I’ve noted a number of times that Op-ex week in general is pretty bullish. March, April, October, and December it has been especially so. S&P 500 options began trading in mid-1983. The table below is one I have showed in March each of the last several years. It goes back to 1984 and shows op-ex week performance broken down by month. All statistics are updated.
While December has been more reliable, March op-ex week has seen the most in total gains. Traders may want to keep this in mind this week, and refer back to the table in future months.
Want research like this delivered directly to your inbox on a timely basis? Sign up for the Quantifiable Edges Email List.