BTC $63,471.96 +0.71%
ETH $1,900.96 +1.15%
BNB $605.40 +0.00%
XRP $1.00 +0.10%
SOL $75.48 +0.04%
TRX $0.3320 +0.39%
DOGE $0.0701 +0.55%
ADA $0.1769 +0.07%
BCH $204.71 +0.85%
LINK $9.46 +0.95%
HYPE $58.85 +3.01%
AAVE $86.83 +0.62%
SUI $0.6774 +0.29%
XLM $0.1584 +1.09%
ZEC $492.38 +1.09%
BTC $63,471.96 +0.71%
ETH $1,900.96 +1.15%
BNB $605.40 +0.00%
XRP $1.00 +0.10%
SOL $75.48 +0.04%
TRX $0.3320 +0.39%
DOGE $0.0701 +0.55%
ADA $0.1769 +0.07%
BCH $204.71 +0.85%
LINK $9.46 +0.95%
HYPE $58.85 +3.01%
AAVE $86.83 +0.62%
SUI $0.6774 +0.29%
XLM $0.1584 +1.09%
ZEC $492.38 +1.09%

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

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