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.

The Exchange may list for trading up to six near-term expiration weeks, nine near-term serial months and five months on the February quarterly cycle for the VX ...

For just over a year the CBOE Futures Exchange has listed VIX Futures expiring each week for several consecutive weeks. In addition, there are standard VIX ...

19 сент. 2023 г. · Standard VIX options expire on the third Tuesday of the month (sometimes fourth depending on the cycle). These are referred to as the "big VIX" expirations.

Expiration: The Wednesday 30 days before the 3rd Friday of the next month. A tick is the minimum amount a futures contract can move. There is a margin ...

4 окт. 2024 г. · The expiration date is usually a Wednesday morning and the settlement value is the special opening quotation (SOQ) of the relevant VIX contract ...

In the three trading days prior to the futures expiration day, the index rolls to the second month contract, with one-third of the index rolled each day. • S&P ...

VIX options (options on CBOE Volatility Index) expire on the Wednesday that is 30 days before the third Friday of the following calendar month.

We examine the issue of non-convergence of the VIX futures to the cash VIX, the associated expiration day effects, and their sources.