CBOE holidays

June 26th, 2011, 05:36 PM

Hallo,

does anybody know on which holidays CBOE is closed and if those holidays have changed
over the time from the 80ies until now?

Thanks in advance!

June 27th, 2011, 03:02 AM

These are the usual suspect.

CBOE - Expiration Calendar & Holiday Schedule

Martin-Luther-King day was only introduced in 1986.

June 27th, 2011, 06:21 PM

Have those days also been holidays with closed exchanges
befor their revision in 1968?

June 27th, 2011, 06:28 PM

Mondrakete

Have those days also been holidays with closed exchanges
befor their revision in 1968?

To find out you can load daily data for the S&P 500 back to January 1950. All you need to do is

- to find out the historical dates for the holidays
- to check whether there is a daily bar for the holiday dates or not

The data is available from Kinetick EOD or Yahoo.

Let me know the results.

June 28th, 2011, 04:35 PM

Shure I can do that.
But-did the CBOE always set all holidays as Standard & Poors did?

June 28th, 2011, 07:39 PM

Mondrakete

Shure I can do that.
But-did the CBOE always set all holidays as Standard & Poors did?

Don't think that Standard & Poors set any holidays, they just calculated the index.

The holidays were decided by the exchanges where the stocks were listed.

When the stock cannot be traded, there will be no liquidity for options, so it is unlikely that CBOE
had different holidays than NYSE or NASDAQ.

But I do not know that for sure.

CBOE holidays

Discussion in Options

CBOE holidays