SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Odaily星球日报2024-01-22 tarihinde yayınlandı2024-01-22 tarihinde güncellendi

Özet

比特币价格因持续遭到GBTC抛压而再度下行,失守41000关口,前端IV小幅上行,曲线走平,大宗交易相对乏善可陈,但前端以26JAN24为代表的期限上买Put卖Call的Risky Flow依旧是散户的热门操作。

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

上周五(19 JAN)美国 1 月一年期通胀率预期录的 2.8% ,为 2020 年以来最低水平,密歇根消费者信心指数则是录得高于预期的 78.8 ,为 2021 年 7 月以来最高。过去几日美债收益率维持在近期高点小幅波动,两年期/十年期分别报 4.395% /4.113% ,另一方面,在近日多位美联储官员相对鹰派的发言和强势的数据影响下,市场对美联储 3 月不降息的概率预期已经上调至 56.8% ,马上到来的 2 月 1 日 FOMC 则被认为是美联储表态的关键节点,本周包括 PMI,PCE 在内的核心数据也将对下次会议内容产生不可忽视的影响。

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: SignalPlus, Economic Calendar

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: Binance & TradingView

数字货币方面,比特币价格因持续遭到 GBTC 抛压而再度下行,失守 41000 关口,前端 IV 小幅上行,曲线走平,大宗交易相对乏善可陈,但前端以 26 JAN 24 为代表的期限上买 Put 卖 Call 的 Risky Flow 依旧是散户的热门操作;ETH 交易量的 P/C Ratio 在近日交割时点达到 0.15 的低谷,大宗数量庞大的买入建仓 2 FEB 24-2550-C(Size: 23950 ETH)和 29 MAR 24-2700-C(Size: 17717 ETH)成为市场焦点。

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: Deribit (截至 22 JAN 16: 00 UTC+ 8)

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: SignalPlus

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: SignalPlus

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: Laevitas

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: Deribit Block Trade

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: Deribit Block Trade

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

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