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CBOE holidays


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CBOE holidays

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  #1 (permalink)
Mondrakete
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Posts: 24 since Feb 2011
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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!

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  #3 (permalink)
 Fat Tails 
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These are the usual suspect.

CBOE - Expiration Calendar & Holiday Schedule

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

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  #4 (permalink)
Mondrakete
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Have those days also been holidays with closed exchanges
befor their revision in 1968?

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 Fat Tails 
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Mondrakete View Post
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.

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  #6 (permalink)
Mondrakete
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Shure I can do that.
But-did the CBOE always set all holidays as Standard & Poors did?

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  #7 (permalink)
 Fat Tails 
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Mondrakete View Post
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.

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Last Updated on June 28, 2011


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