When VIX options expire after standard monthly options expiration (as occurs this December), historical data shows 2 out of 3 times (approximately 67%) the market changes course from its recent trend, suggesting statistical likelihood of reversal after December 31st when pinning support is removed
forecastpending
Speaker
Brent KachubaEvidence Quote
“when the vix expiration occurs after Opex uh we see two-thirds of the time we see the market change course”
Source
Tesla, MicroStrategy and An Inside Look at the Biggest Options Expiration in Market History— Excess ReturnsCreated: 8/11/2026, 8:03:54 AM
My Notes
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