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Gate 研究院:期權市場低波動蓄勢,資金布局偏向看漲價差結構

2026-01-01 11:16:10

ChainCatcher 消息, 據 Gate 研究院觀察,本週五合計約 21 億美元的 BTC 與 ETH 期權將集中交割,而 BTC、ETH IV 分別回落至 43% 與 60%,顯示市場對短期劇烈波動的定價趨於降溫;從近一週 BTC 25-Delta 偏斜走勢來看,各期限偏斜整體震盪上修、負值收斂,反映市場對下行風險的定價有所緩和,ETH 偏斜整體仍為負,但持續收斂;同時,市場最大規模大宗交易為:買 BTC-300126-100000-C,共成交約 3,225 BTC,權利金淨支出約 305 萬美元,表明主流資金更傾向於在關鍵支撐上方佈局偏多結構。

Gate 獨家推出了便捷化期權交易工具------滾動賣出期權產品,可協助用戶在設定周期內自動、連續賣出期權。用戶可自定義 Delta/Strike 選擇合約、到期日設定(T+1/T+2/T+3)、賣出價格執行方式、數量及可選的止盈止損參數。策略將於每日自動執行開倉,並在到期後無縫銜接下一期,實現全程自動化運行。該功能支持清晰的風險指標展示、保證金預估、預計交易路徑等輔助信息,協助用戶更直觀地管理策略執行。

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