Vix Expiration Calendar 2025. Here you can find vix futures expiration calendar and full expiration dates history. The time to expiration follows this expression:.
Only spx options with more than 23 days and less than 37 days to the friday spx expiration are used to calculate the vix index. The time to expiration follows this expression:.
Weekly Product Expirations Occur On Mondays, Wednesdays And Fridays.
Weekly expirations for vix futures are generally listed on thursdays (excluding holidays) and expire on wednesdays.
This Spreadsheet Contains Historic Trading Days Since January 2Nd, 1990, As Well As The Expiration Dates For Vix Options &Amp; Futures From January 2004, And Spx Option Monthly (Usually 3Rd Friday).
The vix index measures the expectation of stock market volatility over the next 30 days implied by s&p 500 index options.
This Is Why The Vix Calculation Measures Time To Expiration (T) In Calendar Days And Divides Each Day Into Minutes.
Images References :
This Spreadsheet Contains Historic Trading Days Since January 2Nd, 1990, As Well As The Expiration Dates For Vix Options &Amp; Futures From January 2004, And Spx Option Monthly (Usually 3Rd Friday).
The price of the vix futures contract with a corresponding expiration will be used to calculate theoretical gains and losses for vix/vixw options.
These Spx Options Are Then.
Weekly expirations for vix futures are generally listed on thursdays (excluding holidays) and expire on wednesdays.
The Last Trading Day Of Vix Options Is On The Business Day Before The Expiration DateโUsually On Tuesday.