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Sea Ltd SE

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-16T00:17:39.249Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002474879Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:38.544417+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$1.28$7.21$13.14$19.07$25.00$74.76$86.19$97.63$109.06$120.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SE spot · $97.50SE PRICE$1.92$2.57$3.26$4.05$4.85$5.77$6.69$7.74$8.97$10.15$11.35$13.05$14.45$2.30$3.05$3.76$4.65$5.71$6.91$8.31$9.79$11.27$13.11$15.05$17.64$23.29
PutsExpensive1.20×
CallsExpensive1.35×
SkewBullish-0.82 pp
Implied moveBearish±$15.00
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.3061.1%22.3%84.7961.3%15.4%
25Δ113.6561.4%19.2%87.6660.5%13.2%
30Δ110.4161.6%16.6%90.4258.2%11.1%
35Δ107.5661.7%14.5%92.7758.0%9.6%
40Δ104.7861.8%12.4%95.0158.6%8.4%
45Δ102.2561.7%10.8%97.2959.2%7.3%
50Δ99.7361.5%9.1%99.6460.1%6.3%
55Δ97.3261.3%7.8%102.0559.9%5.4%
60Δ94.9561.8%6.6%104.4759.6%4.4%
65Δ92.6160.8%5.4%107.1159.5%3.6%
70Δ90.3359.2%4.3%109.8359.3%2.8%
75Δ87.7959.5%3.4%113.0959.4%2.1%
80Δ85.5257.1%2.5%119.2066.2%1.6%

20Δ

Calls
Pseudo strike
117.30
IV
61.1%
B/E move
22.3%
Puts
Pseudo strike
84.79
IV
61.3%
B/E move
15.4%

25Δ

Calls
Pseudo strike
113.65
IV
61.4%
B/E move
19.2%
Puts
Pseudo strike
87.66
IV
60.5%
B/E move
13.2%

30Δ

Calls
Pseudo strike
110.41
IV
61.6%
B/E move
16.6%
Puts
Pseudo strike
90.42
IV
58.2%
B/E move
11.1%

35Δ

Calls
Pseudo strike
107.56
IV
61.7%
B/E move
14.5%
Puts
Pseudo strike
92.77
IV
58.0%
B/E move
9.6%

40Δ

Calls
Pseudo strike
104.78
IV
61.8%
B/E move
12.4%
Puts
Pseudo strike
95.01
IV
58.6%
B/E move
8.4%

45Δ

Calls
Pseudo strike
102.25
IV
61.7%
B/E move
10.8%
Puts
Pseudo strike
97.29
IV
59.2%
B/E move
7.3%

50Δ

Calls
Pseudo strike
99.73
IV
61.5%
B/E move
9.1%
Puts
Pseudo strike
99.64
IV
60.1%
B/E move
6.3%

55Δ

Calls
Pseudo strike
97.32
IV
61.3%
B/E move
7.8%
Puts
Pseudo strike
102.05
IV
59.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
94.95
IV
61.8%
B/E move
6.6%
Puts
Pseudo strike
104.47
IV
59.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
92.61
IV
60.8%
B/E move
5.4%
Puts
Pseudo strike
107.11
IV
59.5%
B/E move
3.6%

70Δ

Calls
Pseudo strike
90.33
IV
59.2%
B/E move
4.3%
Puts
Pseudo strike
109.83
IV
59.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
87.79
IV
59.5%
B/E move
3.4%
Puts
Pseudo strike
113.09
IV
59.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
85.52
IV
57.1%
B/E move
2.5%
Puts
Pseudo strike
119.20
IV
66.2%
B/E move
1.6%