上周开始,主要期限隐含波动率出现明显上升,目前 BTC 的短期 IV 已经达到了 65% 以上,ETH 短期 IV 已经上升至 80% 以上,都达到了近期最高水平。市场对本月的波动预期不断提高,近几天 skew 在明显下降,说明市场对于下跌保护的需求正在持续提升。
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