Friday, March 18, 2022

Quadruple Witching Day : Fri March 18, 2022

Quadruple witching occurs four times a year: the third Friday of March, June, September, December. On this day, all four asset classes--which include stock index futures, stock index options, stock options, and single stock futures--expire simultaneously.
  • Roughly $3.5 trillion of single-stock and index-level options are set to expire, according to Goldman Sachs Group Inc.
  • At the same time, more near-the-money options are maturing than at any time since 2019 -- suggesting a bevy of investors will actively trade around those positions.
  • Coincides with a rebalancing of benchmark indexes including the S&P 500 -- a combination that tends to spark single-day volumes that rank among the highest of the year.


$SPX  3/18/22  (EOD)

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