BTC $79,466.64 -0.35%
ETH $2,475.65 +0.73%
BNB $741.88 -3.62%
XRP $1.41 -0.63%
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 $88.66 +4.12%
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 -0.63%
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 $88.66 +4.12%
AAVE $133.55 +2.07%
SUI $0.7882 -1.30%
XLM $0.1832 -0.27%
ZEC $1,157.32 +13.99%

Greeks.live:此前暴漲帶來的 FOMO 情緒已消失,市場對波動的預期高於 BTC 創歷史新高期間

2024-03-20 22:22:04

ChainCatcher 消息,Greeks.live 研究員 Adam 在社交媒體上發文表示,經過數日的持續下跌,BTC 實現波動率再度大幅上升,各主要期限 IV 也均達到了近一年的最高水平。市場對波動的預期甚至高於創歷史新高期間,觀察市場數據,主要是因為中短期看跌期權 Put 的價格顯著升高導致。

目前期權偏斜指標 Skew 已經由顯著偏斜返回了中性狀態,同等條件的看跌期權與看漲期權價格回到持平,今年暴漲帶來 fomo 情緒已經消失。

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