本周主要期限期权的 IV 和 RV 基本维持不变,BTC 的主要期限 IV 在 50%,ETH 的主要期限 IV 在 70%,RV 继续下降使得 VRP 持续上升。仅有占总持仓 5% 的期权到期,继续创出最低水平,尽管有波动,但是比特币的交易热度仍然维持极端低水平。因为价格回落,Skew 全面下降,市场仍在熊市,看多的力量非常脆弱。
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