BTC $79,466.64 -0.35%
ETH $2,475.65 +0.73%
BNB $741.88 -3.62%
XRP $1.41 -0.28%
SOL $105.29 +2.38%
TRX $0.3350 +0.57%
DOGE $0.0882 +0.73%
ADA $0.2167 -0.32%
BCH $254.87 +1.75%
LINK $12.12 +1.95%
HYPE $89.01 +4.55%
AAVE $133.55 +2.07%
SUI $0.7882 -1.30%
XLM $0.1832 -0.27%
ZEC $1,157.32 +13.99%
BTC $79,466.64 -0.35%
ETH $2,475.65 +0.73%
BNB $741.88 -3.62%
XRP $1.41 -0.28%
SOL $105.29 +2.38%
TRX $0.3350 +0.57%
DOGE $0.0882 +0.73%
ADA $0.2167 -0.32%
BCH $254.87 +1.75%
LINK $12.12 +1.95%
HYPE $89.01 +4.55%
AAVE $133.55 +2.07%
SUI $0.7882 -1.30%
XLM $0.1832 -0.27%
ZEC $1,157.32 +13.99%

Greeks.live:此前暴涨带来的 FOMO 情绪已消失,市场对波动的预期高于 BTC 创历史新高期间

2024-03-20 22:22:04

ChainCatcher 消息,Greeks.live 研究员 Adam 在社交媒体上发文表示,经过数日的持续下跌,BTC 实现波动率再度大幅上升,各主要期限 IV 也均达到了近一年来的最高水平。市场对波动的预期甚至高于创历史新高期间,观察市场数据,主要是因为中短期看跌期权 Put 的价格显著升高导致。

目前期权偏斜指标 Skew 已经由显著偏斜返回了中性状态,同等条件的看跌期权与看涨期权价格回到持平,今年暴涨带来 fomo 情绪已经消失。

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