Quote from http://usmarket.seekingalpha.com/article/44874?source=feed

“Today is the third Friday of the month, and that means options expiration day. We went back 15 years to see how the Dow Jones Industrial Average has typically performed on options expiration day. The average percent change on all options expiration days has been -0.08% versus an average percent change of all days over the past 15 years of 0.03%”