SE option chain Sea Limited
Cboe delayed options data · as of 03:38 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 ±18.0% (92.21–132.76) · ATM IV 48.6% · P/C open interest 0.72
| 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 | |
| 51.35 | 55.30 | 0.99 | 0.0006 | 0.000 | 60 | 0 | 0.1500 | 60 | 59.3% | -0.01 | 0.0006 | -0.003 | ||||
| 46.45 | 49.90 | 0.99 | 0.0011 | -0.001 | 65 | 0 | 2.28 | 34 | 84.5% | -0.01 | 0.0011 | -0.006 | ||||
| 41.95 | 44.95 | 5 | 0.98 | 0.0018 | -0.005 | 70 | 0 | 2.40 | 206 | 76.1% | -0.02 | 0.0018 | -0.009 | |||
| 39.40 | 42.40 | 0.97 | 0.0023 | -0.008 | 72.5 | 0 | 2.15 | 35 | 69.7% | -0.03 | 0.0023 | -0.012 | ||||
| 37.05 | 40.25 | 8 | 42.8% | 0.96 | 0.0029 | -0.011 | 75 | 0 | 1.80 | 36 | 62.6% | -0.04 | 0.0029 | -0.015 | ||
| 34.60 | 37.85 | 7 | 42.0% | 0.95 | 0.0035 | -0.014 | 77.5 | 0.2400 | 1.16 | 412 | 55.2% | -0.05 | 0.0036 | -0.018 | ||
| 32.35 | 35.45 | 17 | 43.7% | 0.94 | 0.0043 | -0.018 | 80 | 0.4100 | 1.55 | 3 | 16 | 55.8% | -0.06 | 0.0043 | -0.021 | |
| 30.55 | 33.25 | 2 | 49.3% | 0.92 | 0.0051 | -0.022 | 82.5 | 0.3200 | 1.68 | 2 | 15 | 52.2% | -0.08 | 0.0052 | -0.025 | |
| 28.90 | 31.00 | 44 | 52.3% | 0.91 | 0.0061 | -0.026 | 85 | 0.8300 | 1.73 | 30 | 526 | 51.9% | -0.09 | 0.0061 | -0.029 | |
| 25.65 | 29.05 | 114 | 47.0% | 0.89 | 0.0070 | -0.030 | 87.5 | 1.02 | 2.40 | 2 | 183 | 52.4% | -0.11 | 0.0071 | -0.033 | |
| 24.20 | 27.35 | 46 | 51.8% | 0.86 | 0.0080 | -0.035 | 90 | 1.32 | 2.30 | 3 | 624 | 49.2% | -0.14 | 0.0081 | -0.037 | |
| 21.55 | 25.55 | 91 | 49.6% | 0.84 | 0.0091 | -0.039 | 92.5 | 1.56 | 3.45 | 9 | 57 | 50.8% | -0.16 | 0.0092 | -0.042 | |
| 20.05 | 23.55 | 55 | 50.7% | 0.81 | 0.0101 | -0.043 | 95 | 2.00 | 4.20 | 152 | 50.8% | -0.19 | 0.0102 | -0.046 | ||
| 17.85 | 21.15 | 9 | 47.4% | 0.78 | 0.0111 | -0.048 | 97.5 | 2.55 | 5.80 | 48 | 51.6% | -0.22 | 0.0112 | -0.050 | ||
| 16.05 | 20.00 | 229 | 49.0% | 0.75 | 0.0120 | -0.051 | 100 | 3.60 | 4.80 | 360 | 48.6% | -0.25 | 0.0122 | -0.053 | ||
| 13.75 | 16.00 | 6 | 81 | 49.0% | 0.68 | 0.0136 | -0.058 | 105 | 5.35 | 7.15 | 1 | 711 | 49.9% | -0.32 | 0.0138 | -0.060 |
| 11.25 | 13.10 | 14 | 76 | 49.2% | 0.61 | 0.0147 | -0.062 | 110 | 7.40 | 8.80 | 8 | 296 | 47.9% | -0.40 | 0.0150 | -0.064 |
| 9.20 | 10.90 | 3 | 1,617 | 50.3% | 0.53 | 0.0152 | -0.065 | 115 | 9.80 | 12.30 | 4 | 607 | 49.5% | -0.48 | 0.0156 | -0.066 |
| 6.55 | 9.75 | 6 | 219 | 50.7% | 0.46 | 0.0152 | -0.065 | 120 | 12.75 | 15.60 | 1 | 253 | 50.1% | -0.55 | 0.0157 | -0.066 |
| 5.85 | 6.65 | 4 | 1,562 | 49.6% | 0.39 | 0.0147 | -0.062 | 125 | 16.25 | 18.85 | 150 | 50.3% | -0.62 | 0.0152 | -0.064 | |
| 4.60 | 5.30 | 9 | 277 | 49.9% | 0.33 | 0.0138 | -0.059 | 130 | 20.45 | 22.50 | 10 | 51.7% | -0.69 | 0.0144 | -0.060 | |
| 2.97 | 4.55 | 250 | 49.4% | 0.27 | 0.0126 | -0.054 | 135 | 23.65 | 26.20 | 13 | 49.1% | -0.75 | 0.0133 | -0.055 | ||
| 2.25 | 3.05 | 4 | 140 | 47.8% | 0.22 | 0.0113 | -0.049 | 140 | 27.70 | 31.15 | 4 | 51.4% | -0.80 | 0.0121 | -0.050 | |
| 1.72 | 2.69 | 2 | 192 | 49.4% | 0.18 | 0.0100 | -0.043 | 145 | 32.50 | 34.80 | 50.6% | -0.84 | 0.0108 | -0.044 | ||
| 0.8700 | 2.16 | 13 | 544 | 48.0% | 0.15 | 0.0087 | -0.038 | 150 | 36.65 | 39.65 | 50.7% | -0.88 | 0.0096 | -0.038 | ||
| 0.4000 | 2.25 | 49 | 50.1% | 0.12 | 0.0074 | -0.033 | 155 | 41.35 | 44.70 | 53.4% | -0.91 | 0.0083 | -0.033 | |||
| 0.5500 | 1.54 | 654 | 50.6% | 0.10 | 0.0063 | -0.028 | 160 | 46.10 | 49.15 | 52.2% | -0.94 | 0.0075 | -0.028 | |||
| 0 | 1.70 | 495 | 51.5% | 0.08 | 0.0054 | -0.024 | 165 | 50.75 | 54.40 | 54.9% | -0.96 | 0.0065 | -0.025 | |||
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
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs