For anyone tracking all domestic and international volatility futures I put together this table with expiration dates for 2015. For every month, look up the exchange and last trading day / settlement day.
- CBOE: expiration is 30 calendar days before options expiration, Wednesdays, AM special opening quotation. Source.
- VSTOXX/EUREX: expiration is 30 calendar days before options expiration, most of the time same day as CBOE, Wednesdays, settled to an average index value between 11:30 and 12:00 Central European Time. Source.
- EURO STOXX 50 Variance Futures/EUREX: One business day before the third Friday of the maturity month; settlement based on the average of the EURO STOXX 50® index calculations between 11:50 and 12:00 CET on the third Friday of the maturity month. Source.
- RTSVX/MOEX: expiration is 7 calendar days before options expiration (which is around 15th of the month). Settled to the average index value of the evening trading session. Source.
- VHSI/HKEX: 30 calendar days prior to the second last business day of the next month, settled to the average of the last half hour. Source, source.
- VNKY/OSAKA: last trading day is the day preceding the day that is 30 days prior to the 2nd Friday of each month, Tuesdays. Source, source.
- INDIA VIX/NSE: weekly contracts, expiring on Tuesdays. Source.
- V-KOSPI/KRX: day after 30 calendar days prior to the following month's KOSPI200 options last trading day. Source.
- AVIX/ASX: expiration is 30 days prior to the third Thursday of the following calendar month, generally day before CBOE volatility expiration; settling into the average value of the S&P/ASX 200 VIX between 11.30am and 12.00pm on that day. Source, source.
Volatility Futures Expiration Dates | |||||||
---|---|---|---|---|---|---|---|
CBOE | VSTOXX | MOEX | HKEX | OSAKA | KRX | ASX | |
JAN | 21 | 21 | 6 | jan 28 | 13 | 13 | 20 |
FEB | 18 | 18 | 6 | mar 2 | 9 | 10 | 17 |
MAR | 18 | 18 | 6 | mar 31 | 10 | 10 | 17 |
APR | 15 | 15 | apr 29 | 7 | 14 | 14 | |
MAY | 20 | 20 | jun 1 | 12 | 12 | 19 | |
JUN | 17 | 17 | jul 2 | 9 | 9 | 16 | |
JUL | 22 | 22 | jul 30 | 14 | 21 | ||
AUG | 19 | 19 | aug 31 | 11 | 18 | ||
SEP | 16 | 16 | sep 30 | 8 | 15 | ||
OCT | 21 | 21 | oct 29 | 13 | 20 | ||
NOV | 18 | 18 | dec 1 | 10 | 17 | ||
DEC | 16 | 16 | dec 30 | 8 | 15 |
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