We have another quadruple witching date coming up next June. This is when all three classes of options expire (stock, stock index, and stock index futures options) along with single stock futures options.
I plotted all the previous QW dates with green arrows.
As time goes on, they seem to be indicative of market tops and bottoms (most notably 2015-2016).
Perhaps this is simply a function of investors and funds looking for places to drive/harvest cash around option expiry season
I plotted all the previous QW dates with green arrows.
As time goes on, they seem to be indicative of market tops and bottoms (most notably 2015-2016).
Perhaps this is simply a function of investors and funds looking for places to drive/harvest cash around option expiry season