Published on greenfaucet (http://www.greenfaucet.com)
Options Expiration Week Performance By Month
By Rob Hanna
Created 2010/03/15 - 12:10pm

Some readers may recall that I've previously labeled December op-ex week "The Most Wonderful Time of the Year [1]". Op-ex week in general is normally pretty good. And while December has been the most reliable month, both March and April have produced more profits going back to 1984. Below is a table that breaks down op-ex week performance by month. It assumes buying the close on the Friday prior to op-ex and selling the close of op-ex Friday. If there was a holiday on that Friday, then the Thursday before the weekend was bought. I excluded op-ex week of September 2001 due to the extreme (and horrific) circumstances.

[2]

This positive seasonality could provide a bit of a tailwind this week for the market.


Source URL: http://www.greenfaucet.com/technical-analysis/options-expiration-week-performance-by-month/73027

Links:
[1] http://quantifiableedges.blogspot.com/2009/12/most-wonderful-tiiiiime-of-yearrrrrrr.html
[2] http://2.bp.blogspot.com/_931wANibTqw/S54kJYOgOSI/AAAAAAAABi8/dNiqb5H4x9U/s1600-h/2010-03-15 png.png