Triple witching is the simultaneous quarterly expiration of stock options, stock-index options, and stock-index futures - on the third Friday of March, June, September, and December. "OpEx" more broadly refers to monthly options expiration. These days see unusual volume and flows.

Why volume spikes

As huge amounts of derivatives expire, traders roll, close, or let positions settle all at once. Dealers unwind and re-establish hedges. Index funds rebalance. The result is a surge of volume - especially into the close - and price action driven more by mechanical flow than by fresh conviction.

How the tape behaves

OpEx and triple-witching days often show heavy pinning to major strikes, then a burst of volatility as expiring positions clear. Charm and vanna flows are largest here, because so much gamma is rolling off. The "hidden" driver of the day is expiration mechanics, not the news.

On triple-witching day, the tape isn't trading the news. It's trading the plumbing.

What to expect

Expect elevated volume, potential pinning during the day, and sharp moves near the close and the following Monday as the hedging that supported price rolls off. It's a day where knowing the calendar - via the economic and market calendar - and respecting the mechanics beats reading too much into every wiggle.