The CBOE and the Options Clearing Corporation both publish nice options expiration calendars:
- The 2012 Options Clearing Corporation options expiration calendar
Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire. The last trading day for those securities is the day before.
- Graphical VIX & VIXMO calculations
- Calculating the New VIX—The Easy Part
- How Does the CBOE’s VIX® Index Work?
- What is the Arbitrage Driven Range for VIX Futures?
- Top 11 Questions About the CBOE’s VIX
Monday, November 24th, 2014 | Vance Harwood