BTC $81,613.47 -0.71%
ETH $2,403.54 -0.99%
BNB $745.16 +1.17%
XRP $1.33 -1.03%
SOL $104.55 +0.17%
TRX $0.3294 -0.48%
DOGE $0.0799 +0.36%
ADA $0.2161 -0.41%
BCH $286.43 +3.62%
LINK $12.21 +0.29%
HYPE $78.47 -0.16%
AAVE $149.91 +0.74%
SUI $0.9981 +0.45%
XLM $0.1778 -0.67%
ZEC $1,222.81 -3.58%
AAPL $346.28 +0.62%
AMZN $250.40 -3.17%
GOOGL $324.70 -1.91%
MSFT $516.88 -2.30%
META $647.40 -8.10%
NVDA $214.29 -1.52%
TSLA $376.89 +2.30%
SNDK $1,297.96 -2.28%
INTC $87.31 -2.01%
SPCX $147.87 -4.78%
MU $879.44 -0.47%
AMD $516.13 -3.11%
BTC $81,613.47 -0.71%
ETH $2,403.54 -0.99%
BNB $745.16 +1.17%
XRP $1.33 -1.03%
SOL $104.55 +0.17%
TRX $0.3294 -0.48%
DOGE $0.0799 +0.36%
ADA $0.2161 -0.41%
BCH $286.43 +3.62%
LINK $12.21 +0.29%
HYPE $78.47 -0.16%
AAVE $149.91 +0.74%
SUI $0.9981 +0.45%
XLM $0.1778 -0.67%
ZEC $1,222.81 -3.58%
AAPL $346.28 +0.62%
AMZN $250.40 -3.17%
GOOGL $324.70 -1.91%
MSFT $516.88 -2.30%
META $647.40 -8.10%
NVDA $214.29 -1.52%
TSLA $376.89 +2.30%
SNDK $1,297.96 -2.28%
INTC $87.31 -2.01%
SPCX $147.87 -4.78%
MU $879.44 -0.47%
AMD $516.13 -3.11%

Greeks.live:季度交割结束后 IV 仍有下行压力,近两周或为布局第四季度良机

2024-09-27 08:51:07

ChainCatcher 消息,Greeks.live 宏观研究员 Adam 在 X 平台发文表示,8.9万张BTC期权即将到期,Put Call Ratio为0.64,最大痛点 59000 美元,名义价值 58 亿美元。71.8 万张 ETH 期权即将到期,Put Call Ratio为0.47,最大痛点 2500 美元,名义价值 19 亿美元。

Adam 进一步分析称,今天是第三季度的交割日,加密货币市场在过去三周内经历了强劲反弹,这主要得益于美联储降息 50 个基点的政策刺激,显著提升了市场信心。随着第三季度即将结束,历史数据显示四季度的行情通常表现良好。今年四季度将面临美国大选和预计的两次降息,这为市场带来了丰富的交易机会。

季度交割期间,大量移仓和保证金释放导致各主要期限的隐含波动率(IV)处于低位。随着季度交割的结束,IV 仍存在下行压力。因此,Adam 认为,最近两周将是布局四季度市场的良好时机。

app_icon
ChainCatcher 与创新者共建Web3世界