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HYPE $81.31 +3.46%
AAVE $154.47 +3.94%
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ZEC $1,247.96 +9.96%
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AMZN $263.43 +0.20%
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NVDA $220.62 +1.32%
TSLA $377.65 +2.57%
SNDK $1,396.70 +1.30%
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SPCX $154.56 +3.64%
MU $914.92 +0.82%
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數據:比特幣波動指數昨日降至 57.01,單日降幅 1.08%

2024-10-20 20:22:55

ChainCatcher 消息,由金融指數公司 T3 Index 聯合期權交易平台 LedgerX 推出的 BitVol(比特幣波動)指數昨日降至 57.01,單日降幅 1.08%。

BitVol 指數衡量從可交易的比特幣期權價格中得出的 30 天預期隱含波動率。隱含波動率是指實際期權價格所隱含的波動率。它是利用 B-S 期權定價公式,將期權實際價格以及除波動率σ以外的其他參數代入公式而反推出的波動率。

期權的實際價格是由眾多期權交易者競爭而形成,因此,隱含波動率代表了市場參與者對於市場未來的看法和預期,從而被視為最接近當時的真實波動率。

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