VIX Expiration Calendar (Futures & Options)

Below you can find VIX futures and options expiration calendar for 2016 and 2017, as well as full VIX expiration dates history (2004-2015).

VIX Expiration Rules

Expiration dates are the same for VIX futures and VIX options. 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.

The dates listed here are always the expiration (= settlement) dates = usually Wednesdays. The last trading day is always the day before = Tuesdays. There is a notice in case of any exception to this rule (so far only 2 occasions – February 2008 and March 2014 expirations).

VIX Expiration Calendar 2016

Source: 2016 Options Expiration Calendar by CBOE, available at
http://www.cboe.com/aboutcboe/xcal2016.pdf

20 January 2016
17 February 2016
16 March 2016
20 April 2016
18 May 2016
15 June 2016
20 July 2016
17 August 2016
21 September 2016
19 October 2016
16 November 2016
21 December 2016

VIX Expiration Calendar 2017

Expected, not yet confirmed by CBOE. But there shouldn’t be any exceptions or irregularities.

Source: 2017 Options Expiration Calendar by OCC, available at
http://www.optionsclearing.com/components/docs/about/publications/xcal2017.pdf

18 January 2017
15 February 2017
22 March 2017
19 April 2017
17 May 2017
21 June 2017
19 July 2017
16 August 2017
20 September 2017
18 October 2017
15 November 2017
20 December 2017

VIX Expiration Dates History 2004-2015

Note: You will notice that some months are missing in the early years. This is not a mistake. The expiration cycle is purely monthly starting from October 2005.

2004

19 May 2004
16 June 2004
14 July 2004
18 August 2004
15 September 2004
13 October 2004
17 November 2004

2005

19 January 2005
16 February 2005
16 March 2005
18 May 2005
15 June 2005
17 August 2005
19 October 2005
16 November 2005
21 December 2005

2006

18 January 2006
15 February 2006
22 March 2006
19 April 2006
17 May 2006
21 June 2006
19 July 2006
16 August 2006
20 September 2006
18 October 2006
15 November 2006
20 December 2006

2007

17 January 2007
14 February 2007
21 March 2007
18 April 2007
16 May 2007
20 June 2007
18 July 2007
22 August 2007
19 September 2007
17 October 2007
21 November 2007
19 December 2007

2008

16 January 2008
19 February 2008 (Tuesday – see notes at the bottom of this list)
19 March 2008
16 April 2008
21 May 2008
18 June 2008
16 July 2008
20 August 2008
17 September 2008
22 October 2008
19 November 2008
17 December 2008

2009

21 January 2009
18 February 2009
18 March 2009
15 April 2009
20 May 2009
17 June 2009
22 July 2009
19 August 2009
16 September 2009
21 October 2009
18 November 2009
16 December 2009

2010

20 January 2010
17 February 2010
17 March 2010
21 April 2010
19 May 2010
16 June 2010
21 July 2010
18 August 2010
15 September 2010
20 October 2010
17 November 2010
22 December 2010

2011

19 January 2011
16 February 2011
16 March 2011
20 April 2011
18 May 2011
15 June 2011
20 July 2011
17 August 2011
21 September 2011
19 October 2011
16 November 2011
21 December 2011

2012

18 January 2012
15 February 2012
21 March 2012
18 April 2012
16 May 2012
20 June 2012
18 July 2012
22 August 2012
19 September 2012
17 October 2012
21 November 2012
19 December 2012

2013

16 January 2013
13 February 2013
20 March 2013
17 April 2013
22 May 2013
19 June 2013
17 July 2013
21 August 2013
18 September 2013
16 October 2013
20 November 2013
18 December 2013

2014

22 January 2014
19 February 2014
18 March 2014 (Tuesday – see notes at the bottom of page)
16 April 2014
21 May 2014
18 June 2014
16 July 2014
20 August 2014
17 September 2014
22 October 2014
19 November 2014
17 December 2014

2015

21 January 2015
18 February 2015
18 March 2015
15 April 2015
20 May 2015
17 June 2015
22 July 2015
19 August 2015
16 September 2015
21 October 2015
18 November 2015
16 December 2015

Exceptions to the Wednesday Expiration Rule

February 2008 VIX Expiration

Expiration day (final settlement): Tuesday 19 February 2008
Last trading day: Friday 15 February 2008
Why: March 2008 S&P500 option expiration was on Thursday 20 March because of holidays (Good Friday). Monday 18 February was also holiday (Presidents Day).

March 2014 VIX Expiration

Expiration day (final settlement): Tuesday 18 March 2014
Last trading day: Monday 17 March 2014
Why: April 2014 S&P500 option expiration is on Thursday 17 April because of holidays (Good Friday).