Double Witching

英文名稱:Double Witching 中文名稱:雙巫日雙約同時到期

股價指數期貨合約股價指數期權個股期權這三種合約中的兩種同時到期。

Similar to triple witching, but instead of three classes of options or futures expiring on the same day, double witching is when only two classes (any two) are expiring. The three classes are stock options, index options, and index futures.

In other words, this is 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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