SE 波动率 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.60.4%
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价差
+28.5pt
全市场百分位Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
81
自身历史百分位Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 已记录天数
Cboe delayed options data · 截至 12:43 UTC · 计算方法说明
IV期限结构
各上市到期日的平值隐含波动率，以剩余天数为横轴绘制。
| 到期时间 | DTE | ATM IV | 25Δ 偏斜The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 隐含涨跌幅 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 47.0% | -2.6pt | ±4.5% |
| Oct 30, 2026 | 10 | 45.9% | -1.9pt | ±6.7% |
| Nov 06, 2026 | 17 | 46.6% | -0.5pt | ±8.5% |
| Nov 13, 2026 | 24 | 67.9% | -0.1pt | ±14.2% |
| Nov 20, 2026 | 31 | 59.3% | -1.3pt | ±14.0% |
| Nov 27, 2026 | 38 | 54.9% | -1.0pt | ±14.3% |
| Dec 18, 2026 | 59 | 54.0% | -0.4pt | ±17.2% |
| Jan 15, 2027 | 87 | 48.9% | -1.1pt | ±18.9% |
| Feb 19, 2027 | 122 | 48.9% | -0.1pt | ±22.2% |
| Mar 19, 2027 | 150 | 51.7% | +0.4pt | ±26.0% |
| May 21, 2027 | 213 | 53.2% | -1.7pt | ±31.7% |
| Jun 17, 2027 | 240 | 51.8% | -0.5pt | ±32.8% |
| Sep 17, 2027 | 332 | 52.1% | -0.8pt | ±38.6% |
| Jan 21, 2028 | 458 | 51.5% | +1.3pt | ±44.4% |
波动率微笑 — Nov 20, 2026
各行权价的隐含波动率。向put倾斜（左侧更高）即为偏斜：下行保护的定价高于上行。
看涨期权看跌期权
隐含与已实现波动率，每日记录
IV30HV20