Historical Precedent: OPEX Weak Start, ES_F, SPY
- Posted by DynamicHedge
- on December 13th, 2011
Here are some select examples of option expiration weeks with a slow/weak start on Monday. Note: these weeks have not been screened for FOMC announcements.
While these are not as clear as the Nonfarm payroll weeks I’ve posted previously, they still have a clear upward bias. The lacking element is a clear pattern to trade around. Focusing on the bullish patterns, some peak on Wednesday/Thursday and some rally into Friday. Choose your own analog.
October 17 – 21, 2011:
January 12 – 16, 2009:
December 15 – 19, 2008:
December 17 – 21, 2007:
February 12 – 16, 2007:
December 18 – 22, 2006:
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DynamicHedge is an equities, futures and derivatives trader based on the West Coast. He runs a long/short opportunistic relative-value strategy within a proprietary trading group. More
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