Upcoming Expiration dates for VIX, RVX options are:
February 17th, 2010
March 17th, 2010
April 21st, 2010
May 19th, 2010
June 16th, 2010
July 21st, 2010
August 18th, 2010 (VIX open 24.30 VRO settlement 24.82)
September 15th, 2010 — Next
October 20th, 2010
November 17th, 2010
December 22nd, 2010
The last day of trading for the options expiring that month is the day before (Tuesday) the dates above.
The exercise / settlement values are not the opening values of the VIX / RVX index, but rather their special opening quote values. These quotes have their own symbol and are printed a few minutes after opening. The VIX settlement value is VRO (Yahoo ^VRO, Schwab $VRO), and RSL for the Russell Volatility index.
Source: 2010 OCC Calendar
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