VIX futures question

Discussion in 'Index Futures' started by UVXY20, Dec 16, 2020.

  1. UVXY20

    UVXY20

    When does the December contract expire? At what time? If it is past expiration time but not yet settled (and thus not tradable even though it shows in my account) am I liable for any changes?
     
  2. Last edited: Dec 16, 2020
  3. Yes, you are liable for changes if you dont close out position day before expiration. the settlement value is calculated a little differently from the normal VIX formula using interpolation (because on settlement day there is exactly 30 days so no need to interpolate between two expirations)
     
  4. if we didnt have the OCC to be the middleman there, it would be such a huge pain in the ass to trade no one would do it.. they would just meet in person and beat the shit out of one another
     
  5. UVXY20

    UVXY20

    Not sure if that boilerplate answers my question about why the contract is still listed in my account at 12:30 PM after expiration. Maybe that's a Schwab issue.
     
  6. UVXY20

    UVXY20

    I guess today this should be a positive change in my favor, unless the sky falls.
     
  7. IB does the same thing, the positions show all day and disappear the next day. Check your margin, it should change immediately after settlement
     
  8. newwurldmn

    newwurldmn

    930 am today.

    the value was 23.35. Your options will expire against this value regardless of what Happens the rest of the day.
     
    nbbo and stochastix like this.
  9. Girija

    Girija

    Although it is your prerogative why do you feel forced to trade something you don't understand very well.
     
    SunTrader likes this.
  10. UVXY20

    UVXY20

    Education. Learn better live than with paper.
     
    #10     Dec 16, 2020