Triple witching—when stock index futures, stock index options, and single-stock options all expire simultaneously—occurs quarterly and often brings a surge in volume and volatility. The expiration of June contracts is especially significant, as it marks the halfway point of the trading year and tends to coincide with institutional portfolio rebalancing. During this period, you might notice erratic price behavior and heavy repositioning as traders roll over positions into September contracts. For futures traders, it’s a time to stay nimble: liquidity can be a double-edged sword, fueling sharp intraday moves while also opening opportunities if you’re prepared. Managing exposure and being precise with entries and exits is key as the markets digest these transitions.

If you have not rolled over to September yet, now is the time…watch video below.