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markings

Jun 21 2020

Opex Quadwitching Rebalance Market Shenanigans

Candlestick chart of SPX shows opening spike labeled CBOE settlement 3161 and futures drop of 30 handles after cash close.

We are posting this as a reminder to all those that want to play in the market during large OPEX days also known as Quad Witching. Below is snapshot from the CBOE official settlement page. It shows an opening price of 3161 which is where all of the SPX AM options would officially be marked. […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: market on open, markings, options expiration, quad witching

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