OptionMetrics takes a look at patterns in volatility skew within the options market and the impact of third Thursday expiration.
A “once bitten, twice shy” mentality was evident last week The S&P 500 Index (SPX – 5,659.91) moved lower last week after rising for three out of four weeks with the help of mega-cap technology names.
Next Friday will be the third in December, meaning it will bring expiration week for equity options. Monthly expirations have become less significant due to weekly expiration dates for almost half of ...
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