Sea Limited (SE)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 09:42 UTC · Figures derived from the full chain (1,280 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±15.6% (range 78.94–108.08) by Nov 20, 2026. ATM straddle: 14.57 @ strike 92.5 · ATM IV: 63.0%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 84.16 | -10% | 68.1% | 31.9% |
| 88.83 | -5% | 57.2% | 42.8% |
| 93.51 | +0% | 46.3% | 53.7% |
| 98.19 | +5% | 36.1% | 63.9% |
| 102.86 | +10% | 27.3% | 72.7% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±5.5% | 49.4% | 3,116 |
| Oct 30, 2026 | 11 | ±7.9% | 50.1% | 1,240 |
| Nov 06, 2026 | 18 | ±9.1% | 46.9% | 1,017 |
| Nov 13, 2026 | 25 | ±14.1% | 63.1% | 571 |
| Nov 20, 2026 | 32 | ±15.6% | 63.0% | 20.6K |
| Nov 27, 2026 | 39 | ±14.9% | 54.5% | 25 |
| Dec 18, 2026 | 60 | ±18.4% | 55.7% | 53.5K |
| Jan 15, 2027 | 88 | ±20.8% | 52.1% | 40.7K |
| Feb 19, 2027 | 123 | ±23.8% | 50.7% | 1,320 |
| Mar 19, 2027 | 151 | ±26.8% | 51.8% | 20.2K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 140 C · 11.3K95 P · 10.9K105 P · 10.7K110 C · 5,617120 P · 3,306
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 40.9% of the time.
Past earnings reactions
Avg |reaction| 14.8% · median 14.8% (21 reports). Two-session close-to-close window; definition
About Sea Limited
Operating across Southeast Asia, Latin America, other parts of Asia, and various international markets, Sea Limited and its group of companies specialize in three core areas: digital entertainment, e-commerce, and digital financial services. Under its Garena brand, the company provides a comprehensive digital entertainment platform. This platform allows users to play a variety of online games on both mobile devices and personal computers, participate in eSports events, and access additional entertainment content. Key features include live-streamed gameplay, as well as social functionalities like user chat rooms and online forums. Furthermore, Sea Limited manages Shopee, a prominent e-commerce platform designed primarily for mobile users. Shopee functions as a marketplace, offering integrated payment solutions, robust logistics infrastructure, and a suite of services for its sellers. Its SeaMoney division delivers an array of digital financial services to both individual consumers and businesses. These services encompass offline and online mobile wallet facilities, payment processing, and various other financial products, such as credit, insurtech solutions, and digital banking. The
Consumer Cyclical · Specialty Retail · NYSE · Profile: Financial Modeling Prep
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