扫码下载
BTC $75,672.87 +1.25%
ETH $2,352.82 +0.50%
BNB $630.83 +1.34%
XRP $1.45 +2.59%
SOL $88.49 +3.75%
TRX $0.3249 -0.21%
DOGE $0.0988 +2.85%
ADA $0.2576 +3.10%
BCH $449.62 +2.20%
LINK $9.52 +2.36%
HYPE $44.04 -2.55%
AAVE $115.08 +8.61%
SUI $0.9959 +1.83%
XLM $0.1684 +4.46%
ZEC $335.43 -2.13%
BTC $75,672.87 +1.25%
ETH $2,352.82 +0.50%
BNB $630.83 +1.34%
XRP $1.45 +2.59%
SOL $88.49 +3.75%
TRX $0.3249 -0.21%
DOGE $0.0988 +2.85%
ADA $0.2576 +3.10%
BCH $449.62 +2.20%
LINK $9.52 +2.36%
HYPE $44.04 -2.55%
AAVE $115.08 +8.61%
SUI $0.9959 +1.83%
XLM $0.1684 +4.46%
ZEC $335.43 -2.13%

Greeks.live:超短期期权 IV 达 70%,看跌期权的 IV 明显较高

2024-09-18 23:28:44
收藏

ChainCatcher 消息,Greeks.live 宏观研究员 Adam 在 X 平台发文分析,美联储议息决议还有三小时出炉,目前根据期货数据推算,60%概率会是降息 50 个基点,40%概率会是降息 25 个基点。所有市场都聚焦于此。

从加密货币期权数据看,现在市场分歧同样巨大,超短期期权 IV 高达 70%,看跌期权的 IV 明显较高。期权成交分布看,BTC 58000 看跌和 ETH 2200 看跌成交最为密集,目前期权市场对议息会议整体是看空的。25 个基点不及预期,50 个基点预示着经济指标恶化。

app_icon
ChainCatcher 与创新者共建Web3世界