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 12, 2022
EXPIRY SESSIONSep 16, 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 | +2.08% | +0.23% | +2.43% |
| 3D | -0.83% | -7.35% | +2.43% |
| 5D | -6.30% | -7.87% | +2.43% |
| 7D | -2.12% | -7.87% | +2.43% |
| 14D | -1.41% | -7.87% | +3.45% |
| 30D | -2.23% | -7.98% | +3.94% |
| 90D | -11.90% | -21.54% | +9.01% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.