The VIX calculation is a weighted average of prices for front-month out-the-money options on the S&P index.
So for VIX futures, this makes sense for the front month vix futures (being based on a front month formula) but what about the months further out? It seems to gets kind of paradoxical, but are back month vix futures based on front month out-the-money options? Seems like we can make a better formula than that
(for a further conundrum, what does that mean for the back month options on an an ETF based on mid-long dated VIX futures based on front-month out-the-money options on the S&P - dont answer that)