比特币反弹后，IBIT期权价格交易趋于平静

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比特币反弹后，IBIT期权价格交易趋于平静

2026-09-26 03:28:12

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萨克银行：iShares比特币信托期权定价显示市场波动预期低于近期实际波动

根据丹麦萨克银行（Saxo Bank）的分析，BlackRock的iShares比特币信托基金（IBIT）的期权定价所反映的市场波动幅度，小于该基金在比特币近期反弹期间所经历的实际波动。

隐含波动率处于低位区间

Saxo投资与期权策略师Koen Hoorelbeke在周四撰文指出，截至周二前的20个交易日内，IBIT的隐含波动率为37.4%，而同期实现的波动率则高达45.5%。基于周三的数据，Hoorelbeke的分析显示，IBIT的隐含波动率排名为11.9，这一数值接近其过去12个月范围的下端。

“在我们看来，期权市场似乎正在对较近期过去更为平静的行情进行定价。”Hoorelbeke写道。

隐含波动率反映了嵌入在期权价格中的对未来价格波动的预期，而实现波动率则衡量的是过去的实际价格走势。

关键价位与技术分析

Hoorelbeke识别出比特币的关键阻力位约为87,000美元，这是比特币在9月21日上涨受阻的位置；支撑位则在76,000至77,000美元之间。

据CoinGecko数据，截至撰稿时，比特币交易价格为84,751美元，过去24小时内上涨了1.6%。

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