Quadruple Witching
A day on which contracts for stock index futures, stock index options, stock options, and single stock futures (SSF) all expire.
Investopedia Commentary
This is similar to the triple witching hour, except that the quadruple witching hour sees also the expiry of SSFs.
Quadruple witching days occur on the 3rd Friday of March, June, September and December.
Related Links
Options Basics Tutorial
Futures Fundamentals
See also: Double Witching, Futures, Index, Option, S&P 500, Single Stock Future - SSF, Triple Witching Hour, Volatility