General Question

weeveeship's avatar

What is the market's historical performance on a quadruple witching day?

Asked by weeveeship (4637points) September 14th, 2010

A quadruple witching day is a day when all four of the following derivatives expire:
1. Equity options
2. Stock index futures
3. Stock index options
4. Single stock futures

Given that these are rather risky derivatives, I would expect a spike in volatility on the expiration day. However, I am wondering if this volatility has any ramifications (positive or negative) for the markets (i.e. Dow and S&P 500) in general.

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1 Answer

Dr_Lawrence's avatar

I don’t know the answer. Have you consulted an experienced broker?

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