Delphi Digital:基於市場對波動率的定價規律,後市更傾向於上漲

BTC1.83%

Odaily星球日报訊 Delphi Digital 于 X 發文表示,基本面數據顯示,當前市場對波動率的定價可能不準確。當隱含波動率交易價格顯著低於公允價值估算,而比特幣又處於歷史高位時,其後通常會出現顯著的回調,最近一次此類信號觸發於去年十月,恰恰在大規模清算事件發生前四天。反之亦然,從歷史來看,當隱含波動率相對於公允價值被極度高估的時期,通常是絕佳的買入時機。

多項領先指標表明,當前波動率很可能已被市場錯誤定價,其未來走勢傾向於上行。

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