SE option chain Sea Limited

Expiration Cboe delayed options data · as of 09:42 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 ±45.6% (48.22–129.12) · ATM IV 52.4% · P/C open interest 0.22

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
47.55	49.75		8	55.7%	0.94	0.0023	-0.002	45	1.68	2.25	5	3	54.2%	-0.07	0.0024	-0.008
45.45	48.50		20	57.0%	0.93	0.0027	-0.003	47.5	2.03	2.76		7	53.9%	-0.08	0.0028	-0.009
43.95	46.00	7	48	55.7%	0.91	0.0030	-0.004	50	2.57	3.20	5	29	53.8%	-0.09	0.0031	-0.010
40.45	43.50		9	58.0%	0.89	0.0036	-0.007	55	3.40	4.55		39	53.2%	-0.12	0.0038	-0.011
37.05	39.95		64	56.6%	0.86	0.0043	-0.009	60	4.90	5.70	1	137	52.7%	-0.15	0.0045	-0.013
33.50	37.00		60	55.5%	0.83	0.0049	-0.011	65	6.45	7.35		190	52.4%	-0.18	0.0052	-0.015
31.05	32.85	4	148	53.6%	0.79	0.0055	-0.013	70	7.60	9.45	2	245	51.5%	-0.22	0.0059	-0.017
29.35	32.50		20	54.6%	0.78	0.0058	-0.014	72.5	8.60	11.00		15	52.3%	-0.24	0.0062	-0.017
28.50	30.90		35	54.8%	0.76	0.0060	-0.015	75	10.60	11.35	4	109	52.5%	-0.26	0.0065	-0.018
27.05	29.60		16	54.3%	0.74	0.0063	-0.015	77.5	10.80	12.90	3	82	51.7%	-0.28	0.0068	-0.019
25.80	28.00		190	53.5%	0.72	0.0065	-0.016	80	12.95	13.95	4	81	52.9%	-0.30	0.0071	-0.019
24.85	26.80		20	53.7%	0.70	0.0067	-0.017	82.5	13.50	14.90		182	51.4%	-0.32	0.0073	-0.020
23.85	25.15		107	53.0%	0.69	0.0069	-0.017	85	13.50	16.15		156	49.5%	-0.34	0.0076	-0.020
22.30	25.50		47	54.2%	0.67	0.0070	-0.018	87.5	15.60	17.50	1	58	50.5%	-0.36	0.0078	-0.021
20.90	23.20	3	244	51.9%	0.65	0.0072	-0.018	90	17.45	18.90	10	147	51.1%	-0.38	0.0080	-0.021
20.20	21.95	2	12	51.8%	0.63	0.0073	-0.019	92.5	17.95	20.35		16	49.8%	-0.40	0.0082	-0.021
19.35	22.50		144	53.8%	0.61	0.0074	-0.019	95	19.35	21.80		85	49.6%	-0.41	0.0084	-0.022
18.55	21.50		200	53.8%	0.60	0.0076	-0.020	97.5	20.75	23.45		14	49.5%	-0.43	0.0085	-0.022
17.00	19.15	142	1,047	50.9%	0.58	0.0076	-0.020	100	23.25	25.75	2	49	51.6%	-0.45	0.0087	-0.022
16.30	17.40	13	337	51.8%	0.55	0.0077	-0.020	105	25.50	28.25		93	49.2%	-0.49	0.0089	-0.022
14.70	15.95	4	213	51.5%	0.51	0.0078	-0.021	110	29.00	31.75		49	49.2%	-0.53	0.0091	-0.022
13.30	14.65		581	51.4%	0.48	0.0078	-0.021	115	32.50	35.25		126	48.8%	-0.57	0.0093	-0.022
12.15	13.30	1	580	51.3%	0.45	0.0078	-0.021	120	36.50	39.20		353	49.3%	-0.60	0.0094	-0.022
11.05	13.05	2	367	52.6%	0.43	0.0077	-0.021	125	40.60	42.85		25	49.2%	-0.64	0.0095	-0.022
9.60	11.35	2	380	50.8%	0.40	0.0076	-0.020	130	44.50	47.15		32	49.3%	-0.67	0.0095	-0.022

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 — Jan 21, 2028

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 — Jan 21, 2028

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