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BNB $791.51 +0.63%
XRP $1.51 +1.03%
SOL $121.27 +1.21%
TRX $0.3355 -0.04%
DOGE $0.0956 +2.84%
ADA $0.2515 +2.49%
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LINK $14.16 +0.73%
HYPE $90.70 +1.59%
AAVE $179.11 -0.97%
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ZEC $1,331.48 +0.64%
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AMZN $252.41 +0.24%
GOOGL $344.42 +0.33%
MSFT $518.65 +0.11%
META $729.08 -0.05%
NVDA $235.00 0.00%
TSLA $372.86 +0.52%
SNDK $1,719.80 +0.19%
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SPCX $159.11 +0.07%
MU $1,067.63 -0.27%
AMD $633.54 -0.08%

分析:美國 CPI 數據發布不會導致比特幣波動性大增

2024-05-14 19:07:11

ChainCatcher 消息,明天的美國通脹報告將成為焦點,投資者將尋找美聯儲的利率路徑信號。最近一系列意外事件削弱了降息預期。不過,比特幣期權的定價表明,交易員預計該報告發布後其波動性不會大幅上升。

機構流動性提供商 OrBit Markets 表示:"市場對這一事件的定價溢價幾乎可以忽略不計",其指出,CPI 報告公布後,比特幣價格的波動幅度可能小於 2%,幾乎沒有任何額外的波動,而標普 500 指數期權定價則反映了相對較高的波動性。

10x Research 創始人 Markus Thielen 曾考慮過本週晚些時候到期的比特幣期權。他的分析與 OrBit 的一致:"5 月 17 日到期的期權隱含波動率為 52.8%,僅比其他期權高 2%,這意味著交易員預計 CPI 公布後波動性將溫和上升。然而,已實現的(歷史)波動性仍低於 50%,這意味著對大幅上漲或下跌的預期並未反映在價格中。"

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