某用户或因误操作以0.0434 BTC价格买入价值0.004 BTC期权,对手方获利近4枚BTC

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Odaily星球日报讯 Greeks.live 宏观研究员 Adam 于 X 发文发布最近的周末期权大宗交易分析: 上周末大宗期权成交集中于 BTC,主要以日历价差为主,成交不算活跃,属于周末正常的交易量。 有一笔日历价差很奇特,买 12OCT24-60000-C 的 IV 高达 495%,也就是说以 0.0434 BTC 一张的价格买了本身价值 0.004 BTC 的期权,而且买了 100 BTC。 其分析称,该用户可能是误操作(点错了小数点),这一笔交易对手方直接赚了接近 4 枚 BTC。

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