3/15/24 Triple witching
Triple witching days are known for being volatile and having high volume. On these days, three types of derivative contracts expire simultaneously.
Stock options: Contracts that give the holder the right to buy or sell shares in a company at a specific price and on a specific date.
Stock index futures: Futures contracts on a stock index such as the S&P 500.
Stock index options: Option contracts on equity indexes.
SPY 3/15/24 expiry options data:
Put Volume Total 215,090
Call Volume Total 118,966
Put/Call Volume Ratio 1.81
Put Open Interest Total 3,766,214
Call Open Interest Total 1,165,745
Put/Call Open Interest Ratio 3.23
QQQ 3/15/24 expiry options data:
Put Volume Total 83,300
Call Volume Total 70,555
Put/Call Volume Ratio 1.18
Put Open Interest Total 2,236,398
Call Open Interest Total 1,175,054
Put/Call Open Interest Ratio 1.90
DIA 3/15/24 expiry options data:
Put Volume Total 2,469
Call Volume Total 6,746
Put/Call Volume Ratio 0.37
Put Open Interest Total 72,602
Call Open Interest Total 48,465
Put/Call Open Interest Ratio 1.50
IWM 3/15/24 expiry options data:
Put Volume Total 85,142
Call Volume Total 113,435
Put/Call Volume Ratio 0.75
Put Open Interest Total 2,126,328
Call Open Interest Total 1,390,474
Put/Call Open Interest Ratio 1.53
Triple witching days are known for being volatile and having high volume. On these days, three types of derivative contracts expire simultaneously.
Stock options: Contracts that give the holder the right to buy or sell shares in a company at a specific price and on a specific date.
Stock index futures: Futures contracts on a stock index such as the S&P 500.
Stock index options: Option contracts on equity indexes.
SPY 3/15/24 expiry options data:
Put Volume Total 215,090
Call Volume Total 118,966
Put/Call Volume Ratio 1.81
Put Open Interest Total 3,766,214
Call Open Interest Total 1,165,745
Put/Call Open Interest Ratio 3.23
QQQ 3/15/24 expiry options data:
Put Volume Total 83,300
Call Volume Total 70,555
Put/Call Volume Ratio 1.18
Put Open Interest Total 2,236,398
Call Open Interest Total 1,175,054
Put/Call Open Interest Ratio 1.90
DIA 3/15/24 expiry options data:
Put Volume Total 2,469
Call Volume Total 6,746
Put/Call Volume Ratio 0.37
Put Open Interest Total 72,602
Call Open Interest Total 48,465
Put/Call Open Interest Ratio 1.50
IWM 3/15/24 expiry options data:
Put Volume Total 85,142
Call Volume Total 113,435
Put/Call Volume Ratio 0.75
Put Open Interest Total 2,126,328
Call Open Interest Total 1,390,474
Put/Call Open Interest Ratio 1.53
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short 510
stop 515
profit 490
QQQ
short 442
stop 448
profit 418
DIA
short 390
stop 394
profit 378
IWM
short 205
stop 209
profit 193