BlockBeats 消息,2 月 6 日,Greeks.live 在社交媒体上发文表示,「2 月 6 日期权交割数据:3.3 万张 BTC 期权到期,Put Call Ratio 为 0.54,最大痛点 80000 美元,名义价值 21 亿美元。21.9 万张 ETH 期权到期,Put Call Ratio 为 0.91,最大痛点 2400 美元,名义价值 4.2 亿美元。
加密市场遭遇血洗,BTC 今天一度跌破 60000 美元,ETH 一度跌破 1750 美元。今天有占总持仓 10% 的期权到期,共计近 26 亿美元。比特币和以太坊价格剧烈的下跌趋势仍在持续,看跌期权占据绝对主导地位,恐慌指数一度低至 5%,恐慌再次笼罩加密市场。
从主要的期权数据看,BTC 和 ETH 的隐含波动率显著上升,BTC 的主要期限 IV 均超过 60%,多个短期平值 IV 超过 110%,ETH 的主要期限 IV 在 80%,多个短期平值 IV 超过 120%,均均处于一年多以来的最高水平。本周看跌期权大宗交易量和交易占比持续较高,做市商开始大量接手看跌需求,成交意愿比较强烈,短暂出现的抄底力量都被下跌的巨浪吞没。」
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