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Quadruple Witching

Discussion in 'Traders Glossary' started by Pharaoh, Jun 22, 2010.

  1. Pharaoh

    Pharaoh Colonel

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    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.
     

Y

y/y

Z

ZEW

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