今日名义价值22.7亿美元BTC和ETH期权到期,IV指标大幅下降

BTC0,43%
ETH-0,15%

Gate News 消息,4 月 10 日,据 Greeks.live 数据显示,今日共有 2.7 万张 BTC 期权到期,Put Call Ratio 为 0.71,最大痛点 69000 美元,名义价值 19.4 亿美元。此外,15.1 万张 ETH 期权到期,Put Call Ratio 为 0.77,最大痛点 2050 美元,名义价值 3.3 亿美元。Greeks.live 数据显示,本周行情受美伊停战消息刺激,比特币突破 72000 美元,突破近期横盘区域。比特币期权市占率持续超过 80%,持仓集中在 4 月底和 6 月底到期的合约,交易以 4 月底当月期限为主。从期权数据看,比特币主要期限 IV(隐含波动率)大幅下降,多数期限 IV 跌至 40% 附近,ETH 的主要期限 IV 也下降到 60% 附近。Skew(偏度指标)持续上升但幅度不大。数据显示,今年比特币价格和市场热度表现低迷,本周出现持续反弹行情,但从资金流向等指标看,加密货币市场仍受其他市场带动,各项指标显示市场处于调整阶段。

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