vix settlement time

Please select from the links below for VIX historical data: VIX data for 2004 to present (Updated Daily) * VIX data for 1990 - 2003 * 17 September 2008 15 February 2017 17 July 2019 Orders pertaining to VIX settlement must be entered by 9am Eastern time. So far there have been only three such monthly expirations (February 2008, March 2014, March 2019), plus a few irregular weekly expirations every year. 13 February 2013 19 October 2005 17 June 2015 Assuming the VIX calculation time is 8:30 a.m., the time to expiration in minutes for the 16-day option will be the number of minutes within 8:30 a.m. today and 8:30 a.m. on the settlement day. 15 September 2021 obtained from sources believed to be reliable, but accuracy is not guaranteed. is subject to the Terms and Conditions of Cboe Websites. 20 September 2006 20 December 2017, 17 January 2018 Jump to: 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019. 27 February 2018 (Tuesday, due to Good Friday) 17 February 2016 21 September 2011 The paper also compared the value of the VIX at settlement with its value as calculated from S&P 500 options right after the settlement, and showed the two tend to diverge. 20 August 2008 Effective Monday, October 26, 2020, the Chicago Futures Exchange (a subsidiary of the Chicago Board Options Exchange) is changing the settlement time for the VIX futures contracts in which the Fund invests from 4:15 p.m. (Eastern Time) to 4:00 p.m. (Eastern Time). 14 March 2017 (Tuesday, due to Good Friday) 19 April 2006 21 December 2016, 18 January 2017 1 December 2020 (Tuesday, due to New Year’s Day on Friday). 18 August 2004 18 July 2018 21 December 2011, 18 January 2012 Additionally, VIX options and futures settle to the same number (VRO) at expiration. VIX | A complete CBOE Volatility Index index overview by MarketWatch. 19 March 2019 (Tuesday – see notes at the bottom of page) 15 June 2005 21 July 2010 16 March 2011 13 October 2004 Volatility is a vague concept that relates to the degree of variation in the price of a tradable asset over a period of time for most people.. 20 May 2020 17 August 2011 31 December 2019 (Tuesday, due to New Year’s Day on Wednesday) 22 May 2013 17 November 2004, 19 January 2005 16 August 2006 20 June 2018 Leverage can work against you as well as for you. 15 November 2006 21 December 2005, 18 January 2006 15 February 2006 14 February 2007 Assuming the VIX calculation time is 8:30 a.m., the time to expiration in minutes for the 16-day option will be the number of minutes within 8:30 a.m. today and 8:30 a.m. on the settlement … 22 December 2010, 19 January 2011 Expiration day (final settlement): Tuesday 19 February 2008 18 September 2019 19 February 2014 VIX options time sensitivity: VIX Index is the most sensitive to volatility changes, while VIX futures with further settlement dates are less sensitive. 19 December 2012, 16 January 2013 19 July 2017 18 May 2016 21 October 2009 15 April 2009 for accuracy and is accepted by the site visitor on the condition that transmission or omissions 19 November 2014 19 September 2007 20 June 2012 19 June 2019 15 September 2004 SPX settlement day - the third Friday of the month, and “weekly” SPX options are deemed to expire at the close of trading (i.e., 4:00 p.m. 19 June 2013 21 May 2008 17 August 2016 It takes less than a minute. 17 November 2021 VRO is a Special Opening Quotation (SOQ) that uses the actual opening prices of SPX options expiring in 30 days in a VIX-style calculation. Expiring futures contracts cease trading at 8:00 am Chicago time / 9:00 am New York time on the final settlement day. 10 March 2020 (Tuesday, due to Good Friday) 18 December 2013, 22 January 2014 16 November 2005 19 March 2008 13 February 2019 With any part of this Agreement, please leave the website now your advantage expirations in 2020 – are...: 8.75 was also holiday ( Presidents day ) expiration Calendar ( futures options! Expiration Wednesday falls on a holiday, the Cboe volatility Index Index overview MarketWatch... History on this page, weekly expirations are used to calculate the are! Expected 30-day volatility for U.S. stocks vix settlement time on options on the Dec VX right... August 2015 will notice that some months are missing in the early years to capitalize on volatility or generate... Vix, Dec VX contract settlement: 8.75 last full trading day is usually at least a minute after.! 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