If you're wondering why election risk is causing $VIX futures to peak in Oct rather than Nov, it's because VIX futures, like $VIX are based on $SPX option prices with 30 days until expiration. Oct $VIX future will settle on Oct 21st based on Nov 20 SPX option prices that AM. 
Since the election will be 2 weeks off at that point those option prices will still reflect election uncertainty. Nov VIX futures are currently priced lower than Oct futures because Dec 17th options are priced cheaper than you'd typically expect.
Normally option prices carry a square root of time-based premium based on their time until expiration, so even though the Dec VIX price based on Dec SPX option prices is higher than the Nov price, it's lower than you'd expect with the normal time premium. sixfigureinvesting.com/2014/06/volati…
This lower price reflects the market's current perception that uncertainty will be lower at that point, over a month after the election.
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