SPDR S&P 500 (SPY)

[Fox13]

Two: concerning Sep manipulations… This morning, I posted that a Parabolic SAR with the settings: AF (acceleration factor) = 0.05 with a movement limitation = 0.5 was fooled by a “whipsaw on 09/21 to 09/24”. This was right after OPX of 09/18 and it was scary for some people, unless their moves were perfectly synchronous with the market. It might happen again. Let me briefly explain why: for the present OPX, I had previously sold (to open) NOV 107 puts and 111 calls which will (probably) expire worthless. But since they are both part of “calendar spreads” I will be left for Monday with Dec and Jan strangles. If I knew which move would occur first, I could adjust my positions on close with a bias in that direction, since this could give me an edge on Monday…