Gate研究院:市场下行风险尚未出清,资金涌入以太坊期权做多波动率策略

ETH2,21%
BTC1,71%

PANews 1月29日消息,据 Gate 研究院观察,本周五将迎来约 98 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 38% 与 54%,其中,ETH IV 已跌至过去一年 1.6% 分位的极低水平。近一周 BTC 与 ETH Skew 维持负值,显示下行保护需求占优;短端避险情绪明显升温,长期风险定价保持稳定。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;最大规模结构为 BTC 卖 BTC-30JAN26-85000-P,共成交约 500 BTC,权利金净收入约 18 万美元。ETH 做多波动率策略买 ETH-6FEB26-3150-C,共成交约 2,000 ETH,权利金净支出约 9 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。

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