SE option chain Sea Limited

Expiration Cboe delayed options data · as of 15:38 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 ±9.7% (101.10–122.90) · ATM IV 42.2% · P/C open interest 3.08

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
45.90	50.05				1.00	0.0001	0.000	65	0	2.13			133.7%	-0.00	0.0001	-0.000
41.05	45.10			69.3%	1.00	0.0002	0.000	70	0	2.13			118.7%	-0.00	0.0002	-0.001
35.95	39.90				1.00	0.0004	0.000	75	0	2.13			104.7%	-0.00	0.0004	-0.002
31.00	35.15			41.2%	0.99	0.0010	0.000	80	0	2.14			91.5%	-0.01	0.0010	-0.004
26.05	30.00				0.99	0.0024	-0.005	85	0	2.17			79.1%	-0.01	0.0024	-0.009
21.20	24.80				0.97	0.0051	-0.014	90	0	2.30	15	15	68.0%	-0.03	0.0051	-0.017
17.35	20.25		1	47.8%	0.93	0.0097	-0.029	95	0.0600	0.6100	1	5	40.3%	-0.07	0.0097	-0.031
0	0				0.00	0.0000	0.000	98	0	0				0.00	0.0000	0.000
0	0				0.00	0.0000	0.000	99	0	0				0.00	0.0000	0.000
13.05	15.25			42.0%	0.86	0.0162	-0.048	100	0.3000	1.18		18	38.1%	-0.14	0.0164	-0.050
0	0				0.00	0.0000	0.000	101	0	0				0.00	0.0000	0.000
0	0				0.00	0.0000	0.000	102	0	0				0.00	0.0000	0.000
0	0				0.00	0.0000	0.000	103	0	0				0.00	0.0000	0.000
0	0				0.00	0.0000	0.000	104	0	0				0.00	0.0000	0.000
8.70	11.30	1	1	39.2%	0.76	0.0235	-0.068	105	1.80	2.19	1	51	40.7%	-0.25	0.0237	-0.070
8.45	10.30			40.0%	0.73	0.0248	-0.072	106	1.98	2.74		12	41.3%	-0.27	0.0250	-0.073
7.45	9.90			39.8%	0.70	0.0260	-0.075	107	1.30	4.15		8	41.7%	-0.30	0.0263	-0.077
7.20	9.45			42.4%	0.68	0.0271	-0.078	108	2.49	4.30		13	44.3%	-0.33	0.0274	-0.080
6.55	8.10			39.1%	0.65	0.0281	-0.081	109	1.99	3.70		10	36.5%	-0.35	0.0284	-0.082
6.05	8.00		3	41.5%	0.62	0.0288	-0.083	110	3.15	5.10	12	183	43.6%	-0.38	0.0292	-0.085
4.85	7.55	19	20	39.4%	0.59	0.0295	-0.085	111	2.81	5.55		1	40.5%	-0.41	0.0298	-0.086
5.45	7.00			43.7%	0.56	0.0299	-0.086	112	3.30	6.05		4	40.6%	-0.44	0.0303	-0.087
4.70	6.60		1	43.1%	0.53	0.0302	-0.087	113	3.85	6.60		2	41.0%	-0.47	0.0306	-0.088
4.55	5.20		4	40.7%	0.50	0.0302	-0.087	114	4.60	7.15		11	41.9%	-0.51	0.0307	-0.088
3.05	4.75	16	19	36.5%	0.47	0.0301	-0.087	115	4.90	8.40		57	43.5%	-0.54	0.0306	-0.088
3.70	4.30		1	40.4%	0.44	0.0298	-0.087	116	5.65	8.40		16	41.8%	-0.56	0.0303	-0.088
2.31	4.00		20	36.7%	0.41	0.0294	-0.086	117	6.30	8.35		29	39.3%	-0.59	0.0299	-0.087
3.00	3.65		5	40.9%	0.38	0.0288	-0.084	118	7.65	8.75		15	41.1%	-0.62	0.0293	-0.085
1.66	4.30	1	3	40.7%	0.36	0.0281	-0.082	119	7.75	10.35	5	160	42.5%	-0.65	0.0286	-0.083
1.36	4.10		16	41.1%	0.33	0.0272	-0.080	120	9.05	10.30		33	41.9%	-0.68	0.0278	-0.081
0.8700	4.55		1	42.5%	0.31	0.0263	-0.078	121	9.15	11.80			42.6%	-0.70	0.0270	-0.079
0.6200	3.90		21	41.7%	0.28	0.0253	-0.075	122	9.95	12.55			42.9%	-0.72	0.0260	-0.076
0.6300	3.80		2	43.5%	0.26	0.0242	-0.072	123	10.45	13.70			43.4%	-0.75	0.0249	-0.073
1.30	2.01			40.1%	0.24	0.0232	-0.070	124	11.45	14.10		8	42.6%	-0.77	0.0238	-0.070
0.5200	1.81	19	58	36.8%	0.22	0.0220	-0.067	125	12.60	14.90		35	44.4%	-0.79	0.0227	-0.067
0.2100	2.25			39.3%	0.20	0.0209	-0.064	126	13.40	15.40			42.5%	-0.81	0.0216	-0.064
0.1500	2.39		1	41.6%	0.19	0.0197	-0.060	127	14.00	16.55			43.0%	-0.82	0.0204	-0.061
0	2.32			42.1%	0.17	0.0186	-0.057	128	14.60	17.70			43.2%	-0.84	0.0193	-0.058
0	3.10		7	48.4%	0.16	0.0175	-0.054	129	15.15	18.95			43.6%	-0.86	0.0182	-0.055
0.5000	1.89	2	15	45.8%	0.14	0.0164	-0.051	130	16.70	19.05			42.8%	-0.87	0.0170	-0.051
0.1200	2.80			50.7%	0.13	0.0153	-0.048	131	17.20	20.75			45.9%	-0.88	0.0160	-0.048
0	1.80	2	3	45.0%	0.12	0.0143	-0.045	132	18.65	21.15			46.3%	-0.89	0.0150	-0.045
0	2.70			52.4%	0.11	0.0133	-0.043	133	19.55	22.10			46.7%	-0.91	0.0140	-0.042
0	2.60			53.6%	0.10	0.0124	-0.040	134	20.45	22.85			45.1%	-0.92	0.0132	-0.039
0	2.54	1	8	54.8%	0.09	0.0115	-0.037	135	21.00	24.05			44.0%	-0.93	0.0124	-0.037
0	1.60			49.4%	0.08	0.0107	-0.035	136	22.25	25.20			49.4%	-0.93	0.0117	-0.034
0	2.49			57.4%	0.07	0.0099	-0.033	137	22.50	26.45			46.7%	-0.94	0.0110	-0.032
0	2.45			58.7%	0.07	0.0091	-0.030	138	23.85	27.40			50.2%	-0.95	0.0103	-0.031
0	2.41			59.8%	0.06	0.0084	-0.028	139	24.25	28.40			43.3%	-0.96	0.0096	-0.031
0.2000	0.9000		11	50.1%	0.06	0.0078	-0.026	140	25.25	29.35			46.3%	-0.96	0.0095	-0.030
0	2.36			62.2%	0.05	0.0072	-0.025	141	26.20	30.25			45.6%	-0.97	0.0093	-0.029
0	2.33			63.4%	0.05	0.0066	-0.023	142	27.20	31.35			44.0%	-0.97	0.0086	-0.026
0	2.31			64.6%	0.04	0.0061	-0.021	143	28.20	32.35			45.1%	-0.98	0.0079	-0.023
0	2.26			66.9%	0.04	0.0052	-0.018	145	30.30	34.35			50.2%	-0.99	0.0058	-0.023
0	2.21		2	72.8%	0.02	0.0034	-0.013	150	35.30	39.35			55.6%	-1.00	0.0011	-0.015
0	2.18			78.5%	0.01	0.0023	-0.009	155	40.30	44.35			60.8%	-1.00	0.0000	-0.015
0	2.16			83.9%	0.01	0.0015	-0.006	160	45.30	49.35			65.8%	-1.00	0.0000	-0.015
0	2.15			89.2%	0.01	0.0010	-0.004	165	50.30	54.35			68.9%	-1.00	0.0000	-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 — Oct 02, 2026

Volatility page →

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 — Oct 02, 2026

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