CBOE Volatility Index (VIX) Futures data 2004 – Recent

The CBOE posts historical volatility futures quotes, but not in a particularly helpful organization. Each expiration month has a separate spreadsheet, which currently adds up to > 100 different spreadsheets from May 2004 to now. Adding to the difficulties, there are four expiration months in the early years that didn’t exist at all that led to a lot of missing data and a reverse split …

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2022 Option Expiration Calendars

Market Watch (includes all years out to at least the year 4000!) No VIX data. Easy to get to other years Calendar The CBOE and the Options Clearing Corporation both publish nice options expiration calendars. Calendars from both sources show the VIX expiration date, which is when monthly VIX options and futures expire.   The last trading for these securities is the previous trading day …

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