StockFetcher Forums · General Discussion · Returns during options expiration week<< >>Post Follow-up
bullrun
27 posts
msg #75405
Ignore bullrun
6/14/2009 12:09:54 AM

Masters of filters,
Do any of you know if it's even possible to write an RFR type filter for options expiration week. The filter would return stocks that historically has gained or lost the most during this week? Probably not, but I figured it doesn't hurt to ask.

Thanks in advance,

Tuan



FuriousThug
256 posts
msg #75406
Ignore FuriousThug
6/14/2009 12:20:08 AM

see Jeff Augen's work on volatility plays for opts exp week/day

StockFetcher Forums · General Discussion · Returns during options expiration week<< >>Post Follow-up

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