Introduction

In the complex world of finance, terms like "quadruple witching" may sound intimidating but understanding them is crucial for traders and investors. Quadruple witching refers to a significant event in the derivatives market that occurs simultaneously four times a year. In essence, it impacts the trading volume and the market behavior during these specific periods. While the traditional definition includes various contracts, the current landscape has shifted the focus to what is now referred to as "triple witching."

What Is Quadruple Witching?

Quadruple witching occurs on the third Friday of March, June, September, and December, marking the expiration of four types of derivatives contracts:

  1. Stock Options
  2. Index Options
  3. Index Futures
  4. Single Stock Futures (Note: Single Stock Futures have not traded in the U.S. since 2020)

Today, due to the absence of Single Stock Futures, some investors refer to the event simply as "triple witching." Regardless, these days are marked by notable increases in trading volumes, particularly during the last hour of trading, as traders adjust their portfolios and roll over expiring contracts.

Key Dates for 2024

To keep track of these events, here are the specific dates for quadruple witching (triple witching in practice) occurring in 2024:

Dates for 2025 and 2026

Market Dynamics on Quadruple Witching Days

The phenomenon isn't merely a numerical curiosity; it has significant implications for the stock market. During these witching days, the following occurrences are typical:

Types of Contracts Involved

1. Stock Options

Stock options are derivatives allowing buyers the right to purchase or sell a specific quantity of stock at a set price before the contract expires. Specifically, there are:

2. Index Options

Unlike stock options, index options are linked to the performance of an index, such as the S&P 500. Index options are cash-settled and usually European-style, meaning they can only be exercised on the expiration date.

3. Index Futures

These are agreements to buy or sell an index at a predetermined price at a future date. Like options, these contracts typically settle in cash and are utilized for hedging against market downturns.

4. Single Stock Futures

Although they are no longer traded in the U.S., single stock futures allowed traders to engage in agreements to buy or sell shares of an individual stock at a specified price. They represented a small segment of the overall trading volume.

Market Impact and Investor Considerations

Despite the surge in activity, quadruple witching days do not inherently lead to heightened volatility. The overall increase in volume primarily arises from traders exercising options, closeout of hedges, and the rolling of positions forward into future contracts.

What Investors Should Take Away

Conclusion

Understanding the quadruple witching phenomenon is crucial for any active investor or trader. While the term conjures up images of market chaos and uncertainty, being aware of the scheduled events can give traders an advantage in navigating market moves and making informed decisions. By anticipating these significant days and their impact on trading volumes, investors can better manage their portfolios and capitalize on market dynamics.