Delphi Digital:基于市场对波动率的定价规律,后市更倾向于上涨

BTC0.29%

Odaily星球日报讯 Delphi Digital 于 X 发文表示,基本面数据显示,当前市场对波动率的定价可能不准确。当隐含波动率交易价格显著低于公允价值估算,而比特币又处于历史高位时,其后通常会出现显著的回调,最近一次此类信号触发于去年十月,恰恰在大规模清算事件发生前四天。反之亦然,从历史来看,当隐含波动率相对于公允价值被极度高估的时期,通常是绝佳的买入时机。

多项领先指标表明,当前波动率很可能已被市场错误定价,其未来走势倾向于上行。

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