SignalPlus波动率专栏(20230502)：比特币大跌，五月前景不明_老虎社区_美港股上老虎 - 老虎社区

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SignalPlus波动率专栏(20230502)：比特币大跌，五月前景不明

SignalPlus专家
05-02

昨日（1 MAY）美国 4 月 ADP 就业人数增加 19.2 万人，超出预期的 17.5 万，为 2023 年 7 月以来最大增幅。凌晨的 FOMC 会议上美联储如预期宣布维持利率不变，会上承认了近期通胀进展不顺，但鲍威尔最终做出了鸽派表态，称下次会议不太可能加息，目前推迟降息也是合适的。

Source: Economic Calendar

数字货币方面，近期风险市场在美国利率“更高更久”的压迫下催生出了一定的避险情绪，使得 ETF 出现大量资金流出，同时现货市场上也出现巨鲸的抛售，共同造成了过去两日比特币价格的暴跌。有分析指出，此轮价格抛售或是在宏观压力下进行的止盈，包括初期入场 ETF 的投资者还有过去两年低迷时期购入 BTC 的持有者进行的减仓。

Source: Farside Investors；TradingView

美联储会议过后，期权前端的 IV 在日内快速下降，期限波动率曲线较平；近端的 Skew 依然偏低，表露出了市场短期的恐慌避险情绪。交易方面，BTC 31 MAY 的隐含波动率水平在 Put 和 Call 的双重抛压下走低，ETH 主要成交则更加集中地分布在该到期日上，从大宗记录上看，除了 Outright Call 的抛售，也有成交卖短期 17 MAY 买 31 MAY 为代表的三角价差策略。

Source: Deribit （截至 2 MAY 16: 00 UTC+ 8）

Source: SignalPlus

Source: SignalPlus

Data Source: Deribit， BTC/ETH 交易总体分布

Source: Deribit Block Trade

Source: Deribit Block Trade

# 聊聊我的期权交易心得

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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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 style=\"text-align: start;\">昨日（1&nbsp;MAY）美国&nbsp;4&nbsp;月&nbsp;ADP&nbsp;就业人数增加&nbsp;19.2&nbsp;万人，超出预期的&nbsp;17.5&nbsp;万，为&nbsp;2023&nbsp;年&nbsp;7&nbsp;月以来最大增幅。凌晨的&nbsp;FOMC&nbsp;会议上美联储如预期宣布维持利率不变，会上承认了近期通胀进展不顺，但鲍威尔最终做出了鸽派表态，称下次会议不太可能加息，目前推迟降息也是合适的。</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/dec2cf8fb990222a91b812846c33f328\" tg-width=\"923\" tg-height=\"883\"><span>Source: Economic Calendar</span></p>\n<p style=\"text-align: start;\">数字货币方面，近期风险市场在美国利率“更高更久”的压迫下催生出了一定的避险情绪，使得&nbsp;ETF&nbsp;出现大量资金流出，同时现货市场上也出现巨鲸的抛售，共同造成了过去两日比特币价格的暴跌。有分析指出，此轮价格抛售或是在宏观压力下进行的止盈，包括初期入场&nbsp;ETF&nbsp;的投资者还有过去两年低迷时期购入&nbsp;BTC&nbsp;的持有者进行的减仓。</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/7a3cb52c58f05e375cf211d4c9bfc0aa\" tg-width=\"613\" tg-height=\"811\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/e8094bd6f41d04d52d16a55cf948eb5a\" tg-width=\"1280\" tg-height=\"1088\"><span>Source: Farside Investors；TradingView</span></p>\n<p style=\"text-align: start;\">美联储会议过后，期权前端的&nbsp;IV&nbsp;在日内快速下降，期限波动率曲线较平；近端的&nbsp;Skew&nbsp;依然偏低，表露出了市场短期的恐慌避险情绪。交易方面，BTC 31&nbsp;MAY&nbsp;的隐含波动率水平在&nbsp;Put&nbsp;和&nbsp;Call&nbsp;的双重抛压下走低，ETH&nbsp;主要成交则更加集中地分布在该到期日上，从大宗记录上看，除了&nbsp;Outright Call&nbsp;的抛售，也有成交卖短期&nbsp;17&nbsp;MAY&nbsp;买&nbsp;31&nbsp;MAY&nbsp;为代表的三角价差策略。</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/d7acbdd498dbd6481afa20a36fdc9d11\" tg-width=\"1056\" tg-height=\"340\"><span>Source: Deribit （截至 2&nbsp;MAY 16:&nbsp;00 UTC+&nbsp;8）</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/dad3e0a2e09e2931f4300fa20bafce6d\" tg-width=\"1280\" tg-height=\"845\"><span>Source: SignalPlus</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/ceda6c1d5e3abf7c6ae18220978a019a\" tg-width=\"1280\" tg-height=\"782\"><span>Source: SignalPlus</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/44df1ff409b8c222b76b7187ead45561\" tg-width=\"881\" tg-height=\"593\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/cfcdd704aa32efc585eaeb3028e99f54\" tg-width=\"880\" tg-height=\"575\"><span>Data Source: Deribit， BTC/ETH 交易总体分布</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/59b0ecfb217e4b608c894a23443569fe\" tg-width=\"943\" tg-height=\"712\"><span>Source: Deribit Block Trade</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/6c0ad0bc6905737f1a244e646772f013\" tg-width=\"1017\" tg-height=\"714\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/7efd31e3fb692b025ed23c94ccb5a58d\" tg-width=\"1023\" tg-height=\"426\"><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></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 style=\"text-align: start;\">昨日（1&nbsp;MAY）美国&nbsp;4&nbsp;月&nbsp;ADP&nbsp;就业人数增加&nbsp;19.2&nbsp;万人，超出预期的&nbsp;17.5&nbsp;万，为&nbsp;2023&nbsp;年&nbsp;7&nbsp;月以来最大增幅。凌晨的&nbsp;FOMC&nbsp;会议上美联储如预期宣布维持利率不变，会上承认了近期通胀进展不顺，但鲍威尔最终做出了鸽派表态，称下次会议不太可能加息，目前推迟降息也是合适的。</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/dec2cf8fb990222a91b812846c33f328\" tg-width=\"923\" tg-height=\"883\"><span>Source: Economic Calendar</span></p>\n<p style=\"text-align: start;\">数字货币方面，近期风险市场在美国利率“更高更久”的压迫下催生出了一定的避险情绪，使得&nbsp;ETF&nbsp;出现大量资金流出，同时现货市场上也出现巨鲸的抛售，共同造成了过去两日比特币价格的暴跌。有分析指出，此轮价格抛售或是在宏观压力下进行的止盈，包括初期入场&nbsp;ETF&nbsp;的投资者还有过去两年低迷时期购入&nbsp;BTC&nbsp;的持有者进行的减仓。</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/7a3cb52c58f05e375cf211d4c9bfc0aa\" tg-width=\"613\" tg-height=\"811\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/e8094bd6f41d04d52d16a55cf948eb5a\" tg-width=\"1280\" tg-height=\"1088\"><span>Source: Farside Investors；TradingView</span></p>\n<p style=\"text-align: start;\">美联储会议过后，期权前端的&nbsp;IV&nbsp;在日内快速下降，期限波动率曲线较平；近端的&nbsp;Skew&nbsp;依然偏低，表露出了市场短期的恐慌避险情绪。交易方面，BTC 31&nbsp;MAY&nbsp;的隐含波动率水平在&nbsp;Put&nbsp;和&nbsp;Call&nbsp;的双重抛压下走低，ETH&nbsp;主要成交则更加集中地分布在该到期日上，从大宗记录上看，除了&nbsp;Outright Call&nbsp;的抛售，也有成交卖短期&nbsp;17&nbsp;MAY&nbsp;买&nbsp;31&nbsp;MAY&nbsp;为代表的三角价差策略。</p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/d7acbdd498dbd6481afa20a36fdc9d11\" tg-width=\"1056\" tg-height=\"340\"><span>Source: Deribit （截至 2&nbsp;MAY 16:&nbsp;00 UTC+&nbsp;8）</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/dad3e0a2e09e2931f4300fa20bafce6d\" tg-width=\"1280\" tg-height=\"845\"><span>Source: SignalPlus</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/ceda6c1d5e3abf7c6ae18220978a019a\" tg-width=\"1280\" tg-height=\"782\"><span>Source: SignalPlus</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/44df1ff409b8c222b76b7187ead45561\" tg-width=\"881\" tg-height=\"593\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/cfcdd704aa32efc585eaeb3028e99f54\" tg-width=\"880\" tg-height=\"575\"><span>Data Source: Deribit， BTC/ETH 交易总体分布</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/59b0ecfb217e4b608c894a23443569fe\" tg-width=\"943\" tg-height=\"712\"><span>Source: Deribit Block Trade</span></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/6c0ad0bc6905737f1a244e646772f013\" tg-width=\"1017\" tg-height=\"714\"></p>\n<p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/7efd31e3fb692b025ed23c94ccb5a58d\" tg-width=\"1023\" tg-height=\"426\"><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></body></html>","text":"昨日（1 MAY）美国 4 月 ADP 就业人数增加 19.2 万人，超出预期的 17.5 万，为 2023 年 7 月以来最大增幅。凌晨的 FOMC 会议上美联储如预期宣布维持利率不变，会上承认了近期通胀进展不顺，但鲍威尔最终做出了鸽派表态，称下次会议不太可能加息，目前推迟降息也是合适的。 Source: Economic Calendar 数字货币方面，近期风险市场在美国利率“更高更久”的压迫下催生出了一定的避险情绪，使得 ETF 出现大量资金流出，同时现货市场上也出现巨鲸的抛售，共同造成了过去两日比特币价格的暴跌。有分析指出，此轮价格抛售或是在宏观压力下进行的止盈，包括初期入场 ETF 的投资者还有过去两年低迷时期购入 BTC 的持有者进行的减仓。 Source: Farside Investors；TradingView 美联储会议过后，期权前端的 IV 在日内快速下降，期限波动率曲线较平；近端的 Skew 依然偏低，表露出了市场短期的恐慌避险情绪。交易方面，BTC 31 MAY 的隐含波动率水平在 Put 和 Call 的双重抛压下走低，ETH 主要成交则更加集中地分布在该到期日上，从大宗记录上看，除了 Outright Call 的抛售，也有成交卖短期 17 MAY 买 31 MAY 为代表的三角价差策略。 Source: Deribit （截至 2 MAY 16: 00 UTC+ 8） Source: SignalPlus Source: SignalPlus Data Source: Deribit， BTC/ETH 交易总体分布 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/301634563797272","repostId":0,"isVote":1,"tweetType":1,"viewCount":434,"commentLimit":10,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"symbols":["IBIT","BTCO","XBTmain","GBTC","FBTC","BTC.USD.CC","BITB","CAN","HODL","BTCmain","BRRR","EZBC","BTCW","EBON","DEFI","BITO","BTC.USD.HKCC"],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"upFlag":false,"length":1021,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"hasMoreComment":false,"orderType":2}