SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

Odaily星球日报Publicado a 2024-03-04Actualizado a 2024-03-04

Resumen

数字货币方面，BTC日内上涨逾4%，期权收盘前又一波拉盘将币价推上65K关口，向着All Time High发出挑战。

上周五美联储公布了半年度货币政策报告，指出了银行体系健全且有韧性的，但金融稳定方面仍存在一些弱点，此外，美联储官员高度关注通胀风险，在更有说服力的评估数据公布之前并不急于降息。数据方面，周五公布的经济数据普遍低于预期，增强了市场对降息的预期，美国三大股指齐涨，美债收益率逐步回落，当前两年期/十年期分别为 4.552% /4.204 。

SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

Source: SignalPlus, Economic Calendar

数字货币方面，BTC 日内上涨逾 4% ，期权收盘前又一波拉盘将币价推上 65 K 关口，向着 All Time High 发出挑战。此轮上涨行情的重要催化剂当属 BTC Spot ETFs 带来的资金流入，日均 10000 BTC 价值的购买需求已经远远超出 BTC 挖矿的产量，更别提即将到来的 Bitcoin Halving 将再度减少比特币一半的产出，加剧供需不平衡的现状。

SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

Source: Binance & TradingView

若币价能延续上行势能，突破历史最高点的时刻想必也不会遥远，期权市场也在日内将前端隐含波动率指数再度推高至 BTC 90% / ETH 85% 的高峰，同时衡量曲面斜率的 25 d RR 指标也再度上升打破过去三个月的最高点。从交易上看，以 Long Call Spread/Call Butterfly 为代表的大宗策略成为交易的热门，表达了有限看涨的观点。

SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

Source: Deribit （截至 4 MAR 16: 00 UTC+ 8）

SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

Source: SignalPlus

SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

Source: SignalPlus

SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

Data Source: Deribit，BTC 成交分布

SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

Data Source: Deribit，ETH 成交分布

SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

Source: Deribit Block Trade

SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

Source: Deribit Block Trade

SignalPlus波动率专栏(20240304)：BTC站上65K关口冲击ATH

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