Gate研究院:ETH隐波跌至近一年新低,做多波动组合策略性价比抬升

ETH0,62%
BTC0,25%

PANews 1月21日消息,据 Gate 研究院观察,本周五将迎来约 21 亿美元的 BTC 与 ETH 期权集中交割,当前 BTC、ETH 隐含波动率(IV)分别为 42% 与 56%,其中,ETH IV 已跌至过去一年 1.1% 分位的极低水。近一周 BTC 与 ETH 的 25-Delta Skew 整体明显走负,且短期限(7D/30D)下行最为剧烈,显示资金集中买入看跌期权、短线下行对冲需求显著升温。在大宗交易方面,最近 24 小时 BTC 与 ETH 期权市场中,大宗交易以看跌价差为主;结构为 BTC 看跌价差买 88k/卖 90k(30JAN26-P),共成交约 1,115 BTC,权利金净收入约 73 万美元。ETH 做多波动率宽跨式策略买 2800-P & 3200-C,共成交约 5,000 ETH,权利金净支出 203 万美元。 近期 Gate 推出便捷的期权交易工具——组合策略下单,帮助用户高效应对窄幅震荡、缓涨或缓跌等不同市场行情。该功能支持价差、跨式等多种常见多腿期权策略,可一次性创建多腿期权,并以组合形式直观展示整体成本、盈亏结构和风险敞口。用户无需逐腿操作,即可快速构建和管理多腿策略,大幅降低操作复杂度,提升交易效率。

Disclaimer: The information on this page may come from third parties and does not represent the views or opinions of Gate. The content displayed on this page is for reference only and does not constitute any financial, investment, or legal advice. Gate does not guarantee the accuracy or completeness of the information and shall not be liable for any losses arising from the use of this information. Virtual asset investments carry high risks and are subject to significant price volatility. You may lose all of your invested principal. Please fully understand the relevant risks and make prudent decisions based on your own financial situation and risk tolerance. For details, please refer to Disclaimer.

Articoli correlati

Bitcoin Reverses From $80,594 High to $79,000 After Iran Missile Report; Oil Spikes 5%

According to Iran's Fars news agency, two missiles hit a U.S. warship today, triggering a sharp reversal in Bitcoin from its $80,594 high to around $79,000. Oil prices surged 5% on the report before the U.S. denied the claim. Ethereum, Solana, and Dogecoin declined sharply alongside the broader mark

GateNews1h fa

David Schwartz Presents a Question That Stumps the XRP Community, What’s the Answer?

Ripple CTO presents a question that stumps the XRP community.  What’s the answer that most fail to see?  How has this divided the XRP Community? The Ripple and XRP community was shaken by the words of Ripple and XRP CTO, David Schwartz. This led to an intense discussion that divided the

CryptoNewsLand1h fa

Solana Below $100 for 88 Days as SOL/BTC Weakness Persists

Solana has remained trapped below the $100 level for 88 consecutive days, marking its longest weak stretch since 2020, while the SOL/BTC chart continues to show the cryptocurrency losing strength against Bitcoin with no confirmed reversal yet. According to technical analysis from Crypto Moe and

CryptoFrontier2h fa

Bitcoin Moments Away From Macro Breakout, Altcoins ETH, SUI, and ADA Could See Bullish Continuity

Bitcoin moments away from macro breakout.  Altcoins ETH, SUI, and ADA could see bullish continuity.  A real bull run phase could occur, caused by the business cycle extension. A popular crypto trader and analyst, Dan Gambardello, confirms that Bitcoin moments away from macro breakout.

CryptoNewsLand3h fa

Financial Expert Explains Why the Stock Market Is Going to Crash, Could Crypto Rally Instead?

Financial expert explains why the stock market is going to crash. He goes into detail on how the Fed could respond and how best to navigate it. Could a crypto price rally occur instead? A reputed financial expert explains why the stock market is going to crash sometime this year,

CryptoNewsLand4h fa

Raoul Pal Backs Zcash as Bitcoin's 'Younger Sibling' While ZEC Climbs 8%, Outpacing Altcoins

Zcash has surged past $400 for the first time since January, peaking at $424 on May 3. The rally marks a 100% rebound from its year-to-date low and puts it within striking distance of Monero. Key Takeaways: Zcash (ZEC) surged past $400 on May 3, marking its first climb to that level since

Coinpedia5h fa
Commento
0/400
Nessun commento