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 WINDOWDec 16, 2024
EXPIRY SESSIONDec 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 | -0.15% | -1.03% | +2.28% |
| 3D | -2.68% | -5.15% | +2.28% |
| 5D | +2.03% | -5.15% | +2.28% |
| 7D | -3.29% | -5.15% | +2.58% |
| 14D | +0.78% | -6.27% | +2.58% |
| 30D | +3.94% | -8.57% | +9.18% |
| 90D | -13.54% | -21.38% | +12.31% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.