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Triple witching – September 2012
It’s triple witching tomorrow (21 Sep 2012)! To add some extra spice to the day there will also be a heavy re-weighting of the S&P indices. And it’s the Autumn Equinox on 22 September. According to...
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Triple Witching
Derivatives contract expiry Exchange-traded options and futures are financial contracts that expire on a certain day. On this expiry day the underlying assets (in the case we’re interested in here,...
View ArticleTriple Witching – paper review
This article presents a brief review and listing of academic papers on triple witching. Summary The expiry of stock index futures, stock index options and stock options happens in a programmed calendar...
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