比特币维持 7.1 万美元震荡,中短期 IV 回落超 5%,本周五超 40% 期权到期

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Gate News 消息,3 月 24 日,Greeks.live 在 X 平台发文指出,比特币目前维持在 71000 美元震荡,各主要期限的隐含波动率(IV)出现明显回落。比特币中短期 IV 相较峰值下降超 5%,相较两天前下降超 3%;以太坊中短期 IV 相较峰值下降超 8%,相较两天前下降超 5%。Skew(不同执行价期权的隐含波动率差异)全面反弹,部分在市场波动期间建仓的看跌期权被平仓。本周五(3 月 28 日)为季度交割日,届时将有超 40% 的期权到期,75000 美元为目前最集中的强压力位。

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