| Double
Witching |
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Similar to triple witching, but instead of three classes of options
or futures expiring on the same day, in this case it is only two (any
two). The three classes are stock options, index options, and index
futures.
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For
example when option contracts and futures contracts expire on the
exact same day. Double and triple witching days can be volatile at
times as arbitrageurs scramble to close out their positions.
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