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Friday, August 19, 2011

Option Expiration Friday Levels

Amid the blood bath in Asian and European markets this morning, it's op-ex here in the US where a lot of fleecing will likely occur.

The pre-market is volatile. The futures range is as wide as 1139-1117. What's a trader to do?

First rule is nothing. Wait for the market to come to you. If you want to be a gunslinger, go right ahead. But the better approach is to locate your levels and formulate a plan based on expectations of market action.

Even if your expectations are wrong, you gain intel.

Second rule is to be aware that op-ex is all about the S&P large contract futures options which expire in the morning. That is where and when most of the high jinks take place. The end of the day is the next time and place for whippy action.

Op-ex can either be a pop or a fizzle. I generally play it for the price discovery which usually takes place. I look for levels away from the action and play for wholesale, not retail. Just like any other day, but only more so.

Today my levels are 1160 to be a possible seller, and to be a buyer around 1119, 1100, or anything below there that I can get.

Monday I will be en route from the East Coast to Chicago and I'm already trying to position myself for that. Ideally, looking for a little upside protection for my SDS position in case of a pop, while preserving the ability for continued profits to the downside. Slightly OTM (Out Of The Money) SPY calls will likely do the trick.

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