#Vix api full
The last full trading day is always the day before = usually Tuesdays. The dates listed here are always the expiration (= final settlement) dates = usually Wednesdays. 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. Source: Macroption estimate, not yet confirmed by CBOE VIX Expiration RulesĮxpiration dates are the same for VIX futures and VIX options. Source: CBOE, VIX Expiration Calendar 2022ġ5 March 2022 (Tuesday, due to Good Friday on 15 April 2022) Irregular weekly VIX expirations in 2021:Ģ 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)Ģ3 November 2021 (Tuesday, 30 days before weekly S&P500 option expiration on Thursday 23 December 2021, one day earlier than usual due to exchange holiday on Friday 24 December 2021) There are no irregular monthly VIX expirations in 2021 – all are Wednesdays. Standard US Equity and Index Options Expiration CalendarĬontact me for research-friendly VIX expiration data in CSV or SQL and related Python scripts. Below you can find VIX futures and options expiration calendar for 20, as well as full VIX expiration dates history (2004-2020) and explanation of VIX expiration rules.įor standard US equity, index and ETF options (including options on VIX ETFs and ETNs) see:
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