Quadruple witching days are the third Fridays of March, June, September and December. The simultaneous expiration of stock-index futures , options on stock-index futures , single-stock options and index options can generate significant volatility and volume . One of the most notorious Quad Witching dates in history is the March 20, 2020 covid market bottom.
This is an 8x split frame chart using TTC ATR, pi RSI & FibMAI indicators. With QQQ and the 7 largest weighted tickers AAAPL 12.37%, MSFT 11.91%, GOOG/GOOGL 7.28%, AMZN 6.06%, NVDA 4.88%, TSLA 3.63% and META 3.41% equaling a total of 49.54% weight. Here's levels on the QQQ 1 day (16hr ext) chart and monthly options data:
3/17 expiry options data: Put Volume Total 148,262 Call Volume Total 83,530 Put/Call Volume Ratio 1.78 Put Open Interest Total 1,949,510 Call Open Interest Total 1,426,612 Put/Call Open Interest Ratio 1.37
4/21 expiry options data: Put Volume Total 60,911 Call Volume Total 27,040 Put/Call Volume Ratio 2.25 Put Open Interest Total 696,028 Call Open Interest Total 379,351 Put/Call Open Interest Ratio 1.83
4/21 expiry options data: Put Volume Total 288,301 Call Volume Total 288,174 Put/Call Volume Ratio 1.00 Put Open Interest Total 1,480,260 Call Open Interest Total 799,231 Put/Call Open Interest Ratio 1.85
5/19 expiry options data: Put Volume Total 77,491 Call Volume Total 29,097 Put/Call Volume Ratio 2.66 Put Open Interest Total 1,084,763 Call Open Interest Total 635,926 Put/Call Open Interest Ratio 1.71
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QQQ support & resistance update ahead of the big earnings next week: TSLA 4/19 GOOGL 4/25 MSFT 4/25 PEP 4/25 META 4/26 AMZN 4/27 AAPL 5/4 NVDA 5/24 AVGO 5/25
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MSFT 5/19 expiry options data: Put Volume Total 20,450 Call Volume Total 19,750 Put/Call Volume Ratio 1.04 Put Open Interest Total 119,681 Call Open Interest Total 151,523 Put/Call Open Interest Ratio 0.79 MSFT earnings 4/25 based on options = sell a 4/28 straddle IV crush
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GOOGL 5/19 expiry options data: Put Volume Total 15,069 Call Volume Total 25,552 Put/Call Volume Ratio 0.59 Put Open Interest Total 108,593 Call Open Interest Total 147,298 Put/Call Open Interest Ratio 0.74 GOOGL earnings 4/25 based on options = buy a call or sell a put
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PEP 5/19 expiry options data: Put Volume Total 548 Call Volume Total 1,557 Put/Call Volume Ratio 0.35 Put Open Interest Total 8,864 Call Open Interest Total 10,981 Put/Call Open Interest Ratio 0.81 PEP earnings 4/25 based on options = buy a call or sell a put