SignalPlus波动率专栏(20240222)：ETH再度站上3000关口，IV接近60%
Yesterday (21 FEB), Nvidia’s Q4 financial report was released after the U.S. stock market closed. The financial report showed that thanks to the massive increase in demand for AI chips, the company’s fourth-quarter revenue and profit soared year-on-year, exceeding market and analyst expectations. Huang Renxun said Generative artificial intelligence has hit a tipping point, with Nvidias stock price rising more than 10% after hours. On the other hand, the newly released minutes of the Federal Reserve once again weakened the markets expectations for an early interest rate cut. U.S. bond yields gradually rose, with the two-year/10-year current price at 4.669%/4.306%. The three major stock indexes were mixed, with the Dow The SP 500 and SP closed up 0.13%, while the Nasdaq fell -0.32%.
Source: SignalPlus, Economic Calendar
Source: Binance TradingView, ETH regains $3,000 mark after yesterday’s correction
In terms of digital currency, ETH regained the $3,000 mark after yesterday’s correction.The overall implied volatility continued to rise by 2 to 3% Vol while maintaining the upward trend of the front end, reaching a level close to 60%, in terms of trading, a large number of call options near 8 MAR 3100-3200 were bought and opened, becoming the range with the most obvious OI growth in the past day; also in early March, a large number of BTC options were opened and bought on 1 MAR/8 MAR , including Long 8 MAR 24 52000 Straddle on the bulk platform, as well as large buy orders of 48000-P and 56000-C in the option chain,Together, they pushed BTC’s IV higher in early March.。
On the other hand, tomorrow will usher in a large-scale month-end delivery. In the past 24 hours, the market has already closed positions on 23 FEB 24 in advance.The deposit was released early, such as a sell stop-profit order of BTC 54000-C/58000-C, and a stop-loss order of 6,000 ETH 2400-C.
Source: Deribit (as of 22 FEB 16:00 UTC+8)
Source: SignalPlus, ETH IV overall rose by about 2 to 3%
Data Source: Deribit, BTC volatility rose in early March due to the impact of long positions
Data Source: Deribit, ETH 8 MAR 24 has the most significant OI growth in the past day
Source: Deribit Block Trade
Source: Deribit Block Trade
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