In preparation for trading VIX ETPs in 2016, I wanted to share the expiration date for all monthly VIX futures next year as well as the number of days in each roll period. Table below (source calendar).
Expiration Date Roll Period Length
- Ending January 20: 23 days
- Ending February 17: 19 days
- Ending March 16: 20 days
- Ending April 20: 24 days
- Ending May 18: 20 days
- Ending June 15: 19 days
- Ending July 20: 24 days
- Ending August 17: 20 days
- Ending September 21: 19 days
- Ending October 19: 20 days
- Ending November 16: 20 days
- Ending December 21: 24 days
