Key Takeaways. VIX Options trade with the S&P 500 Volatility Index as their underlying. VIX call options make a natural hedge against downward price shocks.

The final settlement value for Volatility Derivatives is determined on the morning of their expiration date (usually a Wednesday) through a Special Opening ...

The exercise-settlement value for VIX/VIXW options (Ticker: VRO) shall be a Special Opening Quotation (SOQ) of VIX calculated from the sequence of opening ...

VIX options are cash settled (because there is no way of delivering the underlying, which is just an index). The settlement value is the so called Special ...

12 июн. 2024 г. · Unlike stock options, which are settled through the delivery of shares, VIX options are cash-settled. This means that traders do not need to ... VIX Option Settlement... · Calculating VIX Option...

23 нояб. 2022 г. · Also VIX options do not settle based on the VIX index, but on the vix futures. So the underlying you are trading is a different ticker (I ...

Unlike standard equity options, which expire on the third Friday of every month, VIX options expire on one Wednesday every month.6 VIX options are traded ...

27 янв. 2022 г. · Additionally, options on the VIX are cash-settled, which means traders with VIX option positions will receive the value of VIX options at ...

Due to the manner in which VIX is calculated, this is always the Wednesday that's 30 days prior to the third Friday of the next calendar month. Depending upon ...