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分析:超短期期权IV达70%,看跌期权的IV明显较高

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2024-09-18 15:28:52
Greeks.live 宏观研究员 Adam 在 X 平台发文分析,美联储议息决议还有三小时出炉,目前根据期货数据推算,60%概率会是降息 50 个基点,40%概率会是降息 25 个基点。所有市场都聚焦于此。
从加密货币期权数据看,现在市场分歧同样巨大,超短期期权 IV 高达 70%,看跌期权的 IV 明显较高。期权成交分布看,BTC58000 看跌和 ETH2200 看跌成交最为密集,目前期权市场对议息会议整体是看空的。25 个基点不及预期,50 个基点预示着经济指标恶化。
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