Greeks.live:加密市场进入横盘震荡期,期权交割量大幅下降

世链财经
21 Mar

3 月 21 日,Greeks.live 分析师 Adam 在社交媒体上发文表示,“3 月 21 日期权交割数据:2.2 万张 BTC 期权到期,Put Call Ratio 为 0.84,最大痛点 85000 美元,名义价值 18.3 亿美元。13.3 万张 ETH 期权到期,Put Call Ratio 为 0.62,最大痛点 2000 美元,名义价值 2.6 亿美元。

本周市场相对平淡,期权的交割总量下降了近一半,短期隐含波动率 IV 明显下降,BTC 中短期波动率全面跌破 50%,ETH 中短期波动率也回到了 60% 附近,短期波动率接近腰斩。加密货币进入一种自由振荡的横盘状态,投资者情绪开始变得迟钝,时间接近季度交割,大户一般在这个时候也是求稳为主。

期权做市商机构重新提高卖出的强度,收紧 IV,这是在押注未来短期横盘。近期加密货币确实没有太多重要事件,不确定性大大降低,做市商抓紧时间回收利润,买方在这两周会比较难做。”

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