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 Triple witching hour
The four times a year that the S&P futures contract expires at the same time as the S&P 100 index option contract and option contracts on individual stocks. It is the last trading hour on the third Friday of March, June, September, and December, when stock options, futures on stock indexes, and options on these futures expire concurrently. Massive trades in index futures, options, and underlying stock by hedge strategists and arbitrageurs cause abnormal activity (noise) and volatility.
The last trading hour on the third Friday of March, June, September and December when options and futures on stock indices expire concurrently.
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Dictionary
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Triple witching hour - The four times a year that the S&P futures contract expires at the same time as the S&P 100 index option contract and option contracts on individual stocks. It is the last trading hour on the third Friday of March, June, September, and December, when stock options, futures on stock indexes, and options on these futures expire concurrently. Massive trades in index futures, options, and underlying stock by hedge strategists and arbitrageurs cause abnormal activity (noise) and volatility.
The last trading hour on the third Friday of March, June, September and December when options and futures on stock indices expire concurrently.
Triple witching hour : the four times a year that the s&p futures contract expires at the same time as the s&p 100 index option contract and option contracts on individual stocks. it is the last trading hour on the third friday of march, june, september, and december, when stock options, futures on stock indexes, and options on these futures expire concurrently. massive trades in index futures, options, and underlying stock by hedge strategists and arbitrageurs cause abnormal activity (noise) and volatility.
the last trading hour on the third friday of march, june, september and december when options and futures on stock indices expire concurrently.
