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數據:比特幣市場波動性回歸,期權波動率與市場情緒同步修復

2026-05-08 21:48:53

ChainCatcher 消息,Glassnode 分析指出,比特幣突破關鍵阻力上行至 8.2 萬 - 8.3 萬美元,終結數周窄幅震盪,市場波動性回歸。

期權數據顯示,短期 1 週隱含波動率反彈約 6 個點,長期波動溫和,短期交易需求快速恢復。情緒與倉位上,25 德爾塔偏斜向中性收斂,下行對沖需求減弱;短期偏看跌、長期轉向看漲,上行預期重定價。結構性方面,隱含波動率超已實現波動率,VRP 轉正;8.2 萬美元附近存在約 20 億美元"短伽馬"集中區,或放大波動。近 24 小時看漲期權賣出占比 81%,市場傾向震盪整理。

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