Tag: opex

Nervous Tick

Wednesday’s selling was more than just mom and pop worried about the fiscal cliff that they’ve been inundated with of late. In fact, if you look at this chart you can see that there has been relentless selling since the election was called Tuesday night and the cash market opened Wednesday. Perhaps THIS is the

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SPY Weekly Options Data

Back in June of 2010 the CBOE started listing weekly options on the SPY. Here’s some interesting data about the weekly options since that date:

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April’s SPX Range

As a premium seller I’ve already been in the month of April for two weeks. One of the data points I track is the range for both the option cycle and the month. On average, over the past 10 years, the range for opex is 78.2 points while the monthly range is 72.74 points. If

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OPEX is never easy

Seems that the market couldn’t be at a more pivotal point than where it sits as of the close tonight. Two days left in the May options and the $SPY has touched the 200 SMA again and closed under the 112.02 level I’ve mentioned this week. Actually, with today’s price action that level is now

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