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 13, 2022
EXPIRY SESSIONJun 17, 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 | -6.99% | -13.77% | +1.86% |
| 3D | +0.87% | -13.77% | +3.29% |
| 5D | -1.98% | -13.77% | +6.57% |
| 7D | +4.18% | -13.77% | +6.57% |
| 14D | -5.49% | -13.77% | +7.33% |
| 30D | +2.06% | -13.77% | +10.40% |
| 90D | -3.28% | -13.77% | +23.77% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.