As we head into 2014 I wanted to share the expiration dates for VIX futures in each month as well as the number of days in each roll period. Table below (source: CBOE Expiration Calendar).
Expiration Date Roll Period Length
- Ending January 22: 22 days
- Ending February 19: 19 days
- Ending March 18*: 19 days
- Ending April 16: 21 days
- Ending May 21: 24 days
- Ending June 18: 19 days
- Ending July 16: 19 days
- Ending August 20: 25 days
- Ending September 17: 19 days
- Ending October 22: 25 days
- Ending November 19: 20 days
- Ending December 17: 19 days
*March expiration occurs on a Tuesday
