SE option chain Sea Limited
Cboe delayed options data · as of 15:42 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 ±23.6% (62.96–101.91) · ATM IV 51.3% · P/C open interest 0.87
| 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 | |
| 35.05 | 38.00 | 67.5% | 0.97 | 0.0026 | -0.004 | 47.5 | 0.0900 | 0.4000 | 1 | 53.4% | -0.03 | 0.0027 | -0.008 | |||
| 32.75 | 35.55 | 2 | 64.0% | 0.96 | 0.0034 | -0.006 | 50 | 0 | 0.7600 | 4 | 53.3% | -0.04 | 0.0034 | -0.010 | ||
| 28.15 | 31.00 | 59.4% | 0.93 | 0.0052 | -0.011 | 55 | 0.4700 | 1.19 | 12 | 53.6% | -0.07 | 0.0052 | -0.015 | |||
| 23.95 | 26.70 | 5 | 57.3% | 0.89 | 0.0073 | -0.017 | 60 | 1.00 | 2.60 | 48 | 56.3% | -0.11 | 0.0074 | -0.020 | ||
| 19.85 | 22.45 | 1 | 53.8% | 0.84 | 0.0097 | -0.023 | 65 | 2.53 | 2.76 | 2 | 13 | 53.8% | -0.17 | 0.0098 | -0.026 | |
| 16.30 | 18.90 | 2 | 53.2% | 0.77 | 0.0120 | -0.029 | 70 | 3.75 | 4.15 | 2 | 5 | 52.7% | -0.23 | 0.0122 | -0.031 | |
| 13.60 | 14.70 | 1 | 51.0% | 0.70 | 0.0140 | -0.034 | 75 | 5.60 | 5.85 | 4 | 73 | 52.2% | -0.31 | 0.0143 | -0.035 | |
| 10.80 | 13.45 | 11 | 47.4% | 0.66 | 0.0148 | -0.035 | 77.5 | 4.65 | 7.20 | 1 | 47.1% | -0.35 | 0.0152 | -0.037 | ||
| 11.20 | 12.00 | 29 | 3 | 51.8% | 0.62 | 0.0155 | -0.037 | 80 | 7.80 | 8.00 | 30 | 51.6% | -0.39 | 0.0159 | -0.038 | |
| 10.00 | 10.60 | 51.1% | 0.58 | 0.0159 | -0.038 | 82.5 | 9.00 | 9.35 | 1 | 51 | 51.5% | -0.43 | 0.0164 | -0.039 | ||
| 9.10 | 9.45 | 27 | 2 | 51.5% | 0.54 | 0.0162 | -0.039 | 85 | 10.25 | 10.70 | 1 | 40 | 51.0% | -0.47 | 0.0168 | -0.040 |
| 7.90 | 8.55 | 6 | 51.2% | 0.50 | 0.0163 | -0.039 | 87.5 | 11.65 | 12.20 | 27 | 50.7% | -0.51 | 0.0170 | -0.040 | ||
| 7.10 | 7.50 | 5 | 17 | 51.1% | 0.46 | 0.0163 | -0.039 | 90 | 13.20 | 14.05 | 32 | 51.3% | -0.55 | 0.0170 | -0.040 | |
| 6.10 | 6.80 | 2 | 50.9% | 0.43 | 0.0161 | -0.038 | 92.5 | 14.70 | 15.95 | 6 | 51.4% | -0.59 | 0.0168 | -0.039 | ||
| 5.55 | 6.10 | 105 | 51.5% | 0.39 | 0.0158 | -0.038 | 95 | 16.55 | 17.45 | 1 | 10 | 51.0% | -0.62 | 0.0166 | -0.038 | |
| 4.40 | 5.45 | 2 | 50.2% | 0.36 | 0.0153 | -0.037 | 97.5 | 17.05 | 20.20 | 2 | 49.7% | -0.66 | 0.0162 | -0.037 | ||
| 4.30 | 4.60 | 4 | 272 | 50.8% | 0.33 | 0.0148 | -0.035 | 100 | 20.00 | 21.35 | 208 | 50.5% | -0.69 | 0.0158 | -0.036 | |
| 3.30 | 3.70 | 1 | 17 | 51.2% | 0.27 | 0.0135 | -0.033 | 105 | 23.10 | 25.65 | 12 | 48.2% | -0.75 | 0.0147 | -0.033 | |
| 2.42 | 2.88 | 9 | 50.8% | 0.23 | 0.0122 | -0.030 | 110 | 27.40 | 31.00 | 2 | 58 | 52.3% | -0.80 | 0.0134 | -0.029 | |
| 1.83 | 2.25 | 36 | 50.9% | 0.19 | 0.0107 | -0.027 | 115 | 31.95 | 34.85 | 24 | 50.3% | -0.85 | 0.0122 | -0.026 | ||
| 1.41 | 2.20 | 1 | 125 | 53.1% | 0.15 | 0.0094 | -0.024 | 120 | 36.90 | 39.60 | 36 | 53.1% | -0.89 | 0.0110 | -0.023 | |
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