U.S. super stock options expiry may bring short market respite

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An unusually large quarterly expiration is expected to boost trading volumes and add to volatility

An unusually large quarterly expiration of U.S. stock futures and options on Friday is likely to boost trading volumes and add to volatility, market strategists said, with some even expecting it to trigger a relief rally at the end of a turbulent week.

“As those put options expire, the hedges are reversed, in this case through a short-covering purchase,” Oyster said, adding this could provide some support to the market. Analytic services SpotGamma said there are a significant number of deep “in-the-money” puts expiring, similar in size to when markets crashed in March 2020, referring to protective options that have risen in value due to the market’s fall.

The Federal Reserve’s 75 basis point interest rate hike on Wednesday and the possibility of more hikes to tame decades-high inflation has put the S&P 500 on course for its worst weekly performance since the pandemic-led crash in 2020.

 

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