BTC $84,623.57 -1.53%
ETH $2,677.99 -1.86%
BNB $766.08 -1.45%
XRP $1.49 -2.50%
SOL $119.46 -2.07%
TRX $0.3350 +0.32%
DOGE $0.0929 -3.14%
ADA $0.2459 -3.47%
BCH $310.37 -1.31%
LINK $14.11 -2.32%
HYPE $88.14 -2.26%
AAVE $179.27 -3.32%
SUI $1.14 -3.00%
XLM $0.2148 -3.42%
ZEC $1,315.35 -4.86%
AAPL $333.34 +0.72%
AMZN $251.79 +0.95%
GOOGL $343.73 +1.15%
MSFT $517.70 +0.37%
META $727.65 +0.01%
NVDA $234.19 +1.07%
TSLA $370.86 +4.26%
SNDK $1,718.76 -3.67%
INTC $118.26 -1.89%
SPCX $158.94 +6.58%
MU $1,068.15 -2.23%
AMD $632.79 +2.38%
BTC $84,623.57 -1.53%
ETH $2,677.99 -1.86%
BNB $766.08 -1.45%
XRP $1.49 -2.50%
SOL $119.46 -2.07%
TRX $0.3350 +0.32%
DOGE $0.0929 -3.14%
ADA $0.2459 -3.47%
BCH $310.37 -1.31%
LINK $14.11 -2.32%
HYPE $88.14 -2.26%
AAVE $179.27 -3.32%
SUI $1.14 -3.00%
XLM $0.2148 -3.42%
ZEC $1,315.35 -4.86%
AAPL $333.34 +0.72%
AMZN $251.79 +0.95%
GOOGL $343.73 +1.15%
MSFT $517.70 +0.37%
META $727.65 +0.01%
NVDA $234.19 +1.07%
TSLA $370.86 +4.26%
SNDK $1,718.76 -3.67%
INTC $118.26 -1.89%
SPCX $158.94 +6.58%
MU $1,068.15 -2.23%
AMD $632.79 +2.38%

Greeks.live:此前暴涨带来的 FOMO 情绪已消失,市场对波动的预期高于 BTC 创历史新高期间

2024-03-20 22:22:04

ChainCatcher 消息,Greeks.live 研究员 Adam 在社交媒体上发文表示,经过数日的持续下跌,BTC 实现波动率再度大幅上升,各主要期限 IV 也均达到了近一年来的最高水平。市场对波动的预期甚至高于创历史新高期间,观察市场数据,主要是因为中短期看跌期权 Put 的价格显著升高导致。

目前期权偏斜指标 Skew 已经由显著偏斜返回了中性状态,同等条件的看跌期权与看涨期权价格回到持平,今年暴涨带来 fomo 情绪已经消失。

关联标签
关联标签
app_icon
ChainCatcher 与创新者共建Web3世界