原油、黄金波动率指数创 2021 年新高,加密期权市场做多情绪主导

BTC-0,04%
XAUT-1,4%

Gate News 消息,3 月 12 日,据 Gate 研究院观察,传统资产波动率显著上升,黄金波动率指数约 33%、原油波动率指数约 108%,均创 2021 年以来新高。加密资产方面,BTC 隐含波动率(IV)约 54%、ETH 隐含波动率约 75%,均处近一年相对高位。BTC Skew 仍维持负值区间,看跌期权溢价占主导,但避险需求有所缓和。GEX(Gamma 敞口)在 3 月 27 日到期附近形成明显正 Gamma 峰值,短期价格或受 Gamma 磁吸效应影响,波动趋于收敛。24 小时最大规模大宗交易为做多期权策略,BTC 牛市价差约 1,000 BTC,ETH 风险反转结构约 8,500 ETH。此外,Gate 正式上线黄金与原油期权,在原有 11 种加密资产期权基础上,首次引入传统资产标的。黄金期权标识 XAUT,原油期权标识 XTI。

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