Sea Ltd (SE) implied move — live earnings data
As of August 10, 2026, the options market prices a ±11.8% earnings move for Sea Ltd (SE)'s next report on August 11, 2026 (BMO). The implied move — also called the expected move — is derived from live options prices. Below: how it compares with what SE has actually done on earnings day, report by report.
Updated August 10, 2026 · refreshed daily from live options data · methodology
SE implied vs actual earnings moves
Each report: what options priced in beforehand (purple) vs the actual peak intraday move (green when it beat implied, grey when it stayed inside).
How SE's earnings moves are distributed
| Percentile | 5th | 20th | Median | 80th | 95th |
|---|---|---|---|---|---|
| Move size | ±6.5% | ±8.1% | ±13.6% | ±21.7% | ±29.5% |
Recent regime: the 2-year average move (±15.4%) is cooler than or in line with the 10-year average (±15.7%).
What is an implied move?
The implied move is the size of the earnings-day move the options market is pricing in, derived from the at-the-money straddle expiring just after the report. It is a market price, not a forecast. Learn more: how to calculate the implied move, or try the expected move calculator. After the report, options typically reprice sharply — the IV crush calculator shows what an option is worth once implied volatility resets.
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For SE and every stock on the calendar: beat probability against today's implied move, an IV-crush forecast for the morning after, a straddle simulator for this exact report, and the live IV-rush radar — the same data pipeline behind this page, pointed at your trades.