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Sea Limited American Depositary Shares SE 75.63 -4.56 -5.69%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $75.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.70 $73.81 – $77.22 $73.46 – $77.57 $71.84 – $79.19
2 sessions ±3.1% ±$2.38 $73.14 – $77.89 $72.64 – $78.39 $70.39 – $80.64
3 sessions Earnings ±12.7% ±$9.56 $65.95 – $85.08 $63.73 – $87.30 $54.98 – $96.05
1 week Earnings ±13.3% ±$10.02 $65.50 – $85.53 $63.08 – $87.95 $54.47 – $96.56
2 weeks Earnings ±14.3% ±$10.80 $64.72 – $86.31 $62.18 – $88.85 $52.75 – $98.28
3 weeks Earnings ±15.2% ±$11.47 $64.04 – $86.99 $61.32 – $89.71 $51.41 – $99.62
1 month Earnings ±16.2% ±$12.20 $63.31 – $87.72 $60.37 – $90.66 $49.85 – $101.18
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SE reports in 3 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.44%
Average actual move
12.09%
Beyond the implied move
2 / 6
Median IV change
-48.74%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±12.46% +14.56% 1.17× 97.9% → 49.4%
May 12, 2026 ±13.23% +13.14% 0.99× —
August 12, 2025 ±10.53% +19.07% 1.81× —
May 13, 2025 ±8.97% +8.20% 0.91× 69.3% → 43.2%
March 04, 2025 ±11.66% +7.14% 0.61× 92.0% → 47.2%
November 12, 2024 ±11.80% +10.46% 0.89× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →