See Also: Triple witching hour(finance)
Triple witching hour(money)
witching(dictionary)
Double witching day(money)
Quadruple witching(finance)
Double witching day(finance)
Tight money or dear money(finance)
hour(dictionary)
Man-hour(money)
Hour(medicine)

Triple witching hour (money)


Definition: [crh] 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 thirdDefinition: Friday of March, June, September, and December, when stock options, futures on stock indexes, and optionsDefinition: on these futures expire concurrently. Massive trades in index futures, options, and underlying stock by hedge strategists and arbitrageurs cause abnormalDefinition: activity (noise) and volatility.