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本周二,去中心化链上期权协议Derive的创始人Nick Forster通过邮件分享了他的见解。该协议的总交易量达71亿美元。他提到了与比特币即将于12月27日到期的期权相关的所谓看涨/看跌偏度指数。受此消息影响,比特币下跌1.19%,收盘价为91,928美元。

(BTCUSD日价格图,来源:Trading View)
看涨/看跌偏度是一种反映市场情绪的指标,衡量的是看涨期权与看跌期权隐含波动率之间的差异。尽管看涨期权仍占优势,但这一偏度近期有所下降。因此,投资者密切关注12月27日的期权到期,高价值比特币期权的结算可能会引发价格向任一方向剧烈波动。
Forster估计,比特币在12月27日之前有68%的概率下跌16.03%至81,493美元,或者上涨19.9%至115,579美元。他还指出,存在较小的5%可能性会出现更大幅度的波动,例如价格可能暴跌29.49%至68,429美元,或飙升41.83%至137,645美元。
此外,Forster还提到过去一周比特币波动率的相对稳定。七日平值隐含波动率为63%,而30日波动率为55%。这种波动率的收敛表明市场正在为近期可能出现的重大变化做准备。
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