A Historical Look at Opex Week in August

It is options expiration week this week. Options expiration weeks often have a bullish tendency. You can see it broken down by month in this post from March. But the summer months of June, July, & August have not seen that same bullish tendency.

August’s performance has actually been net negative. June is the only other negative month. Below is a look at the profit curve for August.


Very inconsistent, and worse lately. Opex in August has not shown the typical opex week bullish tendency.


Want research like this delivered directly to your inbox on a timely basis? Sign up for the Quantifiable Edges Email List.

Learn how to identify edges and formulate swing trading strategies in the new Quant Edges Swing Trading Course!