SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

Odaily星球日报Pubblicato 2024-04-03Pubblicato ultima volta 2024-04-03

Introduzione

BTC价格在65000美元附近小幅反弹，期权波动率平行下滑，风险情绪有所回暖.

继鲍威尔主席讲话过后，昨日（2 APR）美联储的戴利和梅斯特也在试图撤回任何即将降息的预期，其中戴利提到当前市场普遍预期的三次降息虽是基准线但并不能够得到保证，同时表示油价持续上涨会成为问题。十年期美债收益率一度上破 4.4% 后回落至 4.365% ，两年期收益率仍在 4.7% 上方震荡。美国三大股指受此引发的避险情绪影响均在-1% 左右收跌，这当中还受到了特斯拉因糟糕的第一季度财报而大幅下跌（-4.9% ）的拖累。

SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

Source: SignalPlus, Economic Calendar；本周将公布美国非农就业指数，每小时工资等数据

SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

Source: SignalPlus & TradingView

数字货币方面，BTC 价格在 65000 美元附近小幅反弹，期权波动率平行下滑，风险情绪有所回暖，过去一日 BTC 在 64000 和 60000 两道水位上出现大量看跌期权的抛售，与此同时 4 月底往后再度涌现出行权价在 70000 以上的看涨期权建仓。ETH 方面， 8500 组 26 APR 24 2600 vs 3100 卖出看跌价差成为市场关注焦点，且同样有大量看涨策略成交。

SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

Source: Deribit （截至 3 APR 16: 00 UTC+ 8）

SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

Source: SignalPlus, ATM Vol

SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

Source: SignalPlus, Vol Skew

SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

Data Source: Deribit，ETH 交易分布

SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

Data Source: Deribit，BTC 交易分布

SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

Source: Deribit Block Trade

SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

Source: Deribit Block Trade

SignalPlus波动率专栏(20240403)：价格小幅反弹，期权风险情绪回暖

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