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Home » Blog » 2011 » 06 » Slightly negative bias to expiration
By Lawrence G. McMillan

This is expiration week.  In-the-money put open interest is dominant over in-the-money call open interest, and that is negative.  However, the market would have to move lower by Friday in order for large sell programs to take place.  At current levels, there is only a slightly negative bias to expiration.

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