METV0 expiry: October 25, 2030

When METV0 stops trading

Trading terminates at 4:00 p.m. London time on the last Friday of the contract month. For METV0 that falls on October 25, 2030.

Senzoukria stops offering METV0 as the default contract on October 21, 2030, 4 calendar days before that last trading day, and keeps it selectable with a badge. The date is computed from the exchange rule rather than stored. The engine counts Monday to Friday and holds no CME holiday table, so a date that falls next to a public holiday can be one day off the exchange calendar. Check the exchange calendar when the date sits close to a holiday.

When the volume actually leaves

Crypto futures at CME expire monthly and settle against a reference rate rather than a physical asset. Liquidity concentrates in the front month and thins quickly once the roll has passed.

For METV0 the next listed delivery is METX0, whose last trading day is November 29, 2030. That is the contract the volume moves into, just as it moved out of METU0 on September 23, 2030.

What one tick is worth on METV0

The minimum price fluctuation is 0.5, which is $0.05 per contract on a multiplier of 0.1. A full point is therefore $0.10. On a footprint chart one row is one tick, so the same vertical space holds a different number of rows depending on the product: a tick of 0.5 sets how finely the bid and ask volume of MET can be read.

These are the values the app itself trades on, taken from its contract table rather than retyped, so the P&L shown on a METV0 position and the rows of its footprint come from the same numbers.

Every MET delivery listed in 2030

MET lists 12 delivery months a year (F, G, H, J, K, M, N, Q, U, V, X, Z). METV0 is number 10 of 12 in 2030.

METV0 and ETHV0 side by side

MET and ETH track the same underlying, but ETH is 500 times the size of MET: $25.00 a tick against $0.05. Both quote on the same 0.5 tick. METV0 and ETHV0 share the same last trading day, October 25, 2030, so a position in either rolls on the same date.

The practical difference is position sizing rather than behaviour. MET lets a 500-contract position carry the same exposure as one ETH, which makes partial exits possible on a small account; ETH carries the deeper book, so its footprint and its depth of market are the ones to read even when the position is held in MET.