Goldman Sachs estimates on expiries today:
- circa US$495 bn in single-stock derivatives
- $980 bn of S&P 500-linked contracts
- $170 bn in options linked to the State Street fund tracking the S&P 500
SPX update:
US stocks - Heads up for Thursday & monthly options expiration estimated at over $2 tln
- A likely source of volatility ahead for the US session on 14 April 2022