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BTC 与 ETH 期权今日季度交割:名义价值合计逾 151 亿美元到期
深潮 TechFlow 消息,3 月 27 日,据 Greeks.live 宏观分析师 Adam 监测,今日为季度期权交割日,比特币(BTC)与以太坊(ETH)期权大规模到期。
BTC 期权到期数量为 6.8 万张,名义价值约 130 亿美元,最大痛点为 74,000 美元,看跌/看涨比率(PCR)为 0.56;ETH 期权到期数量为 37 万张,名义价值约 21.2 亿美元,最大痛点为 2,250 美元,PCR 同为 0.56。
比特币和以太坊约有约36%的期权到期,本周有大量期权进行了移仓,峰值时有超过超过40%的期权总持仓占比。而且由于是大交割日,call的比例很高,PCR仅有0.56。