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 12, 2023
EXPIRY SESSIONJun 16, 2023
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 | +3.66% | +2.33% | +4.74% |
| 3D | +4.96% | +2.33% | +5.75% |
| 5D | +17.31% | +2.33% | +20.45% |
| 7D | +20.09% | +2.33% | +22.97% |
| 14D | +19.15% | +2.33% | +22.97% |
| 30D | +18.29% | +2.33% | +24.61% |
| 90D | +3.77% | -2.62% | +24.61% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.