Quarterly expiry research
DERIVATIVES · QUARTERLY EXPIRY
Quarterly US Derivatives Expiry
Recurring U.S. equity-index derivatives expiry, also commonly called triple witching or quad witching. It is positioning context, not a directional Bitcoin signal.
STATUSCOMPLETED
ROLL WINDOWJun 17, 2024
EXPIRY SESSIONJun 21, 2024
HOLIDAY ADJUSTEDNo
BTC DATA7/7 windows complete
DIRECTIONAL PRIORNone
OBSERVED BTC PATH · COMPLETED DAILY CANDLES
Bitcoin reaction after expiry
| Horizon | Return | Worst excursion | Best excursion |
|---|---|---|---|
| 1D | -0.93% | -1.44% | -0.49% |
| 3D | -7.06% | -9.91% | -0.49% |
| 5D | -6.21% | -9.91% | -0.49% |
| 7D | -6.98% | -9.91% | -0.49% |
| 14D | -12.65% | -17.49% | -0.49% |
| 30D | +5.15% | -17.49% | +5.46% |
| 90D | -2.90% | -24.35% | +7.96% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.