据@glassnode称,Deribit数据显示,比特币波动率指数DVOL已降至历史低点,仅有2.6%的交易日出现更低数值。分析指出,当前市场对下行风险保护需求处于极低水平,这种极度乐观的市场情绪可能增加突发性波动风险。
On March 22nd, according to the data released by Deribit officials, the volatility index DVOL of BTC has fallen to 47. In the past year, 96% of the time, the DVOL has been higher than the current value, with a maximum of 92 and a minimum of 41. The sharp drop in volatility means that the market believes that BTC will not fall or rise sharply, and will trade sideways for a period of time.
3月22日消息,据Deribit官方人员发布的数据显示,BTC的波动率指数DVOL已跌至47。过去1年里96%时间的DVOL都要大于当下的数值,最高为92,最低为41。波动率大跌代表市场认为BTC不会大跌也不会大涨,会横盘一段时间。
The data shows that BTC's DVOL Volatility Index is near its lowest point of the year at 41.8, and is now trading at 45.44.
Lin Chen, head of Asia-Pacific commerce at Deribit, wrote that the data shows that the DVOL volatility index of BTC has fallen to 48. Since the launch of the Bitcoin spot ETF in January, it has dropped to 41 in February. Generally, the volatility of quarterly delivery (next Friday) will be suppressed in the next few days; it is likely that the spot price will be flat later, and the volatility will be depressed to 40.
Deribit亚太商务负责人Lin Chen发文称,数据显示,BTC的DVOL波动率指数跌至48,自从1月份比特币现货ETF上线后,2月曾最低跌至41,一般季度交割(下周五)这几天波动率还会被压一下;很可能后面现货价格平盘,波动率会被打压到40。
Deribit亚太商务负责人Lin Chen在X平台发文表示,BTC的DVOL波动率指数跌至51,近期的高点是3月11日冲到82,然后一路下跌,暑期可能还会进一步走低。
Adam, a macro researcher at GreeksLive, said on the X platform that the implied volatility of BTC and ETH fell rapidly after the BTC halving, and the representative BTC Dvol fell from 75% to 65%, hitting a new low since March. On the one hand, the stagnant market caused the market to realize a significant decrease in volatility RV, which suppressed implied volatility IV from the pricing side. On the other hand, the margin released by the quarterly delivery had a certain wait-and-see mood before ...