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Commentary Topic from greenfaucet

Options Expiration Week Performance By Month

Some readers may recall that I've previously labeled December op-ex week "The Most Wonderful Time of the Year". 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.



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