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ETH $2,679.48 -1.37%
BNB $768.18 -0.79%
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SOL $118.86 -1.00%
TRX $0.3343 -0.03%
DOGE $0.0929 -1.44%
ADA $0.2473 -0.49%
BCH $312.74 +1.47%
LINK $13.92 -3.41%
HYPE $88.44 -0.46%
AAVE $180.69 +3.62%
SUI $1.15 -1.64%
XLM $0.2156 -1.88%
ZEC $1,324.76 -0.88%
AAPL $333.41 +0.67%
AMZN $251.70 +0.96%
GOOGL $343.85 +1.17%
MSFT $517.54 +0.23%
META $727.27 -0.18%
NVDA $234.34 +1.11%
TSLA $371.04 +4.22%
SNDK $1,719.85 -3.80%
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SPCX $158.85 +6.56%
MU $1,067.82 -2.04%
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Greeks.live:此前暴漲帶來的 FOMO 情緒已消失,市場對波動的預期高於 BTC 創歷史新高期間

2024-03-20 22:22:04

ChainCatcher 消息,Greeks.live 研究員 Adam 在社交媒體上發文表示,經過數日的持續下跌,BTC 實現波動率再度大幅上升,各主要期限 IV 也均達到了近一年的最高水平。市場對波動的預期甚至高於創歷史新高期間,觀察市場數據,主要是因為中短期看跌期權 Put 的價格顯著升高導致。

目前期權偏斜指標 Skew 已經由顯著偏斜返回了中性狀態,同等條件的看跌期權與看漲期權價格回到持平,今年暴漲帶來 fomo 情緒已經消失。

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