SE (Sea Limited American Depositary Shares, each representing one Class A Ordinary Share)

Expected Move & Straddle Price History

The expected move for SE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current SE Expected Move
30-Day Straddle
$9.89
7-Day Straddle
$4.67
Avg IV
0.5%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to SE's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
SE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $9.89 $4.67 0.5% 4%
20260903 $10.22 $4.68 0.5% 0%
20260902 $10.88 $5.54 0.5% 0%
20260901 $10.70 $5.81 0.5% 0%
20260831 $11.30 $4.25 0.5% 1%
20260828 $9.60 $4.68 0.5% 0%
20260827 $11.53 $6.00 0.5% 11%
20260826 $11.55 $6.96 0.5% 8%
20260825 $12.28 $7.92 0.5% 8%
20260824 $11.80 $4.95 0.5% 7%
20260821 $11.00 $5.38 0.8% 79%
20260820 $11.18 $6.72 0.9% 86%
20260819 $11.57 $6.05 0.8% 78%
20260818 $11.78 $7.33 0.8% 71%
20260817 $11.50 $4.71 0.7% 52%
20260814 $10.80 $5.21 0.5% 0%
20260813 $11.90 $6.29 0.5% 1%
20260812 $11.48 $6.94 0.5% 10%
20260811 $12.88 $8.75 0.5% 7%
20260810 $18.25 $14.03 0.7% 50%
20260806 $17.23 $14.10 0.7% 44%
20260805 $18.32 $15.82 0.7% 39%
20260804 $18.33 $14.73 0.7% 54%
20260803 $18.27 $5.75 0.7% 43%
20260731 $17.02 $5.84 0.7% 47%
20260730 $16.65 $6.95 0.7% 53%
20260729 $16.90 $7.65 0.7% 56%
20260728 $17.75 $8.18 0.7% 57%
20260727 $17.70 $5.12 0.7% 53%
20260724 $16.98 $5.63 0.9% 80%
20260723 $16.30 $6.09 0.8% 75%
20260722 $17.38 $7.20 0.8% 77%
20260721 $17.40 $7.85 0.8% 72%
20260720 $17.73 $5.33 0.8% 73%
20260716 $15.88 $6.75 0.7% 43%
20260715 $17.15 $7.22 0.7% 48%
20260714 $17.98 $7.32 0.8% 58%
20260713 $17.77 $5.47 0.7% 50%
20260710 $12.07 $5.86 0.6% 23%
20260709 $11.82 $6.52 0.5% 0%
20260708 $12.53 $6.88 0.6% 16%
20260707 $12.43 $7.28 0.6% 13%
20260706 $12.82 $5.38 0.6% 18%
20260702 $12.62 $5.91 0.5% 3%
20260701 $12.68 $6.40 0.6% 19%
20260630 $10.40 $6.41 0.6% 16%
20260629 $10.77 $3.47 0.5% 0%
20260626 $9.75 $4.76 0.5% 0%
20260625 $10.30 $5.42 0.6% 10%
20260624 $11.25 $6.25 0.6% 10%
20260623 $11.43 $5.82 0.5% 4%
20260622 $10.85 $4.52 0.5% 4%
20260618 $10.15 $5.14 0.5% 3%
20260617 $10.72 $5.70 0.6% 7%
20260616 $9.60 $5.95 0.5% 1%
20260615 $10.32 $3.56 0.5% 3%
20260613 $8.88 $3.82 0.5% 6%
20260612 $8.90 $3.79 0.5% 6%
20260611 $9.60 $5.05 0.5% 6%
20260610 $9.45 $5.64 0.6% 9%