Cboe vix futures contract specs

12 Apr 2013 Many people seem to believe that the CBOE's VIX Futures market is attempting to Prices for futures contracts are constrained by arbitrage.

26 Mar 2004 specification and non-synchronization between option and stock The Chicago Board Options Exchange (CBOE) launched VIX futures on. 2 Feb 2009 does not deal with the existing futures contract and its specifications. applicable VIX futures contract is a CBOE holiday, the final settlement  5 days ago CBOE launched the first VIX-based exchange-traded futures contract in March 2004, which was followed by the launch of VIX options in  5 May 2007 (SPX) with a non-zero bid price (see the CBOE white paper1) using an exchange listed volatility product; VIX futures, a futures contract written on the 2004, the VXB would be 173.3 and the contract size would be $17,330.

5 May 2007 (SPX) with a non-zero bid price (see the CBOE white paper1) using an exchange listed volatility product; VIX futures, a futures contract written on the 2004, the VXB would be 173.3 and the contract size would be $17,330.

12 Mar 2018 The CBOE Volatility Index (the VIX) seeks to measure the market's current VIX futures contracts with shorter maturities have tended to have a higher Its size, of course, was exaggerated by the size of the spot VIX move,  26 Mar 2004 specification and non-synchronization between option and stock The Chicago Board Options Exchange (CBOE) launched VIX futures on. 2 Feb 2009 does not deal with the existing futures contract and its specifications. applicable VIX futures contract is a CBOE holiday, the final settlement  5 days ago CBOE launched the first VIX-based exchange-traded futures contract in March 2004, which was followed by the launch of VIX options in  5 May 2007 (SPX) with a non-zero bid price (see the CBOE white paper1) using an exchange listed volatility product; VIX futures, a futures contract written on the 2004, the VXB would be 173.3 and the contract size would be $17,330.

Contract, CBOE Volatilty Index VIX Futures. Exchange, CFE. Tick Size, 0.05 points ($50.00 per contract). Daily Limit, none. Contract Size, $1000 times Index.

2 Feb 2009 does not deal with the existing futures contract and its specifications. applicable VIX futures contract is a CBOE holiday, the final settlement  5 days ago CBOE launched the first VIX-based exchange-traded futures contract in March 2004, which was followed by the launch of VIX options in  5 May 2007 (SPX) with a non-zero bid price (see the CBOE white paper1) using an exchange listed volatility product; VIX futures, a futures contract written on the 2004, the VXB would be 173.3 and the contract size would be $17,330. The contract multiplier for each VX futures contract is $1000. Ticker Symbols: Cash Index - VIX VX Futures Symbols - VX* and VX01 through VX53**. Embedded numbers denote the specific week of a calendar year during which a contract is settled. The CBOE Volatility Index is based on real-time prices of options on the S&P 500® Index, listed on the Chicago Board Options Exchange (Symbol: SPX), and is designed to reflect investors’ consensus view of future (30-day) expected stock market volatility. The contract multiplier for each VIX futures contract is $1000. Options on Volatility Indexes - Specs. VIX Options Specs; RVX Options Specs; VXTY Futures Specs; Options on Stock Indexes - Specs. SPX Options Specs; SPXpm Options Specs; SPX EOM Options Specs; Quarterly SPX Options Specs; XSP Options Specs; Equity LEAPS Options Specs; OEX Options Specs; XEO Options Specs; Quarterly XEO Options Specs; DJX The Cboe Volatility Index - more commonly referred to as the "VIX Index" - is an up-to-the-minute market estimate of expected volatility that is calculated by using real-time S&P 500 ® Index (SPX) option bid/ask quotes. Only SPX options with Friday expirations are used to calculate the VIX Index. The VIX Index is calculated between 2:15 a.m. CT and 8:15 a.m. CT and between 8:30 a.m. CT and 3:15 p.m. CT.

4 Jun 2019 Instead, the only way investors can access the VIX is through futures contracts. A futures contract is an agreement to deliver something at a 

2 Feb 2009 does not deal with the existing futures contract and its specifications. applicable VIX futures contract is a CBOE holiday, the final settlement  5 days ago CBOE launched the first VIX-based exchange-traded futures contract in March 2004, which was followed by the launch of VIX options in  5 May 2007 (SPX) with a non-zero bid price (see the CBOE white paper1) using an exchange listed volatility product; VIX futures, a futures contract written on the 2004, the VXB would be 173.3 and the contract size would be $17,330. The contract multiplier for each VX futures contract is $1000. Ticker Symbols: Cash Index - VIX VX Futures Symbols - VX* and VX01 through VX53**. Embedded numbers denote the specific week of a calendar year during which a contract is settled.

Contract, CBOE Volatilty Index VIX Futures. Exchange, CFE. Tick Size, 0.05 points ($50.00 per contract). Daily Limit, none. Contract Size, $1000 times Index.

5 May 2007 (SPX) with a non-zero bid price (see the CBOE white paper1) using an exchange listed volatility product; VIX futures, a futures contract written on the 2004, the VXB would be 173.3 and the contract size would be $17,330. The contract multiplier for each VX futures contract is $1000. Ticker Symbols: Cash Index - VIX VX Futures Symbols - VX* and VX01 through VX53**. Embedded numbers denote the specific week of a calendar year during which a contract is settled. The CBOE Volatility Index is based on real-time prices of options on the S&P 500® Index, listed on the Chicago Board Options Exchange (Symbol: SPX), and is designed to reflect investors’ consensus view of future (30-day) expected stock market volatility. The contract multiplier for each VIX futures contract is $1000.

Cboe Margin Requirement/NYSE Margin Requirement Cboe Position and Exercise Limits for Equity and Index Options Cboe Position Limits for Broad-Based Index Options Cboe Futures Exchange. Cboe Futures Exchange (CFE®) is the home of volatility futures, featuring futures on the Cboe® Volatility Index (VIX®). CFE is owned by Cboe Global Markets, and trades on CFE are cleared by The Options Clearing Corporation (OCC). CFE VIX Tick data includes trades and quotes of all VIX futures contracts (VX) from the Cboe Futures Exchange (CFE). The historical data is available back to April 2004. Timestamps prior to and including February 23, 2018 are stated in U.S. Central (CST) and in Greenwich Mean Time (GMT) afterwards. * VIX TAS data is not included