金色财经報導,Greeks.live宏觀分析員Adam在社交媒體發文表示,在剛剛結束的美聯儲議息會議上,不出意外的降息25個基點,Fed 表示將重啟購買400 億美元短期美國國債(T-bills),鴿派態度可以很好的補充金融體系的流動性,毫無疑問對市場是明顯利好。
但是現在重提QE重啟牛市為時過早,聖誕節和年度交割臨近,往年此時都是加密市場流動性最差的時期,市場活躍度較低,重啟牛市的動力十分有限。
從加密貨幣期權數據看,目前12月底堆積了超過50%的期權倉位,BTC最大痛點在10萬美元整數點位,ETH最大痛點在3200美元,主要期限IV本月全部呈下降趨勢,市場對於本月的波動預期逐漸降低。
值得注意的是,Skew本月出現了持續的負偏,Put的價格明顯高於同Delta的Call,這主要是兩個方面的原因,其一是市場平穩,備兌策略再度佔據主流,Call的價格被人為壓低,其二是近期加密市場疲軟,使用看跌期權防備下跌的交易者較多。
綜合而言,加密市場現在比較疲軟,年底流動性也比較差,市場情緒低迷,緩慢下跌是最主流的期權市場觀點,但是同時也要防備市場突發利好帶來的反轉(儘管可能性相對較低)
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