SE · Expected Move
Sea Limited American Depositary Shares, each representing one Class A Ordinary Share
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).
SE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SE Expected Move
30-Day Straddle
$12.60
7-Day Straddle
$5.54
30-Day ATM IV
70.8%
IV Rank
89%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $12.60 | $5.54 | 70.8% | 89% |
| 20261020 | $12.25 | $5.47 | 65.3% | 73% |
| 20261019 | $12.70 | $4.08 | 62.0% | 64% |
| 20261016 | $13.15 | $5.16 | 63.0% | 67% |
| 20261015 | $14.12 | $4.98 | 61.6% | 63% |
| 20261014 | $12.60 | $5.59 | 58.9% | 56% |
| 20261013 | $13.20 | $6.14 | 57.8% | 52% |
| 20261012 | $13.50 | $4.64 | 55.9% | 47% |
| 20261009 | $8.94 | $4.00 | 48.4% | 26% |
| 20261008 | $8.40 | $4.50 | 43.9% | 14% |
| 20261007 | $10.30 | $4.89 | 45.9% | 19% |
| 20261006 | $9.60 | $5.38 | 42.5% | 10% |
| 20261005 | $9.68 | $4.04 | 42.1% | 9% |
| 20261002 | $9.15 | $4.30 | 44.5% | 15% |
| 20261001 | $9.28 | $5.22 | 44.1% | 14% |
| 20260930 | $9.07 | $5.47 | 42.4% | 9% |
| 20260929 | $10.75 | $6.14 | 44.7% | 16% |
| 20260928 | $10.50 | $4.37 | 45.4% | 18% |
| 20260925 | $9.27 | $4.48 | 42.6% | 10% |
| 20260924 | $10.70 | $5.48 | 45.9% | 19% |
| 20260923 | $11.72 | $6.14 | 48.1% | 25% |
| 20260922 | $10.47 | $5.97 | 42.9% | 11% |
| 20260921 | $11.00 | $4.12 | 44.6% | 16% |
| 20260918 | $9.75 | $4.87 | 43.5% | 12% |
| 20260917 | $10.00 | $4.97 | 43.5% | 12% |
| 20260916 | $10.52 | $6.21 | 43.9% | 13% |
| 20260915 | $11.20 | $6.63 | 45.2% | 17% |
| 20260914 | $11.50 | $4.39 | 43.7% | 13% |
| 20260911 | $9.77 | $4.84 | 42.0% | 8% |
| 20260910 | $10.30 | $5.80 | 42.5% | 9% |
| 20260909 | $10.77 | $6.29 | 43.7% | 13% |
| 20260908 | $11.20 | $6.82 | 43.3% | 11% |
| 20260904 | $9.89 | $4.67 | 40.5% | 4% |
| 20260903 | $10.22 | $4.68 | 40.3% | 3% |
| 20260902 | $10.88 | $5.54 | 42.2% | 8% |
| 20260901 | $10.70 | $5.81 | 41.9% | 8% |
| 20260831 | $11.30 | $4.25 | 42.0% | 8% |
| 20260828 | $9.60 | $4.68 | 39.0% | 0% |
| 20260827 | $11.53 | $6.00 | 42.7% | 9% |
| 20260826 | $11.55 | $6.96 | 42.3% | 8% |
| 20260825 | $12.28 | $7.92 | 43.2% | 10% |
| 20260824 | $11.80 | $4.95 | 43.0% | 10% |
| 20260821 | $11.00 | $5.38 | 41.2% | 5% |
| 20260820 | $11.18 | $6.72 | 42.2% | 8% |
| 20260819 | $11.57 | $6.05 | 42.3% | 8% |
| 20260818 | $11.78 | $7.33 | 43.1% | 10% |
| 20260817 | $11.50 | $4.71 | 40.6% | 3% |
| 20260814 | $10.80 | $5.21 | 40.1% | 2% |
| 20260813 | $11.90 | $6.29 | 42.6% | 9% |
| 20260812 | $11.48 | $6.94 | 39.3% | 0% |
| 20260811 | $12.88 | $8.75 | 41.9% | 0% |
| 20260810 | $18.25 | $14.03 | 69.5% | 75% |
| 20260807 | — | — | 65.7% | 62% |
| 20260806 | $17.23 | $14.10 | 67.7% | 69% |
| 20260805 | $18.32 | $15.82 | 69.9% | 76% |
| 20260804 | $18.33 | $14.73 | 71.4% | 81% |
| 20260803 | $18.27 | $5.75 | 71.2% | 81% |
| 20260731 | $17.02 | $5.84 | 70.3% | 78% |
| 20260730 | $16.65 | $6.95 | 69.7% | 75% |
| 20260729 | $16.90 | $7.65 | 69.7% | 75% |
More on SE
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.