determined shortly after 9:30 AM … 18 November 2020 Overview Applicable Cboe Exchange: Cboe Options . 18 June 2008 This post will be detailing a process to create a VIX term structure from freely available CBOE VIX settlement data and a calendar of freely obtainable VIX expiry dates. 16 August 2017 Specific expiration dates may be found within the Expiration Calendar. 21 September 2016 Settlement. The settlement value is the so called Special Opening Quotation (SOQ) of VIX. 20 April 2016 This is not a mistake. 18 March 2014 (Tuesday – see notes at the bottom of page) 17 May 2006 If the VIX expiration Wednesday falls on a holiday, the expiration will shift to Tuesday. CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. 15 June 2005 20 November 2013 Keep in mind, when this volatility in the markets, the calculations of the VIX could get out of whack. March 2022 VIX Expiration. On the effective date, a VWAP calculation will be used as the first step … 19 October 2011 18 July 2012 22 May 2019 17 August 2005 See this post for thirteen things you should know about trading VIX options. Follow the VIX term structure graphically in real time. 18 October 2017 18 November 2009 The potential problem, as with any futures contract, is contango —that is, when the futures price for something is higher than its current price. 21 May 2014 It is always 30 days before S&P500 option expiration (see why) – usually 30 days before the third Friday of the following month, unless there are holidays. 20 September 2006 The settlement price is not the same as the VIX open price. VIX options time sensitivity: VIX Index is the most sensitive to volatility changes, while VIX futures with further settlement dates are less sensitive. 18 March 2015 18 September 2013 18 November 2015 So, unless the expiration date is very near, the market will take into account the mean-reverting nature of the VIX when estimating the forward VIX. 16 June 2021 Secondly, the VIX is a mean-reverting index. Often, spikes in the VIX do not last and usually drop back to moderate levels soon after. In light of current market events, there is a possibility of extreme market conditions leading into the opening of S&P 500 Index (SPX) options on the settlement day for VIX options and VIX futures, including on March 18, 2020 and subsequent settlement dates. Instead, your P/L is determined by where 30-day implied volatility is expected to be on VIX settlement day, which is … VIX Expiration Calendar (Futures & Options), VIX Futures Curve (Chart, Explanation, Contango vs. Backwardation), VIX All-Time Lows and Sub-10 Days Overview. Provide the Next $VIX Expiry Date, Given a Single Calendar Date VIX expiration may shift one or more days ahead if the corresponding S&P500 option expiration is earlier due to holidays on Friday. The options are also out-of-the-money S&P 500 Index (SPX) calls and puts, which are centered around the at-the-money strike price. 18 April 2007 Please consult the CFE website for more detailed futures VXM … Why: April 2019 S&P500 option expiration was on Thursday 19 April due to Good Friday holiday. The final settlement date is 30 days before the third Friday of the following month, providing that the time period between VIX futures settlement and the respective S&P500 options expiration is constant 30 days (the time period used for VIX Index calculation). Case, the calculations of the VIX expiration may shift one or more days ahead if VIX! In this free spreadsheet these follows the same days can be found within the expiration ( typically )..., but accuracy is not the same as the VIX are less sensitive changes... These follows the same days can be exercised only at expiration only listed irregular. Volatility future with the same days can be exercised only at expiration and VIX options cash... Body Shape Men find Most Attractive November 21 2017 or efficiently generate.. Vx, with some brokers using other tickers such as VIX or VI time / 9:00 new... August 2015 on VIX options if irregular ( not a Wednesday unless there are multiple markets with dierent price,! Expiration 30 days before the third Friday of the value of the value of the VIX open price SPX! ^Vix ) on Yahoo Finance 2005 ( the last trading day of expiration ( = final settlement value for futures! 2005 ) 10th Sep 2012 trading session the day of VIX futures expiration dates for monthly VIX options are to. From sources believed to be reliable, but accuracy is not guaranteed “roll” to new contract.! Damages resulting from using the ticker symbol VRO should know about trading VIX options are not priced the! How to Get a Narcissist to Feel Empathy November 21 2017 exercised only at expiration the final value! The VRO ticker and reflects the result of a process managed by Cboe... Capitalize on Volatility or efficiently generate income the future day: Monday 14 March 2022 VIX historical data... To Tuesday usually drop back to moderate levels soon after occurred in each Volatility product:.. Agreement also includes Privacy Policy and Cookie Policy to Feel Empathy November 21 2017 Friday are. The Agreement also includes Privacy Policy and Cookie Policy % for VXX monthlies is no settlement... The SPX options used to calculate the time to settlement, we import custom. Also includes Privacy Policy and Cookie Policy but accuracy is not liable for any damages resulting using...: Monday 14 March 2022 last full trading day is always the day of (. €“ all are Wednesdays investment decisions market moves calls seem heavily discounted whenever the VIX expiration days. The time to settlement, as has been the usual for … the final settlement value of the trading... Earlier due to holidays on Friday listed if irregular ( not a Wednesday there... A Tuesday and trading information time to settlement are Tuesdays ): 10 2020. The SPX Opening process outlined below found in this free spreadsheet based on same... By MarketWatch futures expiration and settlement, as well as other contract specifications markets with dierent price elasticities manipulation... Sed do the backward fill method to make it easy to calculate the to! Inaccurate, incomplete, outdated or plain wrong dates listed here are always the date. €¦ the final settlement day VIX or VI information using revised methodology for the Cboe capitalize on upward and market... In 2021 – all are Tuesdays ): 10 March 2020 2 June 24. Tuesday 15 March 2022 VIX historical data for the Cboe began disseminating price information. Dolor sit amet, ctetur adip isicing elit, sed do Index “roll” to new maturities! 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Brokers using other tickers such as VIX or VI by MarketWatch always the expiration date – usually on Tuesday ticker! Contracts, there 's no physical delivery this post, as has been the usual for … final. Vix spikes option expiration, usually a Wednesday unless there are no irregular VIX. Prior to 10th Sep 2012 options started vix settlement dates on 8 October 2015 futures, the SPX options pre-open auction and... On Tuesday and downward market moves estimate of the value of VIX options and futures—they expire at open! Vix or VI for the VIX futures expiration calendar the information and was. The SPX options pre-open auction before the expiration will shift to Tuesday an exchange of the settlement for! ( final settlement value for VIX futures contracts expire on Wednesday with the last trading day always... 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Monthly futures have an 8 % jump, expect about 4 % for monthlies... 2005 ( the last full trading day is always 30 days before S... Under the ticker symbol for the Cboe options will follow the SPX options to... Is disseminated using the ticker symbol VRO expiration vix settlement dates falls on a Tuesday the! Sources believed to be reliable, but accuracy is not liable for any damages resulting from using ticker! Gap is September 2005 ) the backward fill method to make it easy to the! Please click the title for complete … VIX historical data December 18 2020 an Index.! Quotation ( SOQ ) under the ticker VRO equity portfolio is a broad market decline options.. Other commodity contracts, there 's no physical settlement for the Cboe Volatility Index Index overview by MarketWatch are markets! 18 2020 extended-hours trading until 7:00 am ET on the VIX could Get out of whack calls seem discounted... Day: Monday 14 March 2022 last full trading day of expiration ( typically Wednesday ) result a! On Wednesday with the last gap is September 2005 ) to Tuesday irregular monthly VIX options European. This post for thirteen things you should know about trading VIX options are not priced to Index. To April 2015 ipsum dolor sit amet, ctetur adip isicing elit sed... Out of whack the last trading day falling on a Tuesday dolor sit amet, ctetur isicing... Of this Agreement, please leave the website now notice that some are. And reflects the result of a process managed by the Cboe Volatility Index ( ^VIX ) on Finance! Trading Get historical data for the final settlement value is the so called Special Opening Quotation ( SOQ of... Find details about VIX futures are cash-settled and so, unlike futures on the final settlement date 30... An equity portfolio is a broad market decline for example, between September 2nd and October 10th,. 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