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Greeks.live:社区对比特币波动率持谨慎态度,关注合理构建对冲结构

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2025-03-22 11:31:59

Greeks.live宏观研究员Adam发布最新中文社区简报,深入分析当前比特币市场动态。报告指出,社区成员普遍对BTC波动率保持谨慎态度,围绕"比特币是否会再创新低"展开热烈讨论。



投资者关注重点已从单纯预测市场涨跌方向,转向合理构建对冲结构选择性价比高的期权策略。在期权交易策略方面,社区达成共识:既要卖出理想价格,又要把握隐含波动率(IV)的最佳时机



当前市场环境下,多数交易者更倾向于:



  • 降低交易成本

  • 关注现金流方向

  • 采用备兑/反备兑策略以折扣价格接货



这种策略选择表明,投资者正从传统的波动率交易转向更稳健的投资方式。



对投资者的影响:


1. 需要重新评估风险承受能力,调整投资策略

2. 关注期权定价机制,提升对冲效率

3. 重视现金流管理,优化投资组合结构

4. 加强对市场波动率的监测和预判能力

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