Monday of October Expiry Week

From a seasonal perspective, it’s noteworthy that Monday of October options expiration week (next Monday) has historically been a positive session for the stock market. The S&P500 has rallied on this day in 23 out of the last 30 years, or 77% of the time, significantly above the 53% random chance for a higher S&P close on any given day. The S&P closed down more than 0.5% only once out of the last 30 occurrences, while it gained more than 0.5% twelve times…

Monday of October Expiration Week
10/11/10… S&P500 ???
10/12/09… S&P500 +0.4%
10/13/08… S&P500 +11.6%
10/15/07… S&P500 -0.8%
10/16/06… S&P500 +0.3%
10/17/05… S&P500 +0.3%
10/11/04… S&P500 +0.2%
10/13/03… S&P500 +0.7%
10/14/02… S&P500 +0.7%
10/15/01… S&P500 -0.2%
10/16/00… S&P500 +0.0%
10/11/99… S&P500 -0.1%
10/12/98… S&P500 +1.4%
10/13/97… S&P500 +0.1%
10/14/96… S&P500 +0.4%
10/16/95… S&P500 -0.3%
10/17/94… S&P500 -0.0%
10/11/93… S&P500 +0.1%
10/12/92… S&P500 +1.2%
10/14/91… S&P500 +1.3%
10/15/90… S&P500 +1.1%
10/16/89… S&P500 +2.8%
10/17/88… S&P500 +0.3%
10/12/87… S&P500 -0.5%
10/13/86… S&P500 +0.2%
10/14/85… S&P500 +1.1%
10/15/84… S&P500 +1.0%
10/17/83… S&P500 +0.3%
10/11/82… S&P500 +2.6%
10/12/81… S&P500 -0.2%
10/13/80… S&P500 +1.3%

Categories : Archived Intraday Commentary, Intraday Commentary

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