In this set of notes
http://arxiv.org/pdf/0809.1380.pdf
on page ix he seems to be claiming that the algebra $\mathrm{End}(V)[[z,z^{-1}]]$ is a superalgebra (where $V$ is any vector space over $\mathbb{C}$). If it's a superalgebra, what would the $\mathbb{Z}_{2}$-grading be?
If you read further where vertex algebras are precisely defined (in Section 4), you would see that $V$ itself is a superspace, thus $\operatorname{End}(V)$ is a superalgebra (degree-preserving endomorphisms are even, degree reversing endomorphisms are odd).