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, 2020
EXPIRY SESSIONJun 19, 2020
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 | -0.22% | -2.29% | +0.17% |
| 3D | +3.36% | -2.29% | +4.44% |
| 5D | -0.96% | -2.29% | +4.44% |
| 7D | -2.35% | -4.23% | +4.44% |
| 14D | -3.33% | -5.98% | +4.44% |
| 30D | -1.74% | -5.98% | +4.44% |
| 90D | +16.72% | -5.98% | +33.17% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.