It is narrated from Sayyiduna Abdullah (may Allah be pleased with him) concerning the verse "Then divorce them for their waiting period" [Surah al-Talaq: 1] that he said: "That is, in a state of purity, without intercourse. When someone wishes to give three divorces in accordance with the Sunnah, he should give one divorce in each state of purity; then after the last divorce she must have one menstrual period."
Hadith Referenceالمعجم الكبير للطبراني / باب العين / 9576