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 11, 2018
EXPIRY SESSIONJun 15, 2018
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 | -2.32% | -4.65% | -1.33% |
| 3D | +1.06% | -4.65% | +2.55% |
| 5D | +1.82% | -4.65% | +2.87% |
| 7D | -8.72% | -10.80% | +2.87% |
| 14D | -6.57% | -12.98% | +2.87% |
| 30D | -4.36% | -12.98% | +3.08% |
| 90D | -2.30% | -12.98% | +27.86% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.