SE option chain Sea Limited

Expiration Cboe delayed options data · as of 09:38 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 ±7.2% (104.41–120.56) · ATM IV 42.8% · P/C open interest 0.86

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
50.75	55.00		331	117.2%	1.00	0.0000	0.000	60	0	2.13		96	204.5%	-0.00	0.0000	-0.000
45.80	49.85		2		1.00	0.0000	0.000	65	0	2.13		2,189	182.5%	-0.00	0.0000	-0.000
40.85	44.75		16		1.00	0.0001	0.000	70	0	1.43		422	147.8%	-0.00	0.0001	-0.001
38.30	42.40				1.00	0.0002	0.000	72.5	0	2.13		749	152.2%	-0.00	0.0002	-0.001
36.20	39.45		112		1.00	0.0003	0.000	75	0	2.11		962	142.4%	-0.00	0.0003	-0.002
33.90	36.35		5		1.00	0.0004	0.000	77.5	0	0.8600		375	108.8%	-0.00	0.0004	-0.003
30.90	33.90		334		1.00	0.0006	0.000	80	0	0.4600	65	2,506	89.8%	-0.00	0.0006	-0.004
28.95	31.45		43		0.99	0.0010	-0.002	82.5	0	0.4500	120	632	82.6%	-0.00	0.0010	-0.005
26.20	29.30		41		0.99	0.0015	-0.004	85	0	0.4300	282	1,576	75.2%	-0.01	0.0015	-0.007
23.50	26.65		1,964		0.99	0.0022	-0.007	87.5	0	2.16		197	99.1%	-0.01	0.0022	-0.010
21.10	24.55		253		0.98	0.0033	-0.012	90	0.0200	0.7900		689	70.8%	-0.02	0.0033	-0.015
18.85	21.95		1,127		0.97	0.0050	-0.018	92.5	0	2.26		121	83.7%	-0.03	0.0050	-0.020
16.10	20.00		723	45.3%	0.96	0.0073	-0.026	95	0	0.6000		1,043	53.3%	-0.04	0.0074	-0.028
13.85	17.35	1	259	41.8%	0.94	0.0107	-0.036	97.5	0	0.7500		51	49.4%	-0.06	0.0107	-0.038
11.65	14.60	1	1,069	36.7%	0.91	0.0152	-0.049	100	0.2400	0.4900	1	1,148	42.4%	-0.09	0.0152	-0.051
7.75	11.25			35.9%	0.84	0.0248	-0.075	104	0.7000	1.03	1	19	41.6%	-0.16	0.0249	-0.076
8.05	9.80	1	467	40.3%	0.81	0.0275	-0.082	105	0.8500	1.10	1	853	40.1%	-0.19	0.0277	-0.083
6.25	9.20			33.8%	0.78	0.0303	-0.088	106	1.00	1.32		18	39.6%	-0.22	0.0304	-0.090
6.00	9.20		2	42.9%	0.75	0.0329	-0.095	107	0.5900	1.80	7	14	36.6%	-0.25	0.0331	-0.096
4.55	7.95			34.5%	0.72	0.0354	-0.101	108	1.20	1.95	1	27	38.0%	-0.29	0.0357	-0.102
5.05	7.15			41.1%	0.68	0.0377	-0.106	109	1.47	2.31		34	37.9%	-0.32	0.0379	-0.107
5.05	5.55	5	1,618	39.1%	0.64	0.0396	-0.111	110	2.00	3.15	5	1,801	41.5%	-0.36	0.0398	-0.112
3.40	6.60		6	42.2%	0.60	0.0411	-0.114	111	2.48	3.25		3	40.1%	-0.40	0.0414	-0.115
2.86	6.05		3	42.2%	0.56	0.0420	-0.117	112	2.04	5.20	1	27	43.3%	-0.45	0.0423	-0.117
2.91	3.95			36.6%	0.51	0.0425	-0.118	113	2.54	5.25	1	4	40.9%	-0.49	0.0428	-0.119
2.82	3.75		14	40.0%	0.47	0.0424	-0.118	114	3.05	5.75		6	40.5%	-0.53	0.0427	-0.118
2.67	3.05	50	1,350	39.9%	0.43	0.0417	-0.116	115	4.60	5.35		1,388	40.4%	-0.57	0.0421	-0.117
2.06	2.83	7	52	39.5%	0.39	0.0406	-0.114	116	4.45	7.60		9	45.1%	-0.61	0.0411	-0.115
1.79	2.95	1	20	42.5%	0.35	0.0392	-0.111	117	5.00	8.15		500	44.0%	-0.65	0.0396	-0.112
1.08	2.02	4	8	36.4%	0.32	0.0374	-0.107	118	5.70	9.00		22	45.1%	-0.69	0.0378	-0.107
1.33	1.70	10	335	39.2%	0.29	0.0353	-0.102	119	7.20	8.20		28	40.6%	-0.72	0.0357	-0.103
1.03	1.40	14	1,487	38.3%	0.26	0.0331	-0.097	120	7.60	9.10	8	607	39.1%	-0.75	0.0335	-0.098
0.0700	2.41	3	19	41.5%	0.23	0.0308	-0.092	121	8.00	10.65			41.6%	-0.78	0.0313	-0.092
0.8600	1.09	195	28	40.4%	0.20	0.0285	-0.086	122	8.85	12.05			46.2%	-0.80	0.0289	-0.086
0.5500	1.55	43	32	44.1%	0.18	0.0263	-0.081	123	9.70	12.95		1	47.1%	-0.83	0.0267	-0.081
0.5900	0.8500	2	13	41.0%	0.16	0.0241	-0.075	124	10.60	13.80		8	47.8%	-0.85	0.0245	-0.075
0.5000	0.9100	11	2,776	43.1%	0.14	0.0220	-0.070	125	11.45	14.40		674	45.6%	-0.87	0.0224	-0.070
0	1.36			44.9%	0.13	0.0200	-0.065	126	12.50	15.65			50.6%	-0.88	0.0204	-0.064
0	1.47		9	48.2%	0.11	0.0182	-0.060	127	13.55	16.55			52.5%	-0.90	0.0186	-0.059
0	1.29	2	3	48.5%	0.10	0.0165	-0.055	128	14.50	17.50			53.9%	-0.91	0.0169	-0.055
0	1.24		19	50.1%	0.09	0.0149	-0.051	129	15.45	18.20			52.6%	-0.92	0.0155	-0.051
0.2000	0.4600	36	2,181	45.1%	0.08	0.0135	-0.047	130	16.30	18.65		293	45.7%	-0.93	0.0142	-0.047
0	1.10		33	52.5%	0.07	0.0122	-0.043	131	17.40	19.80			51.3%	-0.94	0.0129	-0.043
0.0500	0.3200	41	975	47.9%	0.04	0.0081	-0.031	135	21.85	23.05		215	53.9%	-0.97	0.0092	-0.034
0.0500	0.1200	2	1,681	49.1%	0.03	0.0049	-0.021	140	26.30	28.05		431		-0.99	0.0057	-0.021
0	0.7000	1	919	70.5%	0.02	0.0030	-0.014	145	31.35	33.70		5	73.3%	-1.00	0.0022	-0.013
0	0.1500	4	1,107	61.0%	0.01	0.0019	-0.009	150	36.35	38.60		2	78.9%	-1.00	0.0003	-0.011
0	0.9400		785	89.8%	0.01	0.0012	-0.006	155	41.35	43.50			83.5%	-1.00	0.0000	-0.011
0	0.2400	7	334	77.8%	0.00	0.0008	-0.005	160	46.15	48.95			96.4%	-1.00	0.0000	-0.011
0	0.9300		69	103.1%	0.00	0.0006	-0.003	165	50.70	53.70				-1.00	0.0000	-0.011

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 — Sep 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 — Sep 18, 2026

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