大跌股賣期權：S&P 500／恒指成分股單日跌 ≥ 8% 之後，按「平值 IV ÷ 大跌前 RV63」（ρ）揀賣 95% 現金擔保 put 或 105% call。2026-10-30 開陣。
| 腳 | 判決 | 損益平衡 ρ* | 備註 |
|---|---|---|---|
| 賣 95% 現金擔保 put | 🔍 觀察 | 美 0.90／港 ≤ 0.80 | 隨機日一樣有優勢，唔係大跌特有；美股數據覆蓋約 55%（下市股缺，對賣 put 有利嘅偏差） |
| 賣 105% call | ❔ 不確定 | — | 只做紙上 |
ρ 高過 ρ* 先有優勢；ρ＝候選當日平值 IV ÷ 大跌前 63 日實際波動。
未定（使用者稍後定）：每筆上限、同時最多幾筆、美／港、行使價、到期、被行使接貨點處理。定之前只出候選同紙上紀錄。開實倉前先登記 POSITIONS.md 並通知總指揮。
| 日期 | 市場 | 代號 | 名稱 | 單日跌幅 | 收市 | 平值 IV | RV63 | ρ | ρ* | 腳 | 行使價 | 到期 | 權利金 | 狀態 | 備註 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10-30 | us | RDDT | Reddit, Inc. | -29.2% | 91.73 | 66.9% | 60.9% | 1.10 | 0.95 | put95 | 80.00 | 2026-11-27 | 1.78 | ✅ 合資格（紙上） | 唔做實倉：OI 1 < 100 |
| 2026-10-30 | us | RDDT | Reddit, Inc. | -29.2% | 91.73 | 66.9% | 60.9% | 1.10 | 1.20 | call105 | 110.00 | 2026-11-27 | 1.51 | — | — |
| 2026-10-30 | us | INTC | Intel Corporation | -28.6% | 65.76 | 58.6% | 62.9% | 0.93 | 0.95 | put95 | 60.00 | 2026-11-27 | 1.91 | — | — |
| 2026-10-30 | us | INTC | Intel Corporation | -28.6% | 65.76 | 58.6% | 62.9% | 0.93 | 1.20 | call105 | 70.00 | 2026-11-27 | 2.44 | — | — |
| 2026-10-30 | us | SNDK | Sandisk Corporation | -13.5% | 1,151.00 | 75.4% | 79.8% | 0.94 | 0.95 | put95 | 1,090.00 | 2026-11-27 | 62.50 | — | — |
| 2026-10-30 | us | SNDK | Sandisk Corporation | -13.5% | 1,151.00 | 75.4% | 79.8% | 0.94 | 1.20 | call105 | 1,230.00 | 2026-11-27 | 59.40 | — | — |
| 2026-10-30 | us | DDOG | Datadog, Inc. | -11.5% | 235.30 | 84.5% | 73.1% | 1.16 | 0.95 | put95 | 220.00 | 2026-11-27 | 13.85 | — | — |
| 2026-10-30 | us | DDOG | Datadog, Inc. | -11.5% | 235.30 | 84.5% | 73.1% | 1.16 | 1.20 | call105 | 250.00 | 2026-11-27 | 13.30 | — | — |
| 2026-10-30 | us | COHR | Coherent Corp. | -11.3% | 210.30 | 86.2% | 97.9% | 0.88 | 0.95 | put95 | 195.00 | 2026-11-27 | 11.70 | — | — |
| 2026-10-30 | us | COHR | Coherent Corp. | -11.3% | 210.30 | 86.2% | 97.9% | 0.88 | 1.20 | call105 | 225.00 | 2026-11-27 | 12.50 | — | — |
| 2026-10-30 | us | QCOM | QUALCOMM Incorporated | -11.1% | 164.80 | 58.0% | 42.8% | 1.36 | 0.95 | put95 | 155.00 | 2026-11-27 | 6.00 | — | — |
| 2026-10-30 | us | QCOM | QUALCOMM Incorporated | -11.1% | 164.80 | 58.0% | 42.8% | 1.36 | 1.20 | call105 | 175.00 | 2026-11-27 | 6.10 | — | — |
| 2026-10-30 | us | AMD | Advanced Micro Devices, Inc. | -10.9% | 504.80 | 65.0% | 55.8% | 1.16 | 0.95 | put95 | 475.00 | 2026-11-27 | 21.25 | — | — |
| 2026-10-30 | us | AMD | Advanced Micro Devices, Inc. | -10.9% | 504.80 | 65.0% | 55.8% | 1.16 | 1.20 | call105 | 535.00 | 2026-11-27 | 23.25 | — | — |
| 2026-10-30 | us | DELL | Dell Technologies Inc. | -10.8% | 424.30 | 80.4% | 74.6% | 1.08 | 0.95 | put95 | 400.00 | 2026-11-27 | 24.75 | — | — |
| 2026-10-30 | us | DELL | Dell Technologies Inc. | -10.8% | 424.30 | 80.4% | 74.6% | 1.08 | 1.20 | call105 | 450.00 | 2026-11-27 | 25.05 | — | — |
| 2026-10-30 | us | COIN | Coinbase Global, Inc. | -10.6% | 143.50 | 63.9% | 70.4% | 0.91 | 0.95 | put95 | 135.00 | 2026-11-27 | 5.80 | — | — |
| 2026-10-30 | us | COIN | Coinbase Global, Inc. | -10.6% | 143.50 | 63.9% | 70.4% | 0.91 | 1.20 | call105 | 155.00 | 2026-11-27 | 4.15 | — | — |
| 2026-10-30 | us | APP | Applovin Corporation | -10.4% | 228.50 | 94.5% | 61.1% | 1.55 | 0.95 | put95 | 215.00 | 2026-11-27 | 14.50 | — | — |
| 2026-10-30 | us | APP | Applovin Corporation | -10.4% | 228.50 | 94.5% | 61.1% | 1.55 | 1.20 | call105 | 240.00 | 2026-11-27 | 16.40 | — | — |
| 2026-10-30 | us | MRVL | Marvell Technology, Inc. | -10.1% | 196.40 | 67.6% | 75.8% | 0.89 | 0.95 | put95 | 185.00 | 2026-11-27 | 9.15 | — | 30 日內已記 |
| 2026-10-30 | us | MRVL | Marvell Technology, Inc. | -10.1% | 196.40 | 67.6% | 75.8% | 0.89 | 1.20 | call105 | 210.00 | 2026-11-27 | 9.00 | — | 30 日內已記 |
| 2026-10-30 | us | HPQ | HP Inc. | -9.6% | 28.78 | 62.7% | 50.5% | 1.24 | 0.95 | put95 | 27.00 | 2026-11-27 | 0.91 | — | — |
| 2026-10-30 | us | HPQ | HP Inc. | -9.6% | 28.78 | 62.7% | 50.5% | 1.24 | 1.20 | call105 | 31.00 | 2026-11-27 | 0.89 | — | — |
| 2026-10-30 | us | RMD | ResMed Inc. | -9.1% | 229.90 | 33.2% | 27.0% | 1.23 | 0.95 | put95 | 210.00 | 2026-11-20 | 0.75 | ✅ 合資格（紙上） | 唔做實倉：已持有 |
| 2026-10-30 | us | RMD | ResMed Inc. | -9.1% | 229.90 | 33.2% | 27.0% | 1.23 | 1.20 | call105 | 250.00 | 2026-11-20 | 1.15 | ✅ 合資格（紙上） | — |
| 2026-10-30 | us | NTAP | NetApp, Inc. | -8.8% | 199.20 | 57.2% | 43.3% | 1.32 | 0.95 | put95 | 185.00 | 2026-11-20 | 3.60 | ✅ 合資格（紙上） | 唔做實倉：已持有 |
| 2026-10-30 | us | NTAP | NetApp, Inc. | -8.8% | 199.20 | 57.2% | 43.3% | 1.32 | 1.20 | call105 | 210.00 | 2026-11-20 | 5.80 | ✅ 合資格（紙上） | — |
| 2026-10-30 | us | LITE | Lumentum Holdings Inc. | -8.6% | 840.70 | 79.8% | 89.3% | 0.89 | 0.95 | put95 | 795.00 | 2026-11-27 | 45.90 | — | — |
| 2026-10-30 | us | LITE | Lumentum Holdings Inc. | -8.6% | 840.70 | 79.8% | 89.3% | 0.89 | 1.20 | call105 | 885.00 | 2026-11-27 | 53.80 | — | — |
| 2026-10-30 | us | ANET | Arista Networks, Inc. | -8.3% | 168.90 | 63.7% | 46.9% | 1.36 | 0.95 | put95 | 160.00 | 2026-11-27 | 6.70 | — | — |
| 2026-10-30 | us | ANET | Arista Networks, Inc. | -8.3% | 168.90 | 63.7% | 46.9% | 1.36 | 1.20 | call105 | 180.00 | 2026-11-27 | 6.80 | — | — |
| 2026-10-30 | us | CIEN | Ciena Corporation | -8.2% | 320.70 | 80.2% | 81.1% | 0.99 | 0.95 | put95 | 300.00 | 2026-11-27 | 15.20 | ✅ 合資格（紙上） | 唔做實倉：OI 18 < 100 |
| 2026-10-30 | us | CIEN | Ciena Corporation | -8.2% | 320.70 | 80.2% | 81.1% | 0.99 | 1.20 | call105 | 340.00 | 2026-11-27 | 15.50 | — | — |
| 日期 | 市場 | 代號 | 單日跌幅 | 收市 | 平值 IV | RV63 | ρ | ρ* | 腳 | 行使價 | 到期 | 權利金 | 狀態 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10-29 | us | NOW | -26.9% | 109.70 | 50.0% | 48.7% | 1.03 | 0.95 | put95 | 100.00 | 2026-11-27 | 2.08 | 合資格｜未到期 |
| 2026-10-29 | us | NOW | -26.9% | 109.70 | 50.0% | 48.7% | 1.03 | 1.20 | call105 | 120.00 | 2026-11-27 | 2.53 | 唔合資格｜未到期 |
| 2026-10-29 | us | FTNT | -20.1% | 139.10 | 46.3% | 47.0% | 0.98 | 0.95 | put95 | 130.00 | 2026-11-27 | 2.58 | 合資格｜未到期 |
| 2026-10-29 | us | FTNT | -20.1% | 139.10 | 46.3% | 47.0% | 0.98 | 1.20 | call105 | 150.00 | 2026-11-27 | 2.65 | 唔合資格｜未到期 |
| 2026-10-29 | us | MRVL | -13.2% | 218.30 | 62.8% | 70.0% | 0.90 | 0.95 | put95 | 205.00 | 2026-11-27 | 8.80 | 唔合資格｜未到期 |
| 2026-10-29 | us | MRVL | -13.2% | 218.30 | 62.8% | 70.0% | 0.90 | 1.20 | call105 | 230.00 | 2026-11-27 | 10.70 | 唔合資格｜未到期 |
| 2026-10-29 | us | GOOGL | -12.6% | 283.80 | 29.1% | 28.9% | 1.00 | 0.95 | put95 | 265.00 | 2026-11-27 | 2.26 | 合資格｜未到期 |
| 2026-10-29 | us | GOOGL | -12.6% | 283.80 | 29.1% | 28.9% | 1.00 | 1.20 | call105 | 300.00 | 2026-11-27 | 3.80 | 唔合資格｜未到期 |
| 2026-10-29 | us | GOOG | -12.3% | 282.30 | 29.8% | 27.9% | 1.07 | 0.95 | put95 | 265.00 | 2026-11-27 | 2.65 | 合資格｜未到期 |
| 2026-10-29 | us | GOOG | -12.3% | 282.30 | 29.8% | 27.9% | 1.07 | 1.20 | call105 | 300.00 | 2026-11-27 | 3.55 | 唔合資格｜未到期 |
| 2026-10-29 | us | HONA | -9.6% | 160.00 | 44.2% | 68.0% | 0.65 | 0.95 | put95 | 150.00 | 2026-11-20 | 2.55 | 唔合資格｜未到期 |
| 2026-10-29 | us | HONA | -9.6% | 160.00 | 44.2% | 68.0% | 0.65 | 1.20 | call105 | 170.00 | 2026-11-20 | 1.65 | 唔合資格｜未到期 |
| 2026-10-29 | us | CAT | -9.2% | 647.40 | 36.3% | 33.1% | 1.10 | 0.95 | put95 | 615.00 | 2026-11-27 | 12.45 | 合資格｜未到期 |
| 2026-10-29 | us | CAT | -9.2% | 647.40 | 36.3% | 33.1% | 1.10 | 1.20 | call105 | 680.00 | 2026-11-27 | 13.30 | 唔合資格｜未到期 |
| 2026-10-30 | us | RDDT | -29.2% | 91.73 | 66.9% | 60.9% | 1.10 | 0.95 | put95 | 80.00 | 2026-11-27 | 1.78 | 合資格｜未到期 |
| 2026-10-30 | us | RDDT | -29.2% | 91.73 | 66.9% | 60.9% | 1.10 | 1.20 | call105 | 110.00 | 2026-11-27 | 1.51 | 唔合資格｜未到期 |
| 2026-10-30 | us | INTC | -28.6% | 65.76 | 58.6% | 62.9% | 0.93 | 0.95 | put95 | 60.00 | 2026-11-27 | 1.91 | 唔合資格｜未到期 |
| 2026-10-30 | us | INTC | -28.6% | 65.76 | 58.6% | 62.9% | 0.93 | 1.20 | call105 | 70.00 | 2026-11-27 | 2.44 | 唔合資格｜未到期 |
| 2026-10-30 | us | SNDK | -13.5% | 1,151.00 | 75.4% | 79.8% | 0.94 | 0.95 | put95 | 1,090.00 | 2026-11-27 | 62.50 | 唔合資格｜未到期 |
| 2026-10-30 | us | SNDK | -13.5% | 1,151.00 | 75.4% | 79.8% | 0.94 | 1.20 | call105 | 1,230.00 | 2026-11-27 | 59.40 | 唔合資格｜未到期 |
| 2026-10-30 | us | DDOG | -11.5% | 235.30 | 84.5% | 73.1% | 1.16 | 0.95 | put95 | 220.00 | 2026-11-27 | 13.85 | 唔合資格｜未到期 |
| 2026-10-30 | us | DDOG | -11.5% | 235.30 | 84.5% | 73.1% | 1.16 | 1.20 | call105 | 250.00 | 2026-11-27 | 13.30 | 唔合資格｜未到期 |
| 2026-10-30 | us | COHR | -11.3% | 210.30 | 86.2% | 97.9% | 0.88 | 0.95 | put95 | 195.00 | 2026-11-27 | 11.70 | 唔合資格｜未到期 |
| 2026-10-30 | us | COHR | -11.3% | 210.30 | 86.2% | 97.9% | 0.88 | 1.20 | call105 | 225.00 | 2026-11-27 | 12.50 | 唔合資格｜未到期 |
| 2026-10-30 | us | QCOM | -11.1% | 164.80 | 58.0% | 42.8% | 1.36 | 0.95 | put95 | 155.00 | 2026-11-27 | 6.00 | 唔合資格｜未到期 |
| 2026-10-30 | us | QCOM | -11.1% | 164.80 | 58.0% | 42.8% | 1.36 | 1.20 | call105 | 175.00 | 2026-11-27 | 6.10 | 唔合資格｜未到期 |
| 2026-10-30 | us | AMD | -10.9% | 504.80 | 65.0% | 55.8% | 1.16 | 0.95 | put95 | 475.00 | 2026-11-27 | 21.25 | 唔合資格｜未到期 |
| 2026-10-30 | us | AMD | -10.9% | 504.80 | 65.0% | 55.8% | 1.16 | 1.20 | call105 | 535.00 | 2026-11-27 | 23.25 | 唔合資格｜未到期 |
| 2026-10-30 | us | DELL | -10.8% | 424.30 | 80.4% | 74.6% | 1.08 | 0.95 | put95 | 400.00 | 2026-11-27 | 24.75 | 唔合資格｜未到期 |
| 2026-10-30 | us | DELL | -10.8% | 424.30 | 80.4% | 74.6% | 1.08 | 1.20 | call105 | 450.00 | 2026-11-27 | 25.05 | 唔合資格｜未到期 |
| 2026-10-30 | us | COIN | -10.6% | 143.50 | 63.9% | 70.4% | 0.91 | 0.95 | put95 | 135.00 | 2026-11-27 | 5.80 | 唔合資格｜未到期 |
| 2026-10-30 | us | COIN | -10.6% | 143.50 | 63.9% | 70.4% | 0.91 | 1.20 | call105 | 155.00 | 2026-11-27 | 4.15 | 唔合資格｜未到期 |
| 2026-10-30 | us | APP | -10.4% | 228.50 | 94.5% | 61.1% | 1.55 | 0.95 | put95 | 215.00 | 2026-11-27 | 14.50 | 唔合資格｜未到期 |
| 2026-10-30 | us | APP | -10.4% | 228.50 | 94.5% | 61.1% | 1.55 | 1.20 | call105 | 240.00 | 2026-11-27 | 16.40 | 唔合資格｜未到期 |
| 2026-10-30 | us | HPQ | -9.6% | 28.78 | 62.7% | 50.5% | 1.24 | 0.95 | put95 | 27.00 | 2026-11-27 | 0.91 | 唔合資格｜未到期 |
| 2026-10-30 | us | HPQ | -9.6% | 28.78 | 62.7% | 50.5% | 1.24 | 1.20 | call105 | 31.00 | 2026-11-27 | 0.89 | 唔合資格｜未到期 |
| 2026-10-30 | us | RMD | -9.1% | 229.90 | 33.2% | 27.0% | 1.23 | 0.95 | put95 | 210.00 | 2026-11-20 | 0.75 | 🧪前向測試｜合資格｜未到期 |
| 2026-10-30 | us | RMD | -9.1% | 229.90 | 33.2% | 27.0% | 1.23 | 1.20 | call105 | 250.00 | 2026-11-20 | 1.15 | 合資格｜未到期 |
| 2026-10-30 | us | NTAP | -8.8% | 199.20 | 57.2% | 43.3% | 1.32 | 0.95 | put95 | 185.00 | 2026-11-20 | 3.60 | 🧪前向測試｜合資格｜未到期 |
| 2026-10-30 | us | NTAP | -8.8% | 199.20 | 57.2% | 43.3% | 1.32 | 1.20 | call105 | 210.00 | 2026-11-20 | 5.80 | 合資格｜未到期 |
| 2026-10-30 | us | LITE | -8.6% | 840.70 | 79.8% | 89.3% | 0.89 | 0.95 | put95 | 795.00 | 2026-11-27 | 45.90 | 唔合資格｜未到期 |
| 2026-10-30 | us | LITE | -8.6% | 840.70 | 79.8% | 89.3% | 0.89 | 1.20 | call105 | 885.00 | 2026-11-27 | 53.80 | 唔合資格｜未到期 |
| 2026-10-30 | us | ANET | -8.3% | 168.90 | 63.7% | 46.9% | 1.36 | 0.95 | put95 | 160.00 | 2026-11-27 | 6.70 | 唔合資格｜未到期 |
| 2026-10-30 | us | ANET | -8.3% | 168.90 | 63.7% | 46.9% | 1.36 | 1.20 | call105 | 180.00 | 2026-11-27 | 6.80 | 唔合資格｜未到期 |
| 2026-10-30 | us | CIEN | -8.2% | 320.70 | 80.2% | 81.1% | 0.99 | 0.95 | put95 | 300.00 | 2026-11-27 | 15.20 | 合資格｜未到期 |
| 2026-10-30 | us | CIEN | -8.2% | 320.70 | 80.2% | 81.1% | 0.99 | 1.20 | call105 | 340.00 | 2026-11-27 | 15.50 | 唔合資格｜未到期 |
只係資訊、唔係落單指令；報價只作參考，落單以券商即時價為準。JSON：?view=huyi&format=json