SE option chain Sea Limited

Expiration Cboe delayed options data · as of 03:42 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% (72.75–104.59) · ATM IV 55.9% · P/C open interest 1.43

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
42.45	46.10			99.7%	0.99	0.0006	0.000	45	0	0.5500		8	90.5%	-0.00	0.0006	-0.003
40.10	43.20		1	86.5%	0.99	0.0008	0.000	47.5	0	0.5700		3	84.7%	-0.01	0.0008	-0.004
37.65	40.75			81.7%	0.99	0.0012	-0.000	50	0	0.6100		312	79.5%	-0.01	0.0012	-0.005
33.20	35.90		25	79.8%	0.98	0.0023	-0.005	55	0	0.3800		195	62.5%	-0.02	0.0023	-0.010
28.40	30.50		51	64.2%	0.96	0.0041	-0.012	60	0.2300	0.4500	55	546	58.6%	-0.04	0.0041	-0.016
23.85	26.45		40	66.2%	0.93	0.0067	-0.021	65	0.6200	0.8400	79	144	57.9%	-0.07	0.0067	-0.025
19.50	21.60		9	59.3%	0.88	0.0099	-0.032	70	1.13	1.40	8	146	55.4%	-0.12	0.0100	-0.035
17.55	20.05			61.7%	0.84	0.0117	-0.038	72.5	1.54	1.82	2	88	54.7%	-0.16	0.0118	-0.040
15.70	18.10		13	60.9%	0.81	0.0135	-0.043	75	2.13	2.30	98	1,086	54.4%	-0.19	0.0137	-0.045
13.95	15.65		2	57.6%	0.77	0.0153	-0.048	77.5	2.77	2.98	38	50	54.1%	-0.23	0.0154	-0.050
12.25	13.70		22	56.0%	0.72	0.0169	-0.053	80	3.50	3.80	61	2,351	53.8%	-0.28	0.0171	-0.055
10.65	12.10	1	4	55.4%	0.68	0.0183	-0.057	82.5	4.40	5.35	1	53	56.0%	-0.32	0.0185	-0.059
9.40	10.55		19	55.5%	0.63	0.0194	-0.060	85	5.20	6.25	36	388	54.2%	-0.37	0.0196	-0.061
8.40	9.25	10	11	56.4%	0.58	0.0201	-0.062	87.5	6.70	7.50	115	31	55.4%	-0.43	0.0204	-0.063
6.85	7.80	99	122	53.9%	0.53	0.0206	-0.063	90	8.00	8.50	132	602	54.1%	-0.48	0.0209	-0.064
5.80	8.15		49	58.6%	0.48	0.0206	-0.063	92.5	9.10	9.95	4	50	52.7%	-0.53	0.0210	-0.064
5.00	7.20	94	159	58.9%	0.43	0.0203	-0.062	95	10.65	11.45	124	10.3K	52.3%	-0.58	0.0208	-0.063
4.30	5.80	1	459	57.3%	0.38	0.0198	-0.060	97.5	12.20	13.10	9	73	51.5%	-0.63	0.0203	-0.061
3.50	5.00	36	330	56.7%	0.34	0.0190	-0.058	100	14.05	14.85	3	1,260	51.4%	-0.67	0.0195	-0.058
2.68	2.96	125	598	54.5%	0.26	0.0168	-0.052	105	17.55	19.05	2	10.1K	50.7%	-0.75	0.0175	-0.052
1.73	2.09	47	699	53.8%	0.20	0.0144	-0.045	110	21.90	23.65	83	172	53.1%	-0.81	0.0152	-0.044
1.21	1.62	26	378	55.1%	0.15	0.0119	-0.037	115	26.10	28.15	11	287	51.7%	-0.87	0.0128	-0.037
0.6400	1.21	26	633	54.4%	0.11	0.0096	-0.031	120	30.60	32.80	6	3,041	49.5%	-0.91	0.0106	-0.030
0.5700	0.9000	14	903	56.4%	0.08	0.0077	-0.025	125	35.65	37.50		58	50.4%	-0.94	0.0088	-0.024
0.3800	0.7400	59	2,291	57.7%	0.06	0.0060	-0.020	130	40.45	42.55	1	44		-0.96	0.0071	-0.018

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 — Dec 18, 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 — Dec 18, 2026

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