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Gate 研究院:震盪低波動格局延續,看漲價差期權需求增強

2026-01-07 17:54:36

ChainCatcher 消息,据 Gate 研究院觀察,本週五將迎來約 20 億美元的 BTC 與 ETH 期權集中交割,而 BTC、ETH 隱含波動率(IV)分別維持在 43% 與 61%,仍處於近期低位區間。近一週 BTC 與 ETH 的 25-Delta Skew 整體呈現低位修復、負偏收斂走勢,其中短期限(7D)改善最為明顯,反映短期下行保護需求明顯降溫;同時,買入 BTC-300126-100000-C 的大宗交易累計成交約 3,000 BTC,權利金淨支出約 320 萬美元,表明主流資金更傾向於在關鍵支撐位上方佈局偏多的結構性策略。

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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