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Cột biến động SignalPlus (20240904): Giảm liên tục

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Cột biến động SignalPlus (20240904): Giảm liên tục

Cột biến động SignalPlus (20240904): Giảm liên tục

With the recent depressed sentiment, Bitcoin has performed poorly since last nights US trading session, falling 2.5% around 10 oclock, and continued to fall in the Asian session. A run occurred at one point, causing the price to fall to $55,606, and then rebounded slightly to around 56,000. The implied volatility maintains a negative correlation with the price during the day. After the violent intraday fluctuations, the term structure of BTC and ETH is bull flattening, with ETHs far end rising more significantly, and the volatility level at the front end shows a clear inverted pattern with the support of up to 85% RV during the day.

Cột biến động SignalPlus (20240904): Giảm liên tục

Nguồn: SignalPlus

The IV change of ETH at the front end is not only higher than that of BTC. From a numerical point of view, the current IV of ETH is at a historical high (75 percentile and above), and the hedging cost implied by the volatility cone of RV also reflects the current rich VPR, which may attract bearish volatility strategies and weaken the upward shape of the term structure in the short term.

Cột biến động SignalPlus (20240904): Giảm liên tục

Cột biến động SignalPlus (20240904): Giảm liên tục

Nguồn: SignalPlus

Cột biến động SignalPlus (20240904): Giảm liên tục

Source: Deribit (As of 4 SEP 16: 00 UTC+ 8)

As the price fell further and broke the recent low, the front-end Skew gave up all the gains yesterday and returned to the low level. The Vol Premium at the end of each maturity was also set at a higher position, among which BTCs 8 Nov related to the US election rose the most significantly, and the two subsequent maturity dates rose together. ETHs convexity at the end of the year (27 DEC) still maintained a local high, rising to 3.53%.

Cột biến động SignalPlus (20240904): Giảm liên tục

Source: SignalPlus, Vol Skew

Cột biến động SignalPlus (20240904): Giảm liên tục

Nguồn: SignalPlus, Fly

Judging from the transaction volume, the direction of BTC transactions is relatively balanced. The price drop reminds traders to set extreme scenario protection for their positions (such as 29 NOV-35000-P 500 BTC Long put). At the same time, it also provides those who insist on bullishness with a cheaper bullish strategy position building opportunity, such as 27 SEP 63000 vs 65000 Long Call Spread (200 BTC per leg).

Cột biến động SignalPlus (20240904): Giảm liên tục

Source: SignalPlus, Block Trade

Cột biến động SignalPlus (20240904): Giảm liên tục

Bạn có thể sử dụng chức năng giao dịch SignalPlus tại t.signalplus.com để biết thêm thông tin về tiền điện tử theo thời gian thực. Nếu bạn muốn nhận thông tin cập nhật của chúng tôi ngay lập tức, vui lòng theo dõi tài khoản Twitter @SignalPlusCN của chúng tôi hoặc tham gia nhóm WeChat (thêm trợ lý WeChat: SignalPlus 123), nhóm Telegram và cộng đồng Discord của chúng tôi để giao lưu và tương tác với nhiều bạn bè hơn.

Trang web chính thức của SignalPlus: https://www.signalplus.com

This article is sourced from the internet: SignalPlus Volatility Column (20240904): Continuous decline

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