# 期权面板速览 2026-09-29  (Δ=相对上一采集日;机械阈值规则,非判读)# 规则: [IV±5] IV日变>±5pt | [SKEW±3] skew日变>±3pt | [PUT>=65] 对冲拥挤 | [PUT<=20] call单边# 注: IV=ATM put侧主读(缺则回退call侧,标[CALL_ONLY];双缺标[NO_ATM]); skew经质量门(翼/同侧ATM∈[0.5,1.6]且ATM双侧比≤1.8),未过门显示NA# 注: LEAPS的call侧IV=薄流动性噪声,判读以put侧+ATM为准; GFS put侧稀疏,skew低置信; SKHY新挂期权(07-28入池)OI两位数/链级成交聚合=0,仅ATM IV水平可用,P/C与skew不判读AMAT  30d   IV=  56.0 ( -3.7)  skew25d=   2.2 (  6.3)  put%= 47 [SKEW±3]AMD   30d   IV=  50.3 ( -1.0)  skew25d=  -2.6 ( -1.1)  put%= 41AMD   6m    IV=  51.2 ( -2.1)  skew25d=  -7.7 ( -4.6)  put%= 41 [SKEW±3]AMD   leaps IV=  48.6 ( -0.4)  skew25d=  -4.8 ( -0.1)  put%= 41AVGO  30d   IV=  35.9 (  2.1)  skew25d=  -1.5 (  1.0)  put%= 37AVGO  6m    IV=  40.0 (  0.9)  skew25d=  -4.6 ( -0.1)  put%= 37AVGO  leaps IV=  37.9 ( -0.3)  skew25d= -11.2 ( -0.6)  put%= 37BE    30d   IV=  84.7 (  2.8)  skew25d=  -4.8 (  0.2)  put%= 47BE    6m    IV=  91.7 ( 14.9)  skew25d=    NA (   NA)  put%= 47 [IV±5] [CALL_ONLY]BE    leaps IV=  73.2 ( -0.9)  skew25d=  -2.9 (  9.9)  put%= 47 [SKEW±3]COHR  30d   IV=  68.6 ( -4.7)  skew25d=  -3.2 ( -0.1)  put%= 38CRWV  30d   IV=  70.2 (  1.8)  skew25d=  -4.9 (  2.7)  put%= 46CRWV  6m    IV=  73.4 (  0.9)  skew25d=  -9.8 ( -5.1)  put%= 46 [SKEW±3]CRWV  leaps IV=  63.7 ( -1.6)  skew25d=  -8.2 (  2.0)  put%= 46GEV   30d   IV=  54.1 (  5.7)  skew25d=  -0.5 (  2.1)  put%= 55 [IV±5]GFS   30d   IV=  55.8 (  3.1)  skew25d=  -3.7 (  0.3)  put%= 26INTC  30d   IV=  70.8 ( -0.6)  skew25d= -10.0 ( -6.9)  put%= 31 [SKEW±3]INTC  6m    IV=  61.9 ( -0.8)  skew25d=  -8.3 ( -0.9)  put%= 31INTC  leaps IV=  57.6 ( -0.0)  skew25d= -14.8 ( -1.0)  put%= 31LITE  30d   IV=  70.3 (-12.8)  skew25d=  17.7 ( 15.3)  put%= 48 [IV±5] [SKEW±3]LRCX  30d   IV=  63.7 (  0.4)  skew25d=   4.0 (  5.8)  put%= 38 [SKEW±3]MRVL  30d   IV=  64.7 (  4.6)  skew25d=  -1.8 (  2.7)  put%= 43MRVL  6m    IV=  63.6 (  0.6)  skew25d=  -6.8 (  0.2)  put%= 43MRVL  leaps IV=  59.4 (  0.7)  skew25d= -10.6 (  2.8)  put%= 43MU    30d   IV=  59.6 ( -0.7)  skew25d=  -9.3 ( -4.2)  put%= 37 [SKEW±3]MU    6m    IV=  54.3 (  1.2)  skew25d=  -7.4 ( -0.5)  put%= 37MU    leaps IV=  51.5 ( -1.5)  skew25d= -12.6 ( -0.2)  put%= 37NVDA  30d   IV=  30.5 (  0.2)  skew25d=   1.9 ( -0.6)  put%= 34NVDA  6m    IV=  34.6 ( -0.3)  skew25d=  -0.4 (  0.7)  put%= 34NVDA  leaps IV=  33.3 (  0.2)  skew25d=  -9.0 ( -1.0)  put%= 34SKHY  30d   IV=  58.4 (  2.2)  skew25d=   0.3 (  7.4)  put%= 40 [SKEW±3]SMH   30d   IV=  32.6 ( -0.3)  skew25d=   0.2 ( -3.4)  put%= 68 [SKEW±3] [PUT>=65]SMH   6m    IV=  34.6 (  1.0)  skew25d=   0.1 (  0.7)  put%= 68SMH   leaps IV=  44.9 ( 12.2)  skew25d=    NA (   NA)  put%= 68 [IV±5] [CALL_ONLY]SNDK  30d   IV=  69.6 (  1.3)  skew25d=  -4.3 ( -0.4)  put%= 36SNDK  6m    IV=  67.5 ( -0.6)  skew25d=   5.8 ( -1.3)  put%= 36SNDK  leaps IV=  83.1 ( 20.0)  skew25d=    NA (   NA)  put%= 36 [IV±5] [CALL_ONLY]STX   30d   IV=  75.6 (  4.3)  skew25d=  -4.8 ( -2.4)  put%= 52TSM   30d   IV=  31.7 ( -0.4)  skew25d=  -3.2 ( -1.3)  put%= 45TSM   6m    IV=  34.6 (  1.3)  skew25d=  -4.8 ( -0.8)  put%= 45TSM   leaps IV=  33.7 ( -0.7)  skew25d=  -8.4 (  0.3)  put%= 45TXN   30d   IV=  49.0 ( -6.2)  skew25d=   6.2 (  2.1)  put%= 50 [IV±5]WDC   30d   IV=  88.1 (  1.6)  skew25d=  -3.6 ( -8.5)  put%= 43 [SKEW±3]WDC   6m    IV=  67.0 ( -2.5)  skew25d=  -4.5 ( -4.3)  put%= 43 [SKEW±3]WDC   leaps IV=  61.9 (  0.1)  skew25d= -12.9 (  0.1)  put%= 43