Gate 研究院:战时背景下 BTC 走势稳中偏强,波动率维持高位

BTC0,71%
ETH1,09%

PANews 3月5日消息,据 Gate 研究院观察,当前 BTC、ETH 隐含波动率(IV)分别约为 55% 与 74%,其中 BTC IV 已处于过去一年 91% 分位附近,反映出期权市场对短期价格波动的预期仍处在近一年高位。近一周 BTC 与 ETH 的 25-Delta Skew 整体维持在负值区间,先走阔后收敛,7D 一度下探至约 -15 vol,显示短期 Put 需求阶段性升温。 从 GEX 分布看,Gamma 集中于 3 月 13 日附近的负 Gamma 区域,波动可能被放大并演变为趋势行情;近 24 小时大宗期权交易最大结构为 BTC 27MAR26 买 125k-C,约 1,500 BTC,净支出权利金 10 万美元;ETH 为 13MAR26 买 1950-P ,约 10,000 ETH,净付权利金 80 万美元。

Disclaimer: The information on this page may come from third parties and does not represent the views or opinions of Gate. The content displayed on this page is for reference only and does not constitute any financial, investment, or legal advice. Gate does not guarantee the accuracy or completeness of the information and shall not be liable for any losses arising from the use of this information. Virtual asset investments carry high risks and are subject to significant price volatility. You may lose all of your invested principal. Please fully understand the relevant risks and make prudent decisions based on your own financial situation and risk tolerance. For details, please refer to Disclaimer.
Commento
0/400
Nessun commento