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Matrixport:比特幣窄幅波動帶動賣出期權策略,波動率預計持續下降

2024-09-24 15:11:57

ChainCatcher 消息,Matrixport 發布圖表稱:雖然比特幣天然具有波動性,但 30 天滾動回報率顯示,其價格在過去 18 個月基本保持在±20%的浮動範圍內。我們預期波動率將進一步降低,因此在 2023 年初建議採用賣出期權策略,包括賣出虛值的看跌和看漲期權,以獲取額外收益。

即使這一策略會有出現虧損的情況,但隨著波動率的整體下行,該策略總體上依然表現出色。隨著比特幣 ETF 相關期權的推出,預計會有更多機構參與者進入市場,進一步壓縮波動率。因此,賣出波動率依然是可行的策略,讓比特幣持有者獲取額外收益。

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