SE option chain Sea Limited
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 ±22.6% (68.61–108.66) · ATM IV 49.1% · P/C open interest 0.97
| 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 | |
| 40.65 | 44.25 | 70.4% | 0.98 | 0.0016 | -0.000 | 47.5 | 0.0900 | 0.3700 | 1 | 57.7% | -0.02 | 0.0016 | -0.005 | |||
| 38.70 | 41.30 | 2 | 65.8% | 0.97 | 0.0020 | -0.002 | 50 | 0.1800 | 0.4300 | 4 | 56.3% | -0.03 | 0.0021 | -0.007 | ||
| 34.05 | 36.65 | 61.5% | 0.96 | 0.0033 | -0.006 | 55 | 0.4000 | 0.7000 | 12 | 54.3% | -0.04 | 0.0034 | -0.011 | |||
| 29.55 | 32.20 | 5 | 58.5% | 0.93 | 0.0050 | -0.011 | 60 | 0.6600 | 1.10 | 1 | 48 | 51.6% | -0.07 | 0.0051 | -0.015 | |
| 25.05 | 27.85 | 1 | 54.6% | 0.89 | 0.0070 | -0.017 | 65 | 1.31 | 1.88 | 13 | 51.6% | -0.11 | 0.0071 | -0.020 | ||
| 21.40 | 23.20 | 1 | 2 | 51.9% | 0.84 | 0.0093 | -0.023 | 70 | 2.08 | 3.15 | 5 | 51.4% | -0.16 | 0.0094 | -0.026 | |
| 17.60 | 20.30 | 52.9% | 0.78 | 0.0115 | -0.029 | 75 | 3.50 | 4.45 | 72 | 10 | 51.1% | -0.22 | 0.0117 | -0.031 | ||
| 14.70 | 19.35 | 11 | 51.1% | 0.75 | 0.0125 | -0.031 | 77.5 | 3.30 | 5.15 | 47.5% | -0.26 | 0.0128 | -0.034 | |||
| 14.65 | 16.30 | 2 | 1 | 50.8% | 0.71 | 0.0134 | -0.034 | 80 | 5.15 | 5.55 | 2 | 29 | 48.7% | -0.29 | 0.0138 | -0.035 |
| 13.15 | 15.40 | 52.0% | 0.67 | 0.0143 | -0.035 | 82.5 | 5.75 | 6.60 | 51 | 47.6% | -0.33 | 0.0146 | -0.037 | |||
| 11.70 | 13.45 | 2 | 50.0% | 0.63 | 0.0149 | -0.037 | 85 | 6.80 | 8.25 | 10 | 30 | 48.7% | -0.37 | 0.0153 | -0.039 | |
| 10.50 | 12.00 | 4 | 3 | 49.5% | 0.60 | 0.0154 | -0.038 | 87.5 | 8.25 | 9.30 | 4 | 23 | 48.7% | -0.41 | 0.0159 | -0.040 |
| 8.95 | 10.45 | 5 | 13 | 47.5% | 0.56 | 0.0158 | -0.039 | 90 | 9.55 | 11.30 | 32 | 50.2% | -0.45 | 0.0163 | -0.040 | |
| 7.95 | 9.35 | 2 | 47.5% | 0.52 | 0.0160 | -0.039 | 92.5 | 10.75 | 11.85 | 5 | 1 | 47.4% | -0.49 | 0.0166 | -0.041 | |
| 7.45 | 8.40 | 102 | 4 | 48.6% | 0.48 | 0.0160 | -0.039 | 95 | 12.35 | 13.65 | 9 | 11 | 48.2% | -0.53 | 0.0167 | -0.040 |
| 6.70 | 7.85 | 2 | 49.6% | 0.44 | 0.0159 | -0.039 | 97.5 | 13.90 | 14.95 | 2 | 47.2% | -0.57 | 0.0166 | -0.040 | ||
| 5.85 | 7.15 | 1 | 271 | 49.7% | 0.41 | 0.0156 | -0.038 | 100 | 15.65 | 16.60 | 1 | 207 | 47.1% | -0.61 | 0.0164 | -0.039 |
| 4.45 | 5.55 | 17 | 49.0% | 0.34 | 0.0148 | -0.036 | 105 | 18.75 | 20.25 | 12 | 45.4% | -0.68 | 0.0157 | -0.037 | ||
| 3.45 | 4.30 | 9 | 48.8% | 0.28 | 0.0136 | -0.034 | 110 | 22.80 | 24.60 | 5 | 53 | 46.6% | -0.74 | 0.0148 | -0.034 | |
| 2.70 | 3.15 | 39 | 6 | 48.3% | 0.23 | 0.0123 | -0.031 | 115 | 27.20 | 29.20 | 1 | 23 | 48.6% | -0.79 | 0.0136 | -0.031 |
| 2.02 | 2.68 | 12 | 127 | 49.0% | 0.19 | 0.0109 | -0.027 | 120 | 31.35 | 33.65 | 1 | 36 | 48.0% | -0.84 | 0.0124 | -0.027 |
| 1.33 | 2.21 | 37 | 48.7% | 0.16 | 0.0095 | -0.024 | 125 | 35.90 | 38.15 | 32 | 47.5% | -0.88 | 0.0112 | -0.024 | ||
| 1.20 | 1.68 | 1 | 23 | 49.5% | 0.13 | 0.0082 | -0.021 | 130 | 40.60 | 42.90 | 17 | 47.6% | -0.92 | 0.0102 | -0.021 | |
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs