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Greeks.live:近期加密市場行情被美國時間控制,且偏好做多波動

2024-02-18 15:47:14

ChainCatcher 消息,Greeks.live 宏觀研究員 Adam 在 X 平台發文表示:"今天是星期日,日期權平值 IV 僅有 35%,昨日的日期權平值 IV 更是僅有 30%,這是近期加密市場行情完全被美國時間控制的一個例證。

數周以來,週末的期權 IV 一直維持以上規律。對比現貨走勢我們發現週末的波動並未明顯低於工作日,至少相差沒有如此巨大。我們可以得出一個結論,美國交易時段參與交易的用戶更加偏好做多波動。"

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