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 WINDOWSep 16, 2024
EXPIRY SESSIONSep 20, 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 | +0.64% | -0.33% | +0.98% |
| 3D | +0.60% | -0.92% | +2.83% |
| 5D | +0.27% | -0.92% | +2.94% |
| 7D | +4.49% | -0.92% | +5.70% |
| 14D | -1.38% | -4.98% | +5.70% |
| 30D | +9.62% | -6.51% | +10.20% |
| 90D | +54.66% | -6.51% | +72.15% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.