| Followers | 680 |
| Posts | 141250 |
| Boards Moderated | 36 |
| Alias Born | 03/10/2004 |
Saturday, October 14, 2017 10:57:29 AM
October options expiration has a history of volatility
By: Almanac Trader | October 13, 2017
Since 1994, the Monday of options expiration week has a bullish bias for DJIA, S&P 500, NASDAQ and Russell 2000. Expiration day however, tends to be mixed with average losses across the board even though S&P 500 and NASDAQ have advanced more often than not. Entire expiration week and the week after also lean bullish. Of note is the small-cap index streak of 13 straight advances from 1994 through 2006 (not shown, the streak is actually 17 years starting in 1990) and it has been down in seven of the last ten years. October’s reputation for volatility can be seen with wild daily and weekly swings in the tables below. Weekly moves in excess of 5% occurred in 1998, 2002, 2008 and 2011.
http://jeffhirsch.tumblr.com/post/166368193638/october-options-expiration-has-a-history-of
• DiscoverGold
Click on "In reply to", for Authors past commentaries
By: Almanac Trader | October 13, 2017
Since 1994, the Monday of options expiration week has a bullish bias for DJIA, S&P 500, NASDAQ and Russell 2000. Expiration day however, tends to be mixed with average losses across the board even though S&P 500 and NASDAQ have advanced more often than not. Entire expiration week and the week after also lean bullish. Of note is the small-cap index streak of 13 straight advances from 1994 through 2006 (not shown, the streak is actually 17 years starting in 1990) and it has been down in seven of the last ten years. October’s reputation for volatility can be seen with wild daily and weekly swings in the tables below. Weekly moves in excess of 5% occurred in 1998, 2002, 2008 and 2011.
http://jeffhirsch.tumblr.com/post/166368193638/october-options-expiration-has-a-history-of
• DiscoverGold
Click on "In reply to", for Authors past commentaries
Information posted to this board is not meant to suggest any specific action, but to point out the technical signs that can help our readers make their own specific decisions. Your Due Dilegence is a must!
• DiscoverGold
Join the InvestorsHub Community
Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.
