VIX Special Opening Quotation (SOQ)

VIX SOQ Value History

Here you can find full history of VIX settlement values (SOQ at expiration day):

www.cboe.com/us/futures/market_statistics/final_settlement_prices/

Here you can find the SPX option series used for SOQ calculation (the options used for calculating VIX settlement value) on each VIX expiration:

www.cboe.com/us/futures/market_statistics/vix_settlement_series/

Select year and month in the dropdown boxes. There is a CSV file for download for each expiration in that month (typically 4-5 = one each week).

What Is VIX SOQ?

VIX Special Opening Quotation (SOQ) is a special VIX value calculated at open on the final settlement (expiration) day of VIX options and futures.

It is calculated from a series of S&P500 options – this is the same as the calculation of "normal" VIX values, but there are a few specifics in case of SOQ. Unlike "normal" VIX values, the SOQ uses prices which have actually been traded (not just the mid prices). The prices are determined in the Hybrid Opening System (HOSS). The mid (average of bid and ask) at open is used for options which don't have a traded price (only options with non-zero bids are used).