【Greeks.live：BTC 期权隐含波动率降至年内低位，主要原因是近期看涨力量在持续减弱】金色财经报道，Greeks.live宏观研究员Adam发文表示，昨日CPI数据略超预期，一度将BTC砸至94000美元，但是随着鲍威尔利好加密的讲话等因素刺激，各主流币会升值本周高位。目前主要期限期权隐含波动率（IV）处于近一年来的较低水平，波动率指数（Dvol）在过去一年中，仅有14%的时间低于当前。短期IV尤其低，当月到期IV仅为46%，期权市场对未来一段时间的波动预期较低。 造成这一现象的主要原因是近期看涨力量的持续减弱，大宗看涨持续有巨鲸卖出。自上个月交割结束后，各期限Skew就处于持续下降的趋势，目前已经在零轴附近震荡。现在是市场消化TrumpTrade的垃圾时间，跟随巨鲸卖出期权看起来是更好的选择。
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