Gate 研究院:战时背景下 BTC 走势稳中偏强,波动率维持高位

BTC-0,08%
ETH0,49%

PANews 3月5日消息,据 Gate 研究院观察,当前 BTC、ETH 隐含波动率(IV)分别约为 55% 与 74%,其中 BTC IV 已处于过去一年 91% 分位附近,反映出期权市场对短期价格波动的预期仍处在近一年高位。近一周 BTC 与 ETH 的 25-Delta Skew 整体维持在负值区间,先走阔后收敛,7D 一度下探至约 -15 vol,显示短期 Put 需求阶段性升温。 从 GEX 分布看,Gamma 集中于 3 月 13 日附近的负 Gamma 区域,波动可能被放大并演变为趋势行情;近 24 小时大宗期权交易最大结构为 BTC 27MAR26 买 125k-C,约 1,500 BTC,净支出权利金 10 万美元;ETH 为 13MAR26 买 1950-P ,约 10,000 ETH,净付权利金 80 万美元。

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