As we get ready to head into 2015, I wanted to share the expiration date for each VIX futures month next year as well as the number of days in each roll period. Table below (source calendar).
Expiration Date Roll Period Length
- Ending January 21: 22 days
- Ending February 18: 19 days
- Ending March 18: 20 days
- Ending April 15: 19 days
- Ending May 20: 25 days
- Ending June 17: 19 days
- Ending July 22: 24 days
- Ending August 19: 20 days
- Ending September 16: 19 days
- Ending October 21: 25 days
- Ending November 18: 20 days
- Ending December 16: 19 days
