SignalPlus波动率专栏(20240621)：跌跌不休

Odaily星球日报Published on 2024-06-21Last updated on 2024-06-21

Abstract

昨日宏观方面，美国上周初请失业金人数略超预期（23.5万）录得23.8万人，BTC现货ETF连续数日大量流出，币价延续跌势，下破64800美元支撑位。

昨日（20 JUN）宏观方面，美国上周初请失业金人数略超预期（23.5 万）录得 23.8 万人，同时 5 月新屋开工量下降 5.5% ，为四年来最低水平。美债收益率维持小幅震荡行情收跌，三大股指涨跌分化，标普和纳指分别下跌 0.25% 和 0.79% ，道指收涨 0.77% 。

SignalPlus波动率专栏(20240621)：跌跌不休

Source: Farside Investors

数字货币方面，BTC 现货 ETF 连续数日大量流出，币价延续跌势，下破 64800 美元支撑位，当前围绕在 64000 附近震荡。期权市场情绪不佳，BTC 六月底显著地出现买 put 卖 call 的 Long Risky Flow，ETH 七月底同样也反映出强烈的看涨期权卖压，带动市场整体的 Vol Skew 向下移动。与此同时，隐含波动率水平也在下降，BTC/ETH 分别走低了 3% /7% 左右，从过去三个月的数据上看，BTC ATM IV 已经接近历史最低点。

SignalPlus波动率专栏(20240621)：跌跌不休

Source: Deribit （截至 21 JUN 16: 00 UTC+ 8）

SignalPlus波动率专栏(20240621)：跌跌不休

Source: SignalPlus，IV 整体水平下跌，BTC 降至历史低点

SignalPlus波动率专栏(20240621)：跌跌不休

Source: SignalPlus，受日内交易影响，中前端 Vol Skew 垮塌，远期微升

SignalPlus波动率专栏(20240621)：跌跌不休

Data Source: Deribit， ETH 交易总体分布

SignalPlus波动率专栏(20240621)：跌跌不休

Data Source: Deribit，BTC 交易总体分布；28 JUN 24 Risky Flow

SignalPlus波动率专栏(20240621)：跌跌不休

Source: Deribit Block Trade

SignalPlus波动率专栏(20240621)：跌跌不休

Source: Deribit Block Trade

SignalPlus波动率专栏(20240621)：跌跌不休

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://d1x7dwosqaosdj.cloudfront.net/images/2024-06-21/4410aefa68c6367ea94a8b85bcb8730b

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SignalPlus波动率专栏(20240621)：跌跌不休

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Related Reads

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