Communication Services

Sea Ltd (SE) options and signal

Figures as of 28 Sep 2026

SE is Sea Ltd, a Communication Services name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

FigureValueDate
IV rank50 of 10028 Sep
At the money IV54.9%28 Sep
Priced move to 30 Oct13.9% down, 14.5% up28 Sep
Call wall and put wall110 and 10528 Sep
Signal and the desk's viewNo signal, view neutral25 Sep
Last close98.9128 Sep
Next report10 Nov 202628 Sep

Options Snapshot

SE's IV rank is 50 of 100 on 28 Sep 2026.

FigureValue
IV rank50 of 100
At the money IV54.9%, near month, 32 days
Put/call ratio, open interest0.89
Call open interest, strikes captured near the price66,400 contracts
Put open interest, strikes captured near the price59,200 contracts
Cost to trade at the moneyWide, 49.5% of the option's mid price

IV rank is where the at the money IV sits among SE's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, SE options priced a move of 13.9 percent down and 14.5 percent up by 30 Oct 2026.

ExpiryDaysDownUpRange
2 Oct 202644.8%5.6%94.18 to 104.43
9 Oct 2026119.7%7.9%89.34 to 106.77
23 Oct 20262511.9%15.2%87.11 to 113.91
30 Oct 20263213.9%14.5%85.21 to 113.21
20 Nov 20265320.3%21.9%78.81 to 120.61
18 Dec 20268123.8%25.5%75.41 to 124.11
19 Feb 202714432.4%31.4%66.91 to 130.01

The range is one standard deviation either side of the close of 98.91, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, SE's call wall is the 110 strike and its put wall is the 105 strike.

FigureValue
Call wall, most open call gamma110
Put wall, most open put gamma105
Net dollar gamma, calls minus putsminus $1.83 million
Total dollar gamma, both sides$17.48 million
Close98.91

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 4 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, SE's at the money IV is 54.9 percent against 20 day realized volatility of 33.4 percent.

FigureValue
At the money IV54.9%
Realized volatility, 20 trading days33.4%
Realized volatility, 60 trading days48.2%
IV against its own weekly recordIn the middle
Weekly readings on record432, from 5 Jan 2018
Weeks the price moved more than the one week priced move30.5% of 236 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, SE's at the money IV runs from 50.9 percent at 4 days to 60.8 percent at 144 days.

Days to expiryAt the money IV
450.9%
1146.9%
1847.0%
2544.7%
3950.3%
5354.9%
8153.3%
14460.8%

Far expiries price more volatility than near ones, an upward sloping term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 32 day expiry, SE's IV ten percent below the price sits 6.9 points below at the money IV.

Strike areaImplied volatilityAgainst at the money
10% below the price48.1%-6.9 points
At the money54.9%0.0 points
10% above the price53.4%-1.6 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, SE's surface spans 10 expiries out to 144 days, with IV from 37.3 to 143.6 percent near the price.

FigureValue
Expiries captured10
Nearest expiry2 Oct 2026, 4 days
Farthest expiry19 Feb 2027, 144 days
Points within 10% of the price, 7 days out or more106
Lowest IV among them37.3%
Highest IV among them143.6%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, SE has 10 captured expiries, from 2 Oct 2026 to 19 Feb 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
2 Oct 2026450.9%1,2311,169
9 Oct 20261146.9%437228
16 Oct 20261847.0%9,9888,919
23 Oct 20262544.7%395161
30 Oct 20263254.9%193306
6 Nov 20263950.3%11020
20 Nov 20265354.9%12,9095,420
18 Dec 20268153.3%20,66830,461
15 Jan 202710950.1%20,11911,994
19 Feb 202714460.8%398560

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, SE's largest open interest sits at the 140 strike, with 14,696 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
14014,691514,696
1052,03812,42714,465
9590311,80612,709
1107,9401,8789,818
1006,3173,3589,675
1203,4284,1727,600

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, SE's at the money IV moved from 54.1 percent to 54.9 percent.

Figure25 Sep28 SepChange
At the money IV54.1%54.9%+0.9 points
Open interest, strikes captured near the price138,621125,686-12,935
Put/call ratio, open interest0.870.89+0.02

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 6,137 SE option contracts traded, 0.7 times its own recent average.

FigureValue
Calls traded3,587
Puts traded2,550
Against its recent average0.7 times
Busier than0 of its last 20 trading days
Open interest, whole chain194,747 contracts
Volume to open interest0.03
Unusual volume flagNo

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of SE's option positioning, from 11 Aug 2026 to 28 Sep 2026.

DateCloseNet dollar gammaTop call strikeTop put strike
11 Aug 2026131.51$15.49 million120120
21 Sep 2026102.65minus $3.12 million110105
28 Sep 202698.91minus $1.83 million110105

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of SE was neutral, paper trading.

FigureValue
SideNeutral at 45 trading days, no signal
Level above the close99.54, the swing high of 18 Sep 2026
Level below the close90.16, the swing low of 30 Jun 2026
Strategy familyLong straddle (buy a call and a put at the same strike)
Price targetNone. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Rank by Timeframe

On 25 Sep 2026 SE sat at the 54th percentile of the model's 45 trading day ranking, paper trading.

TimeframePercentileSide
10 trading days73 of 100Neutral
20 trading days88 of 100Bullish
45 trading days54 of 100Neutral

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026 SE's near timeframes were bullish and its long timeframe was neutral, paper trading.

GroupTimeframesSideOn that side
Near10 day, 20 dayBullish1 of 2
Long45 dayNeutral0 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Signal History

On 25 Sep 2026 SE had carried no signal for at least 18 trading days, paper trading.

Trading daySignal45 day percentile
25 Sep 2026None54 of 100
24 Sep 2026None71 of 100
23 Sep 2026None63 of 100
22 Sep 2026None60 of 100
21 Sep 2026None74 of 100
18 Sep 2026None76 of 100
17 Sep 2026None63 of 100
16 Sep 2026None38 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Sector Split

On 25 Sep 2026, 10 of 37 Communication Services names were bullish and 12 were bearish, paper trading.

SectorNamesBullishBearishNeutral
Communication Services37101215

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

SE closed at 98.91 on 28 Sep 2026.

FigureValue
Last close98.91
Change over 5 trading days-3.6%
Change over 21 trading days-16.4%
Change over 63 trading days+6.4%
Change over 252 trading days-46.8%
52 week high193.48
52 week low77.05
20 day moving average106.34
50 day moving average110.86
200 day moving average103.44
RSI, 14 days34

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

SE reports next on 10 Nov 2026, and options priced an earnings move of 16.8 percent through 20 Nov 2026.

FigureValue
Next report10 Nov 2026, before the open
DateConfirmed by the company
Priced earnings move16.8%, a straddle of $16.60 at the 100 strike, expiring 20 Nov 2026
Move after the report of 11 Aug 2026+14.6%
Move after the report of 12 May 2026-2.6%
Move after the report of 11 Feb 2026-4.8%
Move after the report of 11 Nov 2025+0.7%

The priced earnings move is the straddle's cost over the share price. It restates option prices and says nothing certain about the report.

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Public Filings

Company insiders reported 0 purchases and 6 sales of SE in the filings the desk holds.

FiledWhoTradeSize
23 Sep 2026Wang Yanjun, CCO and GCSold584 shares, $58,902
23 Sep 2026Wang Yanjun, CCO and GCSold574 shares, $58,404
23 Sep 2026Wang Yanjun, CCO and GCSold42 shares, $4,297
23 Sep 2026Wang Yanjun, CCO and GCSold186 shares, $18,963
23 Sep 2026Wang Yanjun, CCO and GCSold816 shares, $83,860
23 Sep 2026Wang Yanjun, CCO and GCSold198 shares, $20,485

Tracked fund managers listing SE among their top holdings: Pershing Square, Duquesne Family Office, Tiger Global.

Every filing is reproduced as filed, and each one reaches the public days or weeks after the trade.

Filings as of 28 Sep 2026. Current on every plan.

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Seasonality

In the 8 Septembers on record, SE's average change was plus 1.5 percent, and it rose in 37.5 percent of them.

MonthAverage changeMiddle changeShare of years upYears
September+1.5%-3.3%37.5%8
October-3.6%-4.5%25.0%8
November+4.9%+8.3%62.5%8

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Questions

What is SE's IV rank?
SE's IV rank is 50 of 100 on 28 Sep 2026.
What move are SE options pricing?
On 28 Sep 2026, SE options priced a move of 13.9 percent down and 14.5 percent up by 30 Oct 2026.
Where are SE's call wall and put wall?
On 28 Sep 2026, SE's call wall is the 110 strike and its put wall is the 105 strike.
What was the desk's latest view of SE on the Free plan?
On 25 Sep 2026 the desk's view of SE was neutral, paper trading.
When does SE report earnings next?
SE reports next on 10 Nov 2026, and options priced an earnings move of 16.8 percent through 20 Nov 2026.

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