Quadruple Witching
A day on which contracts for stock index futures, stock index options, stock options and single stock futures (SSF) all expire. Investopedia Says:
This is similar to the triple witching hour, except that the quadruple witching hour sees also the expiry of SSFs.
Quadruple witching days occur on the third Friday of March, June, September and December. Related Terms:
Double Witching
Futures
Index
Option
Single Stock Future - SSF
Standard & Poor's 500 Index - S&P 500
Triple Witching
Volatility |