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Sea Limited American Depositary Shares SE 75.73 0.1 0.13%

Previous-day view · Fri Nov 6 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 06, 2026 close · $75.23
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$1.78 $73.45 – $77.01 $73.09 – $77.37 $71.41 – $79.05
2 sessions Earnings ±10.8% ±$8.12 $67.11 – $83.35 $65.13 – $85.33 $57.65 – $92.81
3 sessions Earnings ±11.5% ±$8.64 $66.59 – $83.87 $64.61 – $85.85 $56.71 – $93.75
1 week Earnings ±12.2% ±$9.14 $66.09 – $84.37 $63.89 – $86.57 $56.02 – $94.44
2 weeks Earnings ±13.4% ±$10.07 $65.16 – $85.30 $62.79 – $87.67 $54.01 – $96.45
3 weeks Earnings ±14.4% ±$10.86 $64.37 – $86.09 $61.78 – $88.68 $52.40 – $98.06
1 month Earnings ±15.6% ±$11.72 $63.51 – $86.95 $60.68 – $89.78 $50.58 – $99.88
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 2 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 →