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PG_TrangTrader
币安被盗约63亿美元,$BTC 期权市场的反应,和之前伊朗冲突时处于一个量级
1W IV 虽然冲到46%,现在已经回落到40%左右,只有Put Skew 仍高出6.7 Vol
我认为在这个位置继续追空,赔率是不如做反弹的
尤其是期权买方,可以付出一部分权利金,适当延迟交易的期限,例如11月底。
中间即使再插针,也不必担心像杠杆合约一样被强平。只需等候市场反弹

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