BTC $78,456.12 -1.00%
ETH $2,462.81 -0.39%
BNB $698.43 -0.32%
XRP $1.39 -6.31%
SOL $96.86 -1.86%
TRX $0.3352 -1.69%
DOGE $0.0849 -4.41%
ADA $0.2053 -4.71%
BCH $261.52 -2.40%
LINK $11.29 -2.30%
HYPE $81.08 -1.53%
AAVE $123.44 -4.08%
SUI $0.7377 -5.92%
XLM $0.1799 -5.55%
ZEC $778.72 -2.46%
BTC $78,456.12 -1.00%
ETH $2,462.81 -0.39%
BNB $698.43 -0.32%
XRP $1.39 -6.31%
SOL $96.86 -1.86%
TRX $0.3352 -1.69%
DOGE $0.0849 -4.41%
ADA $0.2053 -4.71%
BCH $261.52 -2.40%
LINK $11.29 -2.30%
HYPE $81.08 -1.53%
AAVE $123.44 -4.08%
SUI $0.7377 -5.92%
XLM $0.1799 -5.55%
ZEC $778.72 -2.46%

Matrixport:比特币隐波与偏度显示市场避险情绪升温

2025-11-24 11:41:44

ChainCatcher 消息,Matrixport 发布今日图表称,“过去一周,比特币期权隐含波动率偏度进一步走弱。短期偏度由上周约 -3.5% 扩大至 -10.6%,短期限下行对冲需求明显升温;长端偏度则从约 -0.2% 降至 -1.9%,更长期尾部风险的定价也趋于悲观。从期权定价来看,市场对下行风险的定价在过去一周有所抬升,既体现在短期期权,也体现在明年到期的合约上。当前隐含波动率已攀升至约 58%,对应更高的近端下行风险溢价,以及较一周前更为谨慎的中期走势预期,表明市场未将本轮波动视为一次性冲击。”

app_icon
ChainCatcher Building the Web3 world with innovations.