BTC $66,486.28 +1.63%
ETH $1,926.66 +1.42%
BNB $574.28 +0.24%
XRP $1.13 +3.24%
SOL $78.11 +0.68%
TRX $0.3283 +0.72%
DOGE $0.0733 +0.27%
ADA $0.1734 +4.57%
BCH $225.34 +3.79%
LINK $8.67 +1.75%
HYPE $61.78 -0.70%
AAVE $96.21 +7.85%
SUI $0.7690 +0.75%
XLM $0.1920 +1.52%
ZEC $538.72 -2.93%
BTC $66,486.28 +1.63%
ETH $1,926.66 +1.42%
BNB $574.28 +0.24%
XRP $1.13 +3.24%
SOL $78.11 +0.68%
TRX $0.3283 +0.72%
DOGE $0.0733 +0.27%
ADA $0.1734 +4.57%
BCH $225.34 +3.79%
LINK $8.67 +1.75%
HYPE $61.78 -0.70%
AAVE $96.21 +7.85%
SUI $0.7690 +0.75%
XLM $0.1920 +1.52%
ZEC $538.72 -2.93%

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
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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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