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TRX $0.3279 -0.89%
DOGE $0.0786 -4.55%
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BCH $274.14 -4.84%
LINK $11.92 -5.36%
HYPE $77.34 -5.10%
AAVE $146.82 -5.82%
SUI $0.9736 -5.99%
XLM $0.1750 -5.02%
ZEC $1,209.67 -10.34%
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AMZN $251.36 -4.04%
GOOGL $325.14 -2.75%
MSFT $521.73 -1.83%
META $647.48 -9.15%
NVDA $213.65 -3.23%
TSLA $373.62 -0.97%
SNDK $1,235.19 -9.17%
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SPCX $147.40 -6.27%
MU $846.99 -6.39%
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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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