SignalPlus波动率专栏(20240325)：三月底看涨期权遭到抛售

SignalPlus专家

上周五亚特兰大联储主席博斯蒂克进行讲话，表示他预计 2024 年只会降息一次，并且会发生在今年晚些时候。他提到与去年 12 月相比，他对通胀继续朝着 2% 目标下降“不那么有信心”。市场开始考虑美联储将稍晚降息的可能性，美元指数持续走强，现报 104.33 。十年期美债回落至 4.2% 下方后小幅反弹，报 4.235% ，两年期在 4.6% 上方小幅震荡，报 4.621% 。本周市场将重点关注美国周五公布的新一轮 PCE 数据，揭示近期的通胀轨迹。

Source: SignalPlus, Economic Calendar，the US PCE data is coming

Source: Binance & TradingView

数字货币方面，BTC 价格由 63000 反弹到 67000 附近，暂未突破过去一周的震荡区间，三月底看涨期权遭到大量抛售，ETH 上也能见到相似的情况，与此同时两币种四月初的 IV 皆出现下跌，形成局部 IV 低点。

另一方面，买入四月 68000 & 60000 看跌期权成为过去 24 小时的 BTC 市场热点；但反观 ETH，四月上的看涨策略成为其过去一天的主旋律，成交集中买在 3800/3900 行权价附近。

Source: Deribit （截至 25 MAR 16: 00 UTC+ 8）

Source: SignalPlus

Data Source: Deribit，ETH 交易分布

Data Source: Deribit，BTC 交易分布

Source: Deribit Block Trade

Source: Deribit Block Trade

聊聊我的期权交易心得

欢迎各位虎友说说你的期权交易心得，无论是赚钱的心得还是亏钱的经验，都有助于共同成长。我们会选取有价值的分析，赠予期权免佣卡。另外还会随机3位虎友赠予老虎心动周边

免责声明：上述内容仅代表发帖人个人观点，不构成本平台的任何投资建议。

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TradingView</span></p>\n<p>数字货币方面，BTC&nbsp;价格由&nbsp;63000&nbsp;反弹到&nbsp;67000&nbsp;附近，暂未突破过去一周的震荡区间，三月底看涨期权遭到大量抛售，ETH&nbsp;上也能见到相似的情况，与此同时两币种四月初的&nbsp;IV&nbsp;皆出现下跌，形成局部&nbsp;IV&nbsp;低点。</p>\n<p>另一方面，买入四月&nbsp;68000 &amp; 60000&nbsp;看跌期权成为过去&nbsp;24&nbsp;小时的&nbsp;BTC&nbsp;市场热点；但反观&nbsp;ETH，四月上的看涨策略成为其过去一天的主旋律，成交集中买在&nbsp;3800/3900&nbsp;行权价附近。</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/50cd95551f6cbf092a1d1265c5027448\" tg-width=\"844\" tg-height=\"316\"><span>Source: Deribit （截至 25&nbsp;MAR 16:&nbsp;00 UTC+&nbsp;8）</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/581b18f8eabee006a99024410210636d\" tg-width=\"1197\" tg-height=\"789\"><span>Source: SignalPlus</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/39cd7138c1defe1bc5ed920dbd67b4c6\" tg-width=\"1200\" tg-height=\"739\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/74cc692d842fb34dd63f4bc2c24313e9\" tg-width=\"886\" tg-height=\"592\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/6fc3b12717f37e758028e2f1e4b352e4\" tg-width=\"898\" tg-height=\"962\"><span>Data Source: Deribit，ETH&nbsp;交易分布</span></p>\n<p style=\"text-align: center;\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/89a3d05d575a31dda7d98660580f08ca\" tg-width=\"888\" tg-height=\"595\"></p>\n<p style=\"text-align: center;\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/76fe206157ccda7429515599dc65b11a\" tg-width=\"883\" tg-height=\"941\"><span>Data Source: Deribit，BTC&nbsp;交易分布</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/d818b3ea762b33bb4d9c53f1b20d4551\" tg-width=\"1159\" tg-height=\"423\"><span>Source: Deribit Block Trade</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/87205734f9edc2aab6c525e7ce5d1cf3\" tg-width=\"1191\" tg-height=\"693\"><span>Source: Deribit Block Trade</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/91e277303959671fcac4d8847b3a24e8\" tg-width=\"1466\" tg-height=\"230\"></p>\n<p></p>\n<p></p></body></html>","htmlText":"<html><head></head><body><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/6095dd6fc0331736f69cb6b5068f7d86\" tg-width=\"1920\" tg-height=\"1080\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/f5c430892d7e85b4888c8c9fd8e23441\" tg-width=\"961\" tg-height=\"846\"></p>\n<p>上周五亚特兰大联储主席博斯蒂克进行讲话，表示他预计&nbsp;2024&nbsp;年只会降息一次，并且会发生在今年晚些时候。他提到与去年&nbsp;12&nbsp;月相比，他对通胀继续朝着&nbsp;2%&nbsp;目标下降“不那么有信心”。市场开始考虑美联储将稍晚降息的可能性，美元指数持续走强，现报&nbsp;104.33&nbsp;。十年期美债回落至&nbsp;4.2%&nbsp;下方后小幅反弹，报&nbsp;4.235%&nbsp;，两年期在&nbsp;4.6%&nbsp;上方小幅震荡，报&nbsp;4.621%&nbsp;。本周市场将重点关注美国周五公布的新一轮&nbsp;PCE&nbsp;数据，揭示近期的通胀轨迹。</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/3a2e6374a407b1b3b589601386505482\" tg-width=\"748\" tg-height=\"428\"><span>Source: SignalPlus, Economic Calendar，the US PCE data is coming</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/ea6b0edcff5d6078501082e0cc39a15b\" tg-width=\"1157\" tg-height=\"585\"><span>Source: Binance &amp; TradingView</span></p>\n<p>数字货币方面，BTC&nbsp;价格由&nbsp;63000&nbsp;反弹到&nbsp;67000&nbsp;附近，暂未突破过去一周的震荡区间，三月底看涨期权遭到大量抛售，ETH&nbsp;上也能见到相似的情况，与此同时两币种四月初的&nbsp;IV&nbsp;皆出现下跌，形成局部&nbsp;IV&nbsp;低点。</p>\n<p>另一方面，买入四月&nbsp;68000 &amp; 60000&nbsp;看跌期权成为过去&nbsp;24&nbsp;小时的&nbsp;BTC&nbsp;市场热点；但反观&nbsp;ETH，四月上的看涨策略成为其过去一天的主旋律，成交集中买在&nbsp;3800/3900&nbsp;行权价附近。</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/50cd95551f6cbf092a1d1265c5027448\" tg-width=\"844\" tg-height=\"316\"><span>Source: Deribit （截至 25&nbsp;MAR 16:&nbsp;00 UTC+&nbsp;8）</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/581b18f8eabee006a99024410210636d\" tg-width=\"1197\" tg-height=\"789\"><span>Source: SignalPlus</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/39cd7138c1defe1bc5ed920dbd67b4c6\" tg-width=\"1200\" tg-height=\"739\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/74cc692d842fb34dd63f4bc2c24313e9\" tg-width=\"886\" tg-height=\"592\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/6fc3b12717f37e758028e2f1e4b352e4\" tg-width=\"898\" tg-height=\"962\"><span>Data Source: Deribit，ETH&nbsp;交易分布</span></p>\n<p style=\"text-align: center;\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/89a3d05d575a31dda7d98660580f08ca\" tg-width=\"888\" tg-height=\"595\"></p>\n<p style=\"text-align: center;\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/76fe206157ccda7429515599dc65b11a\" tg-width=\"883\" tg-height=\"941\"><span>Data Source: Deribit，BTC&nbsp;交易分布</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/d818b3ea762b33bb4d9c53f1b20d4551\" tg-width=\"1159\" tg-height=\"423\"><span>Source: Deribit Block Trade</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/87205734f9edc2aab6c525e7ce5d1cf3\" tg-width=\"1191\" tg-height=\"693\"><span>Source: Deribit Block Trade</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/91e277303959671fcac4d8847b3a24e8\" tg-width=\"1466\" tg-height=\"230\"></p>\n<p></p>\n<p></p></body></html>","text":"上周五亚特兰大联储主席博斯蒂克进行讲话，表示他预计 2024 年只会降息一次，并且会发生在今年晚些时候。他提到与去年 12 月相比，他对通胀继续朝着 2% 目标下降“不那么有信心”。市场开始考虑美联储将稍晚降息的可能性，美元指数持续走强，现报 104.33 。十年期美债回落至 4.2% 下方后小幅反弹，报 4.235% ，两年期在 4.6% 上方小幅震荡，报 4.621% 。本周市场将重点关注美国周五公布的新一轮 PCE 数据，揭示近期的通胀轨迹。 Source: SignalPlus, Economic Calendar，the US PCE data is coming Source: Binance & TradingView 数字货币方面，BTC 价格由 63000 反弹到 67000 附近，暂未突破过去一周的震荡区间，三月底看涨期权遭到大量抛售，ETH 上也能见到相似的情况，与此同时两币种四月初的 IV 皆出现下跌，形成局部 IV 低点。 另一方面，买入四月 68000 & 60000 看跌期权成为过去 24 小时的 BTC 市场热点；但反观 ETH，四月上的看涨策略成为其过去一天的主旋律，成交集中买在 3800/3900 行权价附近。 Source: Deribit （截至 25 MAR 16: 00 UTC+ 8） Source: SignalPlus Data Source: Deribit，ETH 交易分布 Data Source: Deribit，BTC 交易分布 Source: Deribit Block Trade Source: Deribit Block Trade","highlighted":1,"essential":1,"paper":2,"likeSize":0,"commentSize":0,"repostSize":0,"favoriteSize":0,"link":"https://laohu8.com/post/288124855521408","repostId":0,"isVote":1,"tweetType":1,"viewCount":370,"commentLimit":10,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"symbols":[],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"upFlag":false,"length":920,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"isCommentEnd":true,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/288124855521408"}