One of the 4 days each year on which the contracts for stock index futures, stock index options, stock options, and single stock futures (SSF) all expire on the same day. This happens on on the third Friday of March, June, September, and December.
Usually, this simultaneous expiration adds more unpredictability than usual to the markets.
Entry: Quadruple Witching
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- 06-21-2010 09:26 PM