Forward volatility implied by SPX options, and that of VIX futures get out of line. If there existed VIX SQUARED futures they could easily be replicated (and arbitraged) with a strip of SPX options. However replicating VIX futures would theoretically require dynamic trading in options (all strikes) and is also would depend on the model for distribution of vol of vol.
Question for traders: have you or someone you know ever traded SPX options (variance) vs VIX futures, and if yes then please provide some clues. Please don't write that there is an academic article about this; I'm asking if someone did this is practice.