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Technology Stocks : FORE Inc.
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To: Jon Stept who wrote (10956)3/19/1999 1:51:00 PM
From: Jon Stept  Read Replies (1) of 12559
 
All, re: volume and option expiration correlation

I have looked at a 1 year volume chart and see no positive correlation between the volume we are seeing today and option expiration, focusing on triple-witching which I think occurs at the end of March, June, Sept, and Dec. There was a 22% drop in early Sept. 98 due to an acquisition which caused a >15M volume spike.

Anybody else do any research?

Jon :)
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