SE option chain Sea Limited

Expiration Cboe delayed options data · as of 22:02 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±14.5% (75.81–101.45) · ATM IV 61.2% · P/C open interest 0.52

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
42.80	45.35		69	132.3%	1.00	0.0002	0.000	45	0	0.6800		79	128.1%	-0.00	0.0002	-0.001
40.30	43.45		70	137.5%	1.00	0.0004	0.000	47.5	0	1.27		70	134.8%	-0.00	0.0004	-0.002
37.40	40.50		23	105.2%	1.00	0.0006	0.000	50	0	0.0600		45	77.8%	-0.00	0.0006	-0.003
32.45	35.60		2	93.0%	0.99	0.0014	-0.003	55	0	0.9300		12	100.5%	-0.01	0.0014	-0.007
28.00	30.55			87.9%	0.98	0.0029	-0.011	60	0.0400	0.3000		62	70.2%	-0.02	0.0029	-0.015
23.20	25.80		2	79.1%	0.95	0.0056	-0.024	65	0.2800	0.4600	2	44	67.1%	-0.05	0.0056	-0.027
18.60	21.20		8	72.4%	0.91	0.0096	-0.041	70	0.5400	0.8500	24	277	62.9%	-0.09	0.0097	-0.043
16.65	19.10			72.7%	0.88	0.0120	-0.051	72.5	0.7500	1.10	8	43	60.7%	-0.12	0.0121	-0.053
14.40	17.10		8	69.9%	0.84	0.0146	-0.061	75	1.15	1.60	12	87	61.0%	-0.16	0.0147	-0.063
12.75	15.00		8	69.4%	0.80	0.0172	-0.071	77.5	1.83	2.26	17	413	62.4%	-0.21	0.0173	-0.073
10.90	12.45	1	17	63.6%	0.74	0.0196	-0.081	80	2.51	2.81	60	200	61.2%	-0.26	0.0197	-0.082
9.55	10.65		4	64.0%	0.69	0.0217	-0.088	82.5	3.25	3.70	16	136	60.7%	-0.31	0.0218	-0.090
8.95	11.15			66.7%	0.68	0.0220	-0.090	83	3.00	3.95			58.7%	-0.32	0.0222	-0.091
8.40	9.75			62.6%	0.65	0.0227	-0.092	84	3.10	4.30			56.9%	-0.35	0.0229	-0.094
8.15	9.10	2	54	63.8%	0.63	0.0233	-0.095	85	4.20	4.80	550	651	60.8%	-0.37	0.0235	-0.096
7.65	8.80			65.2%	0.61	0.0238	-0.096	86	4.50	5.15	3		59.5%	-0.40	0.0240	-0.097
6.75	8.05			62.2%	0.58	0.0242	-0.098	87	4.50	5.60			57.1%	-0.42	0.0244	-0.099
6.75	7.75	1	113	63.2%	0.57	0.0244	-0.098	87.5	5.25	5.90	32	258	59.8%	-0.43	0.0246	-0.099
6.35	7.50	2		62.4%	0.56	0.0245	-0.099	88	5.45	6.10	22		59.3%	-0.44	0.0247	-0.100
6.10	7.00	16		63.3%	0.53	0.0247	-0.099	89	5.90	6.65	11		59.0%	-0.47	0.0249	-0.100
5.80	6.65	9	48	64.5%	0.51	0.0248	-0.100	90	6.55	7.15	56	923	59.2%	-0.49	0.0250	-0.100
5.10	6.20			63.0%	0.48	0.0248	-0.100	91	6.35	7.75			55.6%	-0.52	0.0250	-0.100
4.70	5.65	1		62.3%	0.46	0.0247	-0.099	92	7.65	8.50	5		59.7%	-0.54	0.0250	-0.100
4.70	5.25	1	167	62.2%	0.45	0.0246	-0.099	92.5	8.10	8.80	1	669	60.3%	-0.55	0.0249	-0.099
4.35	5.25			62.3%	0.44	0.0245	-0.098	93	7.90	8.90			56.8%	-0.57	0.0248	-0.099
3.95	4.85	1		61.9%	0.41	0.0242	-0.097	94	8.75	9.55			57.7%	-0.59	0.0245	-0.098
3.45	4.40	54	205	60.4%	0.39	0.0239	-0.096	95	9.50	10.45	13	452	59.2%	-0.61	0.0242	-0.096
3.40	4.20	1		62.3%	0.37	0.0235	-0.094	96	10.10	10.95	1		57.8%	-0.63	0.0238	-0.095
3.15	4.00	1		63.0%	0.35	0.0230	-0.092	97	10.55	11.90			57.6%	-0.66	0.0233	-0.093
3.05	3.55	3	230	61.6%	0.34	0.0227	-0.091	97.5	10.60	12.20	2	225	55.5%	-0.67	0.0231	-0.092
2.76	3.65			62.0%	0.33	0.0224	-0.090	98	10.95	13.10			58.3%	-0.68	0.0228	-0.090
2.61	3.35	2		62.4%	0.31	0.0218	-0.088	99	12.25	13.85			61.3%	-0.70	0.0222	-0.088
2.55	2.88	120	502	62.1%	0.29	0.0212	-0.085	100	13.00	14.15	4	608	57.1%	-0.72	0.0216	-0.086
2.22	2.95	5		63.2%	0.27	0.0205	-0.083	101	13.60	14.75			56.2%	-0.73	0.0209	-0.083
2.01	2.73	8		63.1%	0.25	0.0198	-0.080	102	14.05	16.05			57.0%	-0.75	0.0203	-0.080
1.77	2.26	1		61.1%	0.24	0.0191	-0.077	103	14.85	16.90			57.0%	-0.77	0.0196	-0.077
1.62	2.24	1		62.3%	0.22	0.0184	-0.074	104	15.75	17.90			58.5%	-0.79	0.0188	-0.074
1.57	1.85	29	434	61.6%	0.21	0.0176	-0.071	105	16.55	18.75	1	599	58.1%	-0.80	0.0181	-0.071
1.30	1.95	17		62.5%	0.19	0.0168	-0.069	106	17.35	19.60			57.5%	-0.81	0.0174	-0.069
1.17	1.75			62.1%	0.18	0.0161	-0.066	107	18.25	20.50			57.8%	-0.83	0.0166	-0.066
1.08	1.67	12		62.8%	0.17	0.0154	-0.063	108	19.10	21.35			57.1%	-0.84	0.0159	-0.063
0.8900	1.68			63.3%	0.16	0.0146	-0.060	109	20.00	22.20			56.5%	-0.85	0.0152	-0.060
1.04	1.18	35	4,599	62.3%	0.14	0.0139	-0.057	110	20.55	22.60	7	374	43.6%	-0.86	0.0144	-0.057
0.6200	0.7700	70	1,862	62.6%	0.10	0.0106	-0.044	115	25.65	27.65	6	609	54.2%	-0.91	0.0112	-0.044
0.3500	0.6400	171	619	64.8%	0.07	0.0078	-0.033	120	30.50	32.50	5	268		-0.95	0.0086	-0.033
0.0400	0.3900	48	1,561	61.1%	0.05	0.0057	-0.025	125	34.85	37.90		150		-0.97	0.0064	-0.024
0.1100	0.2700	20	378	65.3%	0.03	0.0041	-0.018	130	39.70	42.95	1	11		-0.99	0.0047	-0.015

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Nov 20, 2026

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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SE option chain Sea Limited

Volatility smile — Nov 20, 2026

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