Odaily星球日报讯 Greeks.live 分析师 Adam 发布加密货币期权大宗交易日报称,上周末最大的期权大宗是 250 张 4 月 1 日到期的 78000Put 和 250 张 4 月 1 日到期的 80000Put。策略逻辑:押注 3 月交割后市场疲软会持续下跌,从交割前夕此类裸卖看跌期权的操作就在增多,本周末直接加仓 500 张,花费近 30 万美元的权利金。 Adam 建议称,巨鲸押注看跌且没有保护,这是强烈的看跌信号,需要时刻注意市场下跌风险。周末大宗交易较少,其他大宗主要以月度交割后的调仓为主,日历价差和垂直价差是最受欢迎的组合。整体而言以负 Delta 和正 Theta 为主,逐步下跌是市场的主流看法,ETH 的看跌倾向会更强一些。
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