掃碼下載
BTC $61,605.96 +1.54%
ETH $1,593.04 +1.94%
BNB $580.22 +1.24%
XRP $1.12 +2.82%
SOL $63.65 +1.28%
TRX $0.3235 +1.20%
DOGE $0.0833 +2.79%
ADA $0.1610 +4.11%
BCH $220.88 +4.32%
LINK $7.56 +3.84%
HYPE $57.62 -2.37%
AAVE $62.07 +3.54%
SUI $0.7511 +7.88%
XLM $0.2115 +9.86%
ZEC $377.12 +3.38%
BTC $61,605.96 +1.54%
ETH $1,593.04 +1.94%
BNB $580.22 +1.24%
XRP $1.12 +2.82%
SOL $63.65 +1.28%
TRX $0.3235 +1.20%
DOGE $0.0833 +2.79%
ADA $0.1610 +4.11%
BCH $220.88 +4.32%
LINK $7.56 +3.84%
HYPE $57.62 -2.37%
AAVE $62.07 +3.54%
SUI $0.7511 +7.88%
XLM $0.2115 +9.86%
ZEC $377.12 +3.38%

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
收藏

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。

app_icon
ChainCatcher 與創新者共建Web3世界