International International ADR Live Data Updated 2025-12-30

SE Options

Sea Limited Options Chain, Implied Volatility & Greeks

Comprehensive options market data for Sea Limited (SE). Explore implied volatility patterns, options chain liquidity, gamma exposure levels, and key market metrics.

SE Options at a Glance

Daily Volume: 30K+ contracts
Bid-Ask Spread: Varies by strike
Open Interest: 300K+ contracts
IV Range: 25% - 60%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: Check earnings calendar
Avg Volume
30K+ contracts
Open Interest
300K+ contracts
IV Range
25% - 60%
Liquidity
Moderate
Weeklies
Yes
LEAPS
Yes

1 About Sea Limited (SE)

Sea Limited trades on NYSE. Options on SE are actively traded by retail and institutional investors.

Company Profile

Sector International
Industry E-Commerce/Gaming
Market Cap Large Cap
Exchange NYSE

Key Dates

Next Earnings Check earnings calendar
Earnings Frequency Quarterly
Dividend Schedule Varies
Fiscal Year End December

SE is an actively traded options name in the E-Commerce/Gaming space.

2 SE Options Market Overview

SE options offer moderate liquidity for traders seeking exposure to E-Commerce/Gaming.

Average Daily Volume 30K+ contracts
Total Open Interest 300K+ contracts
Put/Call Ratio 0.6 - 1.0 typical
Typical ATM Spread Varies by strike
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Moderate

SE options provide moderate liquidity for most trading strategies.

3 SE Volatility Profile

SE implied volatility reflects market expectations for Sea Limited price movement.

Low IV Environment
25% - 35%
Below average volatility
Typical IV Range
35% - 48%
Normal conditions
Elevated IV
48% - 60%
Above average volatility

Earnings Impact

IV typically increases before earnings and contracts afterward (IV crush).

Historical Volatility vs IV

Compare IV to historical volatility to assess option pricing relative to realized moves.

Term Structure

Term structure varies with market conditions and upcoming events.

View SE IV Analytics

SE Gamma Exposure (GEX)

Gamma Exposure (GEX) analysis for SE shows how dealer hedging may impact price behavior.

Typical GEX Profile: GEX profile varies based on market conditions and option positioning.

Key Levels: Major put and call walls at round number strikes may act as support/resistance.

Dealer Hedging: Dealer hedging activity can influence price behavior at key gamma levels.

View Live SE GEX

4 Common SE Options Strategies

These are strategies commonly used by traders on SE options, based on typical market characteristics. This is not investment advice.

Vertical Spreads Directional

Used by SE traders for directional exposure. Moderate liquidity supports efficient execution.

Straddles Volatility

Used by SE traders for volatility exposure. Moderate liquidity supports efficient execution.

Used by SE traders for neutral exposure. Moderate liquidity supports efficient execution.

Used by SE traders for income exposure. Moderate liquidity supports efficient execution.

Strangles Volatility

Used by SE traders for volatility exposure. Moderate liquidity supports efficient execution.

Key Considerations for SE Options

  • SE options liquidity: Moderate - affects execution quality
  • IV range: 25% - 60% - important for premium selling strategies
  • Earnings events can significantly impact IV and option prices
  • Consider position sizing based on underlying volatility
  • Weekly options available for short-term strategies
  • LEAPS available for longer-term positioning

Frequently Asked Questions: SE Options

What are SE options?

SE options are derivative contracts that give you the right to buy (call) or sell (put) Sea Limited shares at a specific price before expiration.

How do I analyze SE implied volatility?

SE IV typically ranges from 25% - 35% during quiet periods to 48% - 60% around earnings and major events. Compare current IV to historical ranges to assess relative value.

What is the typical bid-ask spread for SE options?

SE options have moderate liquidity with typical spreads varying by strike and expiration. ATM options generally have tighter spreads.

When does SE report earnings?

Sea Limited typically reports earnings quarterly. Check the earnings calendar for exact dates as IV tends to increase before announcements.

What strategies work best for SE options?

Popular SE strategies include vertical spreads, straddles, and iron condors. Strategy selection depends on market outlook and risk tolerance.

What is the best time to trade SE options?

The most liquid trading hours for SE options are typically during regular market hours (9:30 AM - 4:00 PM ET), with highest volume around market open and close.

How do I calculate SE option Greeks?

Use our free Options Calculator or Greeks Heatmap tool to calculate delta, gamma, theta, vega and other Greeks for SE options across all strikes and expirations.

What happens to SE options at expiration?

In-the-money SE options are typically auto-exercised at expiration. Out-of-the-money options expire worthless. Consider closing positions before expiration to avoid assignment risk.

Explore SE Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.