This goes aways back so I did not want to bring up the old thread, but FSU said in a prior thread: No, there is a market quoted for the VIX futures time spreads. You actually buy or sell the time spread, not simply leg the two sides. For example the symbol in Redi is VXK8-VXM8, this is the May/June time spread. The current quote is .08/.09. Another advantage is the price is quoted in pennies, so you will give up less slippage compared to legging the individual sides which have a minimum tick in nickels. I called Interactive Borkers, the buy was not familiar with this, and he said I would have to close the old futures and open the new ones. He had never heard of this or redi. Is there really some way to not have to roll the contracts, or essentially roll them automoatically, paying some amount so that you don't get screwed by some freak pop in prices when you roll them? Thanks!