BTC $77,664.17 -2.96%
ETH $2,440.67 -2.15%
BNB $690.19 -2.68%
XRP $1.38 -3.76%
SOL $103.97 -2.89%
TRX $0.3408 +0.65%
DOGE $0.0850 -3.41%
ADA $0.2015 -4.22%
BCH $247.47 -6.53%
LINK $11.37 -3.20%
HYPE $81.02 -3.16%
AAVE $121.28 -4.11%
SUI $0.7401 -3.25%
XLM $0.1782 -3.43%
ZEC $807.35 +2.45%
BTC $77,664.17 -2.96%
ETH $2,440.67 -2.15%
BNB $690.19 -2.68%
XRP $1.38 -3.76%
SOL $103.97 -2.89%
TRX $0.3408 +0.65%
DOGE $0.0850 -3.41%
ADA $0.2015 -4.22%
BCH $247.47 -6.53%
LINK $11.37 -3.20%
HYPE $81.02 -3.16%
AAVE $121.28 -4.11%
SUI $0.7401 -3.25%
XLM $0.1782 -3.43%
ZEC $807.35 +2.45%

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。

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