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Sea Limited American Depositary Shares, each representing one Class A Ordinary Share SE

i

Market datapartial · fetched 2026-11-07T13:15:36.989Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:57:46.723220768Z

FundamentalsAlpha Vantage · unavailable

Share price$75.75
1D+0.7%
AH$72$73$75$76$775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSE
Sold putSold callAH

Sea Limited American Depositary Shares, each representing one Class A Ordinary Share options

Live interpolated SE call and put midpoint premiums by absolute delta.Sea Limited American Depositary Shares, each representing one Class A Ordinary Share$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESE PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend74.51%
Daily close
SE33.9%70.5%107.2%2026-08-10: 102.17%2026-08-11: 49.15%2026-08-12: 44.86%2026-08-13: 46.88%2026-08-14: 41.16%2026-08-17: 43.42%2026-08-18: 47.37%2026-08-19: 43.83%2026-08-20: 44.43%2026-08-21: 41.68%2026-08-24: 46.16%2026-08-25: 46.24%2026-08-26: 45.14%2026-08-27: 45.54%2026-08-28: 38.92%2026-08-31: 43.26%2026-09-01: 45.11%2026-09-02: 40.33%2026-09-03: 43.70%2026-09-04: 40.12%2026-09-08: 48.28%2026-09-09: 46.74%2026-09-10: 51.77%2026-09-11: 40.91%2026-09-14: 45.70%2026-09-15: 49.78%2026-09-16: 49.53%2026-09-17: 47.68%2026-09-18: 43.90%2026-09-21: 46.88%2026-09-22: 43.85%2026-09-23: 47.99%2026-09-24: 47.93%2026-09-25: 41.31%2026-09-28: 47.20%2026-09-29: 46.52%2026-09-30: 45.07%2026-10-01: 48.27%2026-10-02: 42.56%2026-10-05: 43.46%2026-10-06: 42.86%2026-10-07: 43.23%2026-10-08: 43.44%2026-10-09: 41.96%2026-10-12: 47.12%2026-10-13: 47.00%2026-10-14: 47.46%2026-10-15: 51.83%2026-10-16: 53.29%2026-10-19: 51.45%2026-10-20: 58.64%2026-10-23: 64.62%2026-10-26: 67.35%2026-10-27: 67.10%2026-10-28: 69.72%2026-10-29: 70.11%2026-10-30: 74.51%Aug 10Sep 18Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
102.17%
49.15%
44.86%
46.88%
41.16%
43.42%
47.37%
43.83%
44.43%
41.68%
46.16%
46.24%
45.14%
45.54%
38.92%
43.26%
45.11%
40.33%
43.70%
40.12%
48.28%
46.74%
51.77%
40.91%
45.70%
49.78%
49.53%
47.68%
43.90%
46.88%
43.85%
47.99%
47.93%
41.31%
47.20%
46.52%
45.07%
48.27%
42.56%
43.46%
42.86%
43.23%
43.44%
41.96%
47.12%
47.00%
47.46%
51.83%
53.29%
51.45%
58.64%
64.62%
67.35%
67.10%
69.72%
70.11%
74.51%