Options Expiration Time Profile

20 Aug

Posted in Post-close Analysis by Bob English at 20:47:42 Comments are off

We will cover this more thoroughly in tomorrow’s report with greater resolution and history. For now, there is a clearly bullish bias in the first hour of trading on option expirations day going back two years, which becomes mildly bearish the second hour of trading. For the eMini S&P 500:

Pre-open eMini S&P 500 Morning Report for March 4, 2011 (Mar 04, 2011)
Pre-open eMini S&P 500 Morning Report for August 3, 2010 (Aug 03, 2010)
Post-close / overnight #eMini (Aug 04, 2009)
Overnight support and resistance #eMini #futures (Jul 08, 2009)
eMini Overnight Update (Jul 06, 2009)

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Disclaimer: The information presented on this site is for educational purposes only. No personal trade recommendations are being made hereby. Trading futures is highly risky and you can lose a substantial amount of money. Past performance is not necessarily indicative of future results.

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Options Expiration Time Profile

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