SignalPlus波动率专栏(20240520)：ETF本周决议

Odaily星球日报Published on 2024-05-20Last updated on 2024-05-21

Abstract

数字货币方面，本周美国SEC预计在当地时间5月23日宣布对VanEck的ETH Spot ETF的最后决议，引发市场热烈关注，从期权市场的波动率定价上能看到...

SignalPlus波动率专栏(20240520)：ETF本周决议

SignalPlus波动率专栏(20240520)：ETF本周决议

数字货币方面，本周美国 SEC 预计在当地时间 5 月 23 日宣布对 VanEck 的 ETH Spot ETF 的最后决议，引发市场热烈关注，从期权市场的波动率定价上能看到，ETH 24 MAY 的 ATM Vol 在过去几天内持续上涨并形成了局部高点，整体水平也高出 BTC 5-10% Vol，期限上的斜率也因为前端较高的 Vol Premium 而显得更加平坦。对加密货币社区来说，这无疑会是一个重要时刻，尽管市场对 ETH ETF 的批准持相对乐观态度，但近期 ETH 疲软的走势似乎暗示着市场已经消化了以太这次会被拒绝的情况，分析师认为，明年有望实现 ETH ETF 的批准，这将为投资者提供更多的投资机会，并推动整个加密行业的发展。

SignalPlus波动率专栏(20240520)：ETF本周决议

Source: SignalPlus, BTC & ETH ATM Vol

SignalPlus波动率专栏(20240520)：ETF本周决议

Source: Deribit （截至 20 MAY 16: 00 UTC+ 8）

交易方面，ETH 24 MAY 因形成局部 IV 高点吸引到了大宗上一组 3250 ETH per leg 的 Sell Straddle 成交，对 IV-RV 的 Premium 进行下注。BTC 方面，过去一天五六月各期限上涌现出大量买入看跌期权交易，推动了这段区间 Vol Skew 的下跌。

SignalPlus波动率专栏(20240520)：ETF本周决议

SignalPlus波动率专栏(20240520)：ETF本周决议

Data Source: Deribit， ETH 交易总体分布

SignalPlus波动率专栏(20240520)：ETF本周决议

Data Source: Deribit，BTC 交易总体分布

SignalPlus波动率专栏(20240520)：ETF本周决议

Source: Deribit Block Trade

SignalPlus波动率专栏(20240520)：ETF本周决议

Source: Deribit Block Trade

SignalPlus波动率专栏(20240520)：ETF本周决议

您可在 ChatGPT 4.0 的 Plugin Store 搜索 SignalPlus ，获取实时加密资讯。如果想即时收到我们的更新，欢迎关注我们的推特账号@SignalPlus_Web3 ，或者加入我们的微信群（添加小助手微信：SignalPlus 123）、Telegram 群以及 Discord 社群，和更多朋友一起交流互动。SignalPlus Official Website：https://www.signalplus.com

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