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 15, 2026
EXPIRY SESSIONJun 18, 2026
HOLIDAY ADJUSTEDYes · Juneteenth
BTC DATA6/6 windows complete
DIRECTIONAL PRIORNone
OBSERVED BTC PATH · COMPLETED DAILY CANDLES
Bitcoin reaction after expiry
| Horizon | Return | Worst excursion | Best excursion |
|---|---|---|---|
| 1D | -1.51% | -3.41% | -1.32% |
| 3D | -1.88% | -3.41% | +0.10% |
| 5D | -2.79% | -4.01% | +1.72% |
| 7D | -7.36% | -10.00% | +1.72% |
| 14D | -4.60% | -10.44% | +1.72% |
| 30D | +0.54% | -10.44% | +1.73% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.