Matrixport：比特币隐波与偏度显示市场避险情绪升温

ChainCatcher 1 hour ago 109

ChainCatcher 消息，Matrixport 发布今日图表称，“过去一周，比特币期权隐含波动率偏度进一步走弱。短期偏度由上周约 -3.5% 扩大至 -10.6%，短期限下行对冲需求明显升温；长端偏度则从约 -0.2% 降至 -1.9%，更长期尾部风险的定价也趋于悲观。从期权定价来看，市场对下行风险的定价在过去一周有所抬升，既体现在短期期权，也体现在明年到期的合约上。当前隐含波动率已攀升至约 58%，对应更高的近端下行风险溢价，以及较一周前更为谨慎的中期走势预期，表明市场未将本轮波动视为一次性冲击。”

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