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Greeks.live:季度交割结束后 IV 仍有下行压力,近两周或为布局第四季度良机

2024-09-27 08:51:07

ChainCatcher 消息,Greeks.live 宏观研究员 Adam 在 X 平台发文表示,8.9万张BTC期权即将到期,Put Call Ratio为0.64,最大痛点 59000 美元,名义价值 58 亿美元。71.8 万张 ETH 期权即将到期,Put Call Ratio为0.47,最大痛点 2500 美元,名义价值 19 亿美元。

Adam 进一步分析称,今天是第三季度的交割日,加密货币市场在过去三周内经历了强劲反弹,这主要得益于美联储降息 50 个基点的政策刺激,显著提升了市场信心。随着第三季度即将结束,历史数据显示四季度的行情通常表现良好。今年四季度将面临美国大选和预计的两次降息,这为市场带来了丰富的交易机会。

季度交割期间,大量移仓和保证金释放导致各主要期限的隐含波动率(IV)处于低位。随着季度交割的结束,IV 仍存在下行压力。因此,Adam 认为,最近两周将是布局四季度市场的良好时机。

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