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 14, 2026
EXPIRY SESSIONSep 18, 2026
HOLIDAY ADJUSTEDNo
BTC DATA6/6 windows complete
DIRECTIONAL PRIORNone
OBSERVED BTC PATH · COMPLETED DAILY CANDLES
Bitcoin reaction after expiry
| Horizon | Return | Worst excursion | Best excursion |
|---|---|---|---|
| 1D | +6.40% | +5.86% | +7.30% |
| 3D | +13.42% | +4.89% | +14.47% |
| 5D | +10.52% | +4.89% | +14.47% |
| 7D | +10.14% | +4.89% | +14.47% |
| 14D | +10.68% | +4.89% | +14.47% |
| 30D | +7.41% | +4.36% | +14.47% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.