VWAP trading

#1
I have seen very large moves during last half hour of contract expiry. I have heard people say that such moves are due to arbitrage unwinding.

Can someone please explain it in detail? Why do these moves take place?
Also in some stocks there is an upmove while in others there is a downmove.


How is the rollover done?

An upmove during the last half hour means whether there is a long rollover or a short rollover?

Please Help :confused:

Thank You :thumb:
 

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