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Sea Ltd SE

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-15T20:02:56.854Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:04.474472342Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:50.535525+00:00

Share price$97.50
1D+3.1%
AH$94$95$96$97$985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSE
Sold putSold callAH

Sea Ltd options

Live interpolated SE call and put midpoint premiums by absolute delta.Sea Ltd$0.33$1.10$1.86$2.62$3.38$92.01$94.56$97.11$99.67$102.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $97.50OPTION PRICELive SE spot · $97.50SE PRICE$0.42$0.48$0.52$0.68$0.85$1.03$1.25$1.43$2.00$2.70$2.83$2.95$3.16$0.52$0.61$0.57$0.84$1.10$1.35$1.64$2.06$2.16$2.26$2.41$2.56$2.72
PutsExpensive1.13×
CallsCheap0.92×
SkewBearish+4.96 pp
Implied moveBearish±$2.89
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.8274.3%3.8%93.01103.3%5.1%
25Δ100.0266.5%3.1%94.7581.4%3.4%
30Δ99.0053.8%2.1%96.1055.9%2.0%
35Δ98.6556.0%1.9%96.4263.1%2.0%
40Δ98.3058.3%1.7%96.7470.4%1.9%
45Δ97.9560.5%1.5%97.1076.1%1.8%
50Δ97.5662.3%1.3%97.6078.2%1.6%
55Δ97.1761.4%1.1%98.1284.7%1.5%
60Δ96.5873.0%1.1%98.5377.2%1.2%
65Δ95.9188.1%1.1%98.9469.6%0.8%
70Δ95.5380.4%0.9%99.2764.3%0.7%
75Δ95.1472.6%0.6%99.5959.4%0.5%
80Δ94.7566.3%0.4%99.9154.4%0.3%

20Δ

Calls
Pseudo strike
100.82
IV
74.3%
B/E move
3.8%
Puts
Pseudo strike
93.01
IV
103.3%
B/E move
5.1%

25Δ

Calls
Pseudo strike
100.02
IV
66.5%
B/E move
3.1%
Puts
Pseudo strike
94.75
IV
81.4%
B/E move
3.4%

30Δ

Calls
Pseudo strike
99.00
IV
53.8%
B/E move
2.1%
Puts
Pseudo strike
96.10
IV
55.9%
B/E move
2.0%

35Δ

Calls
Pseudo strike
98.65
IV
56.0%
B/E move
1.9%
Puts
Pseudo strike
96.42
IV
63.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
98.30
IV
58.3%
B/E move
1.7%
Puts
Pseudo strike
96.74
IV
70.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
97.95
IV
60.5%
B/E move
1.5%
Puts
Pseudo strike
97.10
IV
76.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
97.56
IV
62.3%
B/E move
1.3%
Puts
Pseudo strike
97.60
IV
78.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
97.17
IV
61.4%
B/E move
1.1%
Puts
Pseudo strike
98.12
IV
84.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
96.58
IV
73.0%
B/E move
1.1%
Puts
Pseudo strike
98.53
IV
77.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
95.91
IV
88.1%
B/E move
1.1%
Puts
Pseudo strike
98.94
IV
69.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
95.53
IV
80.4%
B/E move
0.9%
Puts
Pseudo strike
99.27
IV
64.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
95.14
IV
72.6%
B/E move
0.6%
Puts
Pseudo strike
99.59
IV
59.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
94.75
IV
66.3%
B/E move
0.4%
Puts
Pseudo strike
99.91
IV
54.4%
B/E move
0.3%