Today, Tuesday, March 17th is the last trading day for March in the following: VIX, RVX, VXN, GVZ, OVX, VXEEM, VXEWZ, and VXTYN futures* and options.
These contracts settle tomorrow, Wednesday morning, March 18th.
PLEASE NOTE: VIX options with an expiration date of March 18, 2015 will cease trading at 3:15 p.m. CT on Tuesday, March 17, 2015. These expiring options will NOT trade during the ETH session on Wednesday, March 18, 2015.
* This is in contrast to VIX futures with an expiration date of March 18, 2015 which will cease trading at 7:00 a.m. CT on March 18, 2015.
We will post the settlement values when they are released tomorrow morning.