比特币一周涨23%至8万美元，周五6.4亿美元期权到期或引发波动
Bitcoin has rallied from ~$62K to ~$80K in a week. Now Friday’s options expiry p…
Bitcoin has rallied from ~$62K to ~$80K in a week. Now Friday’s options expiry puts that move directly against some of the market’s largest strike concentrations.
比特币在一周内从约62,000美元飙升至约80,000美元。现在，周五的期权到期日将这一走势直接对准了市场上一些最大的行权价集中区域。
~$6.4B in BTC options expire on Friday, with: → $236M in call notional at $75K → $157M in calls at $80K → Max pain around $68K
约64亿美元的BTC期权将于周五到期，其中： → 75,000美元行权价的看涨期权名义价值为2.36亿美元 → 80,000美元行权价的看涨期权为1.57亿美元 → 最大痛点位于约68,000美元
Much of that positioning was established before BTC’s ~23% move higher.
这些持仓中的大部分是在比特币约23%的上涨之前建立的。
With spot now trading around the upper call concentrations, those strikes have become more relevant into expiry than they were a week ago, as the market has moved directly into a larger pocket of outstanding options exposure.
随着现货价格目前交易在较高的看涨期权集中区域附近，这些行权价在到期时比一周前更具相关性，因为市场已直接进入了一个更大的未平仓期权敞口区域。
A very different expiry setup than the one established before the rally.
这与上涨前建立的到期设置截然不同。
更进一步：量化金融体系
看懂新闻只是起点——沿量化金融路径，把它变成能交付的工程能力