BTC $77,706.45 -2.04%
ETH $2,437.02 -2.10%
BNB $688.45 -2.35%
XRP $1.39 -1.91%
SOL $103.53 -2.21%
TRX $0.3382 -0.41%
DOGE $0.0844 -2.48%
ADA $0.2001 -3.78%
BCH $244.15 -7.28%
LINK $11.33 -3.38%
HYPE $81.42 -1.84%
AAVE $121.65 -2.86%
SUI $0.7362 -3.01%
XLM $0.1775 -2.77%
ZEC $799.39 +1.35%
BTC $77,706.45 -2.04%
ETH $2,437.02 -2.10%
BNB $688.45 -2.35%
XRP $1.39 -1.91%
SOL $103.53 -2.21%
TRX $0.3382 -0.41%
DOGE $0.0844 -2.48%
ADA $0.2001 -3.78%
BCH $244.15 -7.28%
LINK $11.33 -3.38%
HYPE $81.42 -1.84%
AAVE $121.65 -2.86%
SUI $0.7362 -3.01%
XLM $0.1775 -2.77%
ZEC $799.39 +1.35%

Greeks.live:超短期期权 IV 达 70%,看跌期权的 IV 明显较高

2024-09-18 23:28:44

ChainCatcher 消息,Greeks.live 宏观研究员 Adam 在 X 平台发文分析,美联储议息决议还有三小时出炉,目前根据期货数据推算,60%概率会是降息 50 个基点,40%概率会是降息 25 个基点。所有市场都聚焦于此。

从加密货币期权数据看,现在市场分歧同样巨大,超短期期权 IV 高达 70%,看跌期权的 IV 明显较高。期权成交分布看,BTC 58000 看跌和 ETH 2200 看跌成交最为密集,目前期权市场对议息会议整体是看空的。25 个基点不及预期,50 个基点预示着经济指标恶化。

app_icon
ChainCatcher 与创新者共建Web3世界