SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

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SignalPlus
6 months ago
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比特币价格因持续遭到GBTC抛压而再度下行,失守41000关口,前端IV小幅上行,曲线走平,大宗交易相对乏善可陈,但前端以26JAN24为代表的期限上买Put卖Call的Risky Flow依旧是散户的热门操作。

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Last Friday (19 JAN), the one-year inflation rate in the United States in January was expected to record 2.8%, the lowest level since 2020, and the Michigan Consumer Confidence Index recorded a higher-than-expected 78.8, the highest level since July 2021. . In the past few days, U.S. Treasury yields have remained at recent highs with slight fluctuations, with the two-year and ten-year rates at 4.395%/4.113% respectively. On the other hand, in recent days, the relatively hawkish speeches of many Federal Reserve officials and the impact of strong data have Next, the markets expectation of the probability that the Federal Reserve will not cut interest rates in March has been raised to 56.8%. The upcoming FOMC on February 1 is considered a key node for the Federal Reserves stance. This weeks core data including PMI and PCE will also be expected. The content of your next meeting will have an impact that cannot be ignored.

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: SignalPlus, Economic Calendar

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: Binance & TradingView

In terms of digital currency, the price of Bitcoin fell again due to continued selling pressure from GBTC, falling below the 41,000 mark. The front-end IV rose slightly, the curve flattened, and large-scale transactions were relatively lackluster. However, the front-end was represented by 26 JAN 24. Buy Put Sell Calls Risky Flow is still a popular operation for retail investors; the P/C Ratio of ETH trading volume reached a low of 0.15 at the time of delivery in recent days, with huge quantities of buying and opening positions 2 FEB 24-2550-C (Size: 23950 ETH) and 29 MAR 24-2700-C (Size: 17717 ETH) has become the focus of the market.

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: Deribit (as of 22 JAN 16:00 UTC+ 8)

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: SignalPlus

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: SignalPlus

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: Laevitas

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: Deribit Block Trade

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

Source: Deribit Block Trade

SignalPlus波动率专栏(20240122):BTC承压下行,延续Risky Flow

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