“Triple Witch” option expiration is upon us.
As of mid-day, overall option volume was ~10.2 million contracts. Volume leaders included:
SPX 400 k contracts
SPY 350 k “
VIX 190 k “
IWM 60 k “
QQQ & AAPL 56 k “
SPXpm had traded slightly under 7 k contracts.
With less than an hour to go, SPX had traded 729 k contracts, VIX 391 k and SPXpm almost 24 k contracts.
Today is the last day to trade June SPX, we will get the settlement price of June SPX (SET) mid-morning tomorrow. VIX settlement is next Wednesday, June 20th.
Enjoy the remainder of Flag Day, the US Open, Fathers Day, the weather and the Greek Election.