A Gold weekly option exercises to the closest February, April, June, August, October or December Gold futures contract. If the expiration day is after the expiry of the associated monthly option for those months, it will exercise into in the second closest February, April, June, August, October or … Rollover dates for GC, SI, ZC and ZS - futures io Jan 08, 2013 · For the current front month GC 02-13, the first notice date is January 31st. Gold futures typically roll 1 or 2 days prior to first notice day. The metal does not perish, it is basically a financial contract and the rollover gap does not depend on the day on which you roll, pretty much as you would observe for other financial futures.