Double Witching
2020-08-05 16:15
浏览：706
英文名称：Double Witching 中文名称：双巫日／双约同时到期指股价指数期货合约、股价指数期权及个股期权这三种合约中的两种同时到期。
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.
