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Deribit 高管:当前 BTC 波动率指数为 47.08,隐含波动率低于过去一年 96.4% 时间的水平

2025-04-29 12:07:23

ChainCatcher 消息,Deribit 亚太商务负责人 Lin 发文表示,当前比特币波动率指数(DVOL)为 47.08,处于低波动区间,隐含波动率低于过去一年 96.4% 时间的水平。

Lin 表示,在当前市况下,若投资者选择卖出 5 月底行权价为 9.8 万美元的比特币看涨期权,可获得 4.2% 的币本位收益率,年化收益率约为 25.58%,到期 BTC 低于 10.2万美元(盈亏平衡点)即为盈利。

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