比特币30天隐含波动率回落至约42%,创三个月新低

Odaily星球日报讯 Bitfinex 报告指出,比特币 30 天隐含波动率(IV)已回落至约 42%,创近三个月新低,较 2026 年 1 月至 2 月约 56%的高点明显下降,此外市场已连续 26 天出现负资金费率,叠加期权价格走低,形成明显的结构性不对称。若比特币现货价格有效站上 80,100 美元这一短期持有者实现价格水平,空头持仓成本将显著上升,而当前期权市场并未充分定价这一情景,看涨期权或被系统性低估。
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