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QCP Capital:短期隐含波动率在选举日到期时达到峰值,加密市场仍偏向看涨

2024-10-22 17:51:51

ChainCatcher 消息,新加坡加密投资机构 QCP Capital 发文称,短期隐含波动率在选举日到期时达到峰值,较上一到期日扩大了 10 个波动点,且偏斜度偏向看涨期权而非看跌期权,尽管比特币较其历史最高点低了约 8%。与此同时,股市呈现出不同的景象。

标普500 指数创下历史新高,其中有 20% 的公司即将公布财报。期权市场则偏向看跌保护,预计在选举次日即 11 月 6 日,该指数可能波动 1.8%。股市与加密货币的相关性达到了历史高位的 0.83。鉴于其均值回归的趋势和期权市场定位的差异,这可能预示着转折点的到来。

选举为股市创造了一个零和博弈的场景,行业赢家将取决于选举结果。相比之下,两位美国总统候选人都比上一届政府更加支持加密货币,因此股市的任何疲软都可能促使资本重新分配到加密货币领域。

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