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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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