Options Expiration Week Hardly An Automatic Downer For Stocks
- Monday, June 16, 2014, 15:12
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If the VIX expires during the traditional expiration week, then the S&P 500 averages a loss of 0.32% in the latter part of the week. Otherwise, when VIX expiration does NOT coincide with equity expiration, then the index averages a gain of 0.17%.
http://www.forbes.com/sites/greatspeculations/2014/06/16/options-expiration-week-hardly-an-automatic-downer-for-stocks/