Usually means: Simultaneous expiration of stock derivatives.
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We found 6 dictionaries that define the word triple witching:

General (3 matching dictionaries)
  1. triple witching: Longman Dictionary of Contemporary English
  2. triple witching: Wiktionary
  3. triple witching: Dictionary.com

Business (3 matching dictionaries)
  1. Triple Witching: Investopedia
  2. Comprehensive Financial (No longer online)
  3. Triple Witching (Hour), Triple Witching: Financial dictionary

Definitions from Wiktionary (triple witching)

noun:  (finance) Simultaneous expiry on US markets of stock index futures, stock index options, and stock options, which took place on the third Friday of March, June, September, and December. (With the introduction of single stock futures those days are now quadruple witching.)

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