分析,市场对本月波动预期不断提高,比特币和以太坊短期 IV 均达近期最高水平

链捕手
Mar 09

ChainCatcher 消息,据 Greeks.live 在 X 平台发文表示,本周三有美国 2 月 CPI 数据,周四有失业人数数据,周五有 1 月 PCE 物价指数,三个重要的宏观数据。但是从实际影响来说,美以对伊朗展开的军事行动引发的霍尔木兹海峡影响全球石油运输才是真正影响市场的宏观事件。

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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