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To: Les H who wrote (15937)5/25/2008 7:52:10 PM
From: ajtj99  Read Replies (2) | Respond to of 29597
 
Les, do you mean mid-week this week, or mid-week the first week of the month of June?



To: Les H who wrote (15937)5/25/2008 11:43:23 PM
From: TREND1  Read Replies (1) | Respond to of 29597
 
Les
I would like to program those days
but need example:

BUY at the close = Jan 14
SELL at the close = ??
BUY at the close = Jan 28
SELL at the close = ??

Maybe I could figure it out with just a few "HARD" Dates to buy at the close or open or what ever ?

Thanks in advance



To: Les H who wrote (15937)7/8/2008 10:15:22 PM
From: Les H  Read Replies (1) | Respond to of 29597
 

Effect of Options Expiration Week since January 4, 2008
Change in SPX value is close of Friday minus the previous Friday close.

SPX change SPX change SPX change
week before week of week after
January 14-18 -10.61 -75.83 + 5.42
February 11-15 -64.13 +18.70 + 3.12
March 17-21 -5.23 +41.37 -14.29
April 14-18 -37.57 +57.50 + 7.51
May 12-16 -25.62 +37.07 -49.42
June 16-20 -0.65 -42.10 -39.55
July 14-18 (prelim) +10.80
---------------------------------------------------------
total -143.81 +36.71 -87.21

Closing price of SPX on January 4 = 1411.63
Closing price of SPX on May 21 = 1273.70