Over several time horizons op-ex week in December has been the most bullish week of the year for the SPX. The positive seasonality actually has persisted for up to 3 weeks. I’ve shown the study below in the blog every year since 2008. It looks back to 1984, which was the first year that SPX options traded. The table is updated to include 2013 stats.
The stats here remain extremely strong. Have a wonderful (and bullish?) December Opex Week!
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