expiration week trading

Discussion in 'Trading' started by flipper me, Dec 14, 2009.

Which way will the S&P go this expiration week?

  1. Higher than 1110 by friday

    14 vote(s)
    35.9%
  2. Lower than 1110 by friday

    18 vote(s)
    46.2%
  3. Not sure

    7 vote(s)
    17.9%
  1. This is expiration week, and hopefully there will be some movement this week, as once expiration is over and the holidays kick in, it will probably be very quiet.

    The technical pattern seems to argue that the S&P will break to the upside from its 1090-1120 range. Whether it's a headfake or not, I don't know yet. Sentiment analysis is overly bullish at the moment though.

    Usually, the market rises towards the end of december. But not always. I'd like to hear others opinion of what will happen THIS expiration week. I believe it will be lower than the current price by the end of the week.. Current S&P price is 1110.
     
  2. isn't this a trading website with real money? But no one can comment on expiration week? :(
     
  3. IMO you are getting "Ho hum" as a response because the only significance to expiration is that a good part of rollover day will be slow until the new contract gains volume. After that, it's just like every other day.
     
  4. Option expiration, the third Friday of the month, has an upward bias beginning the second Thursday of each month.

    Threory suggests that to get calls assigned to new shareholders. However, "that" doesn't benfeit the CBOE (the biggest den of theives) other than transaction costs and token fees.

    But..........a bias is a bias. A propensity.

    As for it being quiet after expiration, hmmm there's upcoming year end institutional adjustments.
     
  5. There's also the holidays.
     
  6. Definitely ho hum today. Hope it picks up next few days!
     
  7. 1-2-1. December expiration day should have gigantic volume. Buy dips and sell rallies aggressively. Say la vee. :cool:
     
  8. When we get a dip, I am waiting to buy.
     
  9. at what S&P price is this dip level where you are buying?
     
  10. S2007S

    S2007S

    From Etfdigest.com


    Adding to what might be a bullish week is how options series are presented courtesy of our friend Scott Larison of Forefront Capital in NY.

    "Large call imbalance points to an up-market this week:


    As of close on 11 Dec 2009, the S&P500 front-month (18 Dec 2009) option contracts have a $103.5 billion delta (exercise probability) weighted open interest towards calls. This is the fourth largest call imbalance seen one week prior to triple witching option expiration since September 1997.



    Strikes with the largest Open Interest as of Friday's close 12/11:



    DEC 1050- Calls 209k, Puts 221k

    DEC 1100- Calls 181k Puts 166k"
     
    #10     Dec 14, 2009