A Tour Around the Options World with SpotGamma's Brent Kochuba
Excess Returns
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The Effects of Call Expirations on Market Value
This is a very call heavy options expiration. And these quarterly expirations tend to be extremely large. The last time we had a call expiration that was this large, it was January of 2020 and January 2020 was a pretty nasty market movement. So by default, the way that we look at this is mean reversion. We would look for some short-term weakness or consolidation in the market as a result of all these calls expiring.
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