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Single stock options worth $1.2 trillion set to expire - Options Solutions

Published 2022-01-21, 09:42 a/m
© Reuters. FILE PHOTO: Traders work at the post that trades JP Morgan on the floor of the New York Stock Exchange May 11, 2012.  REUTERS/Brendan McDermid (UNITED STATES - Tags: BUSINESS)/File Photo
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By Medha Singh

(Reuters) - Single stock options totaling about $1.28 trillion were set to expire on Friday, potentially driving sharp market movements as Wall Street rounds out a turbulent week, analysts at Options Solutions said.

The options expiration represents nearly 40% of the total open interest on a notional basis, according to the Chicago-based investment adviser.

The main U.S. stock indexes ended sharply lower on Thursday as a rally evaporated late in the session with investors contemplating whether equities were bargains after Nasdaq fell into correction territory this week.

"(The) options expiration could be another risk factor because it is so unusually large which could magnify the impact of investors adjusting expiring puts and calls," said Steve Sears, president at Options Solutions.

U.S. stocks have seen intense selling towards the end of the session this month, analysts at Bespoke Investment Group noted, adding that January was averaging one of the worst performances in the last hour on record.

© Reuters. FILE PHOTO: A Wall Street sign hangs on a signpost in front of the New York Stock Exchange August 5, 2011. REUTERS/Lucas Jackson/File Photo

The net options delta set to expire on Jan. 21 is over $2 billion, said Brent Kochuba of options analytic service SpotGamma.

Among stocks that have very large call positions expiries and could likely see wild swings were Apple Inc (NASDAQ:AAPL), Microsoft Corp (NASDAQ:MSFT), Amazon.com (NASDAQ:AMZN), Tesla Inc (NASDAQ:TSLA), Meta Platforms and Google-parent Alphabet (NASDAQ:GOOGL), SpotGamma said.

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