BTC $85,147.68 +5.90%
ETH $2,725.51 +5.71%
BNB $790.37 +4.96%
XRP $1.49 +8.04%
SOL $116.82 +7.82%
TRX $0.3442 +0.47%
DOGE $0.0937 +10.13%
ADA $0.2432 +9.91%
BCH $268.38 +8.70%
LINK $13.08 +8.34%
HYPE $95.86 +5.00%
AAVE $146.76 +8.82%
SUI $1.01 +23.44%
XLM $0.2109 +10.67%
ZEC $1,552.88 +7.35%
AAPL $336.07 +0.78%
AMZN $255.33 +1.02%
GOOGL $350.55 +0.44%
MSFT $495.15 +0.21%
META $679.15 +1.32%
NVDA $223.77 +1.69%
TSLA $369.43 +1.76%
SNDK $1,810.35 +2.64%
INTC $114.91 +4.42%
SPCX $153.93 +0.73%
MU $1,035.25 +3.18%
AMD $579.22 +4.45%
BTC $85,147.68 +5.90%
ETH $2,725.51 +5.71%
BNB $790.37 +4.96%
XRP $1.49 +8.04%
SOL $116.82 +7.82%
TRX $0.3442 +0.47%
DOGE $0.0937 +10.13%
ADA $0.2432 +9.91%
BCH $268.38 +8.70%
LINK $13.08 +8.34%
HYPE $95.86 +5.00%
AAVE $146.76 +8.82%
SUI $1.01 +23.44%
XLM $0.2109 +10.67%
ZEC $1,552.88 +7.35%
AAPL $336.07 +0.78%
AMZN $255.33 +1.02%
GOOGL $350.55 +0.44%
MSFT $495.15 +0.21%
META $679.15 +1.32%
NVDA $223.77 +1.69%
TSLA $369.43 +1.76%
SNDK $1,810.35 +2.64%
INTC $114.91 +4.42%
SPCX $153.93 +0.73%
MU $1,035.25 +3.18%
AMD $579.22 +4.45%

数据:名义价值近 22 亿美元的 BTC 和 ETH 期权即将到期

2023-12-15 10:57:06

ChainCatcher 消息,Greeks.live 宏观研究员 Adam 在社交平台发布 12 月 15 日期权交割数据:

  • 3.7 万张 BTC 期权即将到期,Put Call Ratio 为 1.02,最大痛点 42000 美元,名义价值 15.8 亿美元。
  • 26.8 万张 ETH 期权即将到期,Put Call Ratio 为 0.66,最大痛点 2250 美元,名义价值 6.1 亿美元。

本周加密货币遇到回调,特别是 BTC 一度跌至 40000 美元,大量保护性期权成交,造成本周 Put 持仓大于 Call。

从期权数据中,我们可以看到主要交易仍集中于 BTC 期权,期权隐含波动率 IV 近一个月以来都非常平稳,大规模移仓仍在进行中。

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