VIX quotes, options chains, and correct greeks for VIX options


Saturday, January 2nd, 2010

You can get free delayed VIX option quotes at freerealtime.com or Yahoo Finance using the ^VIX symbol.  Go to here for options calenders giving the correct expiration dates (always last trading on a Tuesday, expiration on a Wednesday morning)

Schwab uses $VIX as the ticker symbol, Fidelity uses VIX, Yahoo uses ^VIX.

VIX Settlement values (the price used to evaluate loss/gain at expiration) use symbol VRO  (^VRO for Yahoo, $VRO for Schwab).

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