SE · Options
Sea Limited American Depositary Shares, each representing one Class A Ordinary Share (SE) options chain & liquidity
Term structure, skew and the liquidity of the published chain.
Update time unavailable
Loading graph — the exact table is available below.
2026-11-06ATM IV 47.495%30 DTE · ATM strike $95.00 · No stored earnings markerUpdate time unavailable
Event / reference markers
- Earnings expiry 2026-11-13: 37
Exact data table
Volatility term structure · full stored dataset, independent of graph range/toggles
| Observation | ATM IV (%) | Context | Updated |
|---|---|---|---|
| 47.495% | 30 DTE · ATM strike $95.00 · No stored earnings marker | Update time unavailable | |
| 57.84% | 37 DTE · ATM strike $93.00 · Contains earnings | Update time unavailable | |
| 58.45% | 44 DTE · ATM strike $95.00 · No stored earnings marker | Update time unavailable | |
| 52.59% | 72 DTE · ATM strike $95.00 · No stored earnings marker | Update time unavailable |
- Liquidity classification
- ACCEPTABLE
- Median bid-ask width
- 25.2%
- 25-delta put IV
- 49.4%
- 25-delta call IV
- 59.1%
- Downside skew
- -6.5%
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.