数据:10x Research,比特币期权市场早已预示本轮回调,短期波动或将持续

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ChainCatcher 4 weeks ago 158

ChainCatcher 消息,据 10x Research 报告,比特币期权市场早在近期价格回调前已发出预警信号。

数据显示,短期期权波动率曲线陡峭,投资者对近端风险的对冲需求上升,而长期预期仍相对稳定。自清算事件后,期权偏度已显著转向看跌,反映出看跌期权需求和避险活动的增加。报告指出,目前比特币隐含波动率仍高于实际波动率,利好卖方策略;而以太坊隐含波动率已低于实际波动率,使买方机会增加。交易流向显示,比特币投资者正卖出看涨期权获取收益,而以太坊交易者则在防御性买入看跌期权。10x Research 认为,可通过做空比特币短期期权波动、布局长期以太坊敞口来捕捉时间价值衰减与波动率回归机会。



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