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本周二,去中心化鏈上期權協議Derive的創始人Nick Forster通過郵件分享了他的見解。該協議的總交易量達71億美元。他提到了與比特幣即將于12月27日到期的期權相關的所謂看漲/看跌偏度指數。受此消息影響,比特幣下跌1.19%,收盤價為91,928美元。

(BTCUSD日價格圖,來源:Trading View)
看漲/看跌偏度是一種反映市場情緒的指標,衡量的是看漲期權與看跌期權隱含波動率之間的差異。盡管看漲期權仍占優勢,但這一偏度近期有所下降。因此,投資者密切關注12月27日的期權到期,高價值比特幣期權的結算可能會引發價格向任一方向劇烈波動。
Forster估計,比特幣在12月27日之前有68%的概率下跌16.03%至81,493美元,或者上漲19.9%至115,579美元。他還指出,存在較小的5%可能性會出現更大幅度的波動,例如價格可能暴跌29.49%至68,429美元,或飙升41.83%至137,645美元。
此外,Forster還提到過去一周比特幣波動率的相對穩定。七日平值隱含波動率為63%,而30日波動率為55%。這種波動率的收斂表明市場正在為近期可能出現的重大變化做准備。
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