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Greeks.live:超短期期權 IV 達 70%,看跌期權的 IV 明顯較高

2024-09-18 23:28:44
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ChainCatcher 消息,Greeks.live 宏觀研究員 Adam 在 X 平台發文分析,美聯儲議息決議還有三小時出爐,目前根據期貨數據推算,60% 機率會是降息 50 個基點,40% 機率會是降息 25 個基點。所有市場都聚焦於此。

從加密貨幣期權數據看,現在市場分歧同樣巨大,超短期期權 IV 高達 70%,看跌期權的 IV 明顯較高。期權成交分佈看,BTC 58000 看跌和 ETH 2200 看跌成交最為密集,目前期權市場對議息會議整體是看空的。25 個基點不及預期,50 個基點預示著經濟指標惡化。

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