Today VIX is computed based on near- and next- term options series which fall into the time period of [23, 37] days. That is what it is now, when they use SPX weekly, so they have options expiring every week.
The question is, how was VIX calculated before 2014, when they used traditional SPX options only, expiring every month on the 3rd Friday? Could there be a situation when VIX was computed based on options with maturities of 1 and 31 days, for example?
And why end-of-month series are ignored?