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Deribit 高管:當前 BTC 波動率指數為 47.08,隱含波動率低於過去一年 96.4% 時間的水平

2025-04-29 12:07:23

ChainCatcher 消息,Deribit 亞太商務負責人 Lin 發文表示,當前比特幣波動率指數(DVOL)為 47.08,處於低波動區間,隱含波動率低於過去一年 96.4% 時間的水平。

Lin 表示,在當前市況下,若投資者選擇賣出 5 月底行權價為 9.8 萬美元的比特幣看漲期權,可獲得 4.2% 的幣本位收益率,年化收益率約為 25.58%,到期 BTC 低於 10.2萬美元(盈虧平衡點)即為盈利。

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