2 月 28 日,Greeks.live 分析师 Adam 于 X 分享期权数据与市场观点:今日 5.9 万张 BTC 期权到期,Put Call Ratio 为 0.7,最大痛点 96000 美元,名义价值 46.6 亿美元;今日 52.9 万张 ETH 期权到期,Put Call Ratio 为 0.52,最大痛点 3000 美元,名义价值 11.2 亿美元。
“本周市场濒临崩溃,受美股暴跌和多个安全事故影响,市场在主流币的带领下大幅下跌,隐含波动率 IV 飙升,特别是 BTC 短期波动率一度攀升至 90%,ETH 短期波动率更是直接突破了 100%。市场恐慌情绪在蔓延,本月初提到机构普遍认为 2 月份将会是一个没有行情的垃圾时间,确实市场看起来真的缺少热点和资金。期权大户近一个月持续卖出中短期看涨期权,聪明钱又赢了一次。”
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