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桀-@LTChives
桀-@LTChives
Influential Creator
期限结构雷达 $BTC 首档正价差对应的规模很小。买近卖远报价差+1.22%，首档配对规模约113美元；按1万规模计，这档只覆盖约1%。小容量下冲击会很快吃掉价差。 $ETH 首档正价差对应的规模很小。买近卖远报价差+0.56%，首档配对规模约2美元；按1万规模计，这档只覆盖约0.02%。容量越小，冲击占比越高。 $SOL 标记价差为正，买近卖远首档报价却已倒挂。近月年化+0.34%、远月年化+0.54%；标记近远差+0.19%，买近卖远首档报价差-1.12%。能成交的方向和标记相反。
Gallery 1
$SOL-5.00%
$BTC-6.16%
$ETH-4.72%
03:29 · 11/05/26·13.84K views·Posted on OKX Orbit

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