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FYI, some info on SPX expiration this week...

|Includes: SPDR S&P 500 Trust ETF (SPY)

EXPIRY FRIDAY - Call imbalance one week before triple witching option expiration is 6th-highest since at least Sept. 1997, according to BOFA - Large call imbalances have historically tended to produce positive SPX returns over option expiry week:

 

·         SPX front-month options contracts have $104.9 billion delta weighted open interest towards calls as of Dec. 9 close, according to BofA

·         SPX produced positive returns in 23 of the 34 instances since Sept. 1997 when there was a call imbalance toward calls on 2nd Friday of the month during triple witching expiration - SPX had avg. rise of 0.44%