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 WINDOWMar 14, 2022
EXPIRY SESSIONMar 18, 2022
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 | +3.13% | +1.43% | +3.61% |
| 3D | +0.16% | -1.08% | +3.61% |
| 5D | +4.76% | -1.08% | +5.96% |
| 7D | +8.26% | -1.08% | +10.21% |
| 14D | +13.05% | -1.08% | +17.80% |
| 30D | -3.09% | -4.26% | +17.80% |
| 90D | -50.25% | -50.99% | +17.80% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.