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Greeks.live:BTC 期权数据显示市场预期美国大选前波动有限

2024-10-16 11:11:18
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ChainCatcher 消息,Greeks.live 研究员 Adam 在社交媒体上发文表示,美国大选日益临近,各统计渠道均显示特朗普在竞争中领先,但美国大选仍具有较大的不确定性。

Datalab 期权数据显示,大选周 BTC 的平值期权 IV 为 57%,而大选前一周的平值期权 IV 仅为 47%,市场为大选给出了 10% 的 IV 差值。

当前的期限结构也说明了一个隐含的市场观点:市场在大选结束前的波动不会太大。市场成交量也说明了这一点,即便本周涨势不错,大户也不愿意押注继续上涨。

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