Quad witching and index rebalance on Friday 18 Dec: on past ones the S&P 500 moved a median 0.49% either way, against 0.50% on other sessions
Closed up on 35% of the 40 past dates, against 55% of other sessions · the session after was up 57% of the time · S&P 500 index closes from 8 Nov 2016 to 6 Nov · history, not a forecast · Stock options, index options and index futures expire together on the third Friday of Mar, Jun, Sep, Dec (the session before when it is closed)
Markets · Market plumbing · Cboe and OCC expiration rules (dates); S&P Dow Jones Indices (S&P 500 daily closes) · 17 Dec 2026