SE volatility Sea Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.62.4%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.31.9%
HV6047.8%
IV − HV20 spread
+30.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 03:42 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 48.4% | -2.6pt | ±4.1% |
| Oct 30, 2026 | 11 | 45.6% | -1.9pt | ±6.3% |
| Nov 06, 2026 | 18 | 44.6% | -0.5pt | ±7.9% |
| Nov 13, 2026 | 25 | 66.1% | -0.1pt | ±13.8% |
| Nov 20, 2026 | 32 | 61.2% | -1.3pt | ±14.5% |
| Nov 27, 2026 | 39 | 59.7% | -1.0pt | ±15.5% |
| Dec 18, 2026 | 60 | 55.9% | -0.4pt | ±18.0% |
| Jan 15, 2027 | 88 | 51.4% | -1.1pt | ±20.0% |
| Feb 19, 2027 | 123 | 49.1% | -0.1pt | ±22.6% |
| Mar 19, 2027 | 151 | 51.4% | +0.4pt | ±26.1% |
| May 21, 2027 | 214 | 53.4% | -1.7pt | ±32.2% |
| Jun 17, 2027 | 241 | 52.4% | -0.5pt | ±33.5% |
| Sep 17, 2027 | 333 | 52.3% | -0.8pt | ±39.2% |
| Jan 21, 2028 | 459 | 52.4% | +1.3pt | ±45.6% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20