SESea Limited American Depositary Shares, each representing one Class A Ordinary Share
Options Analysis Report
Market Cap $54.1B|NYSE
● 2026-05-15$88.33
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y -46.3%YTD -32.8%7D +1.8%
Options Vol
23,451
30D
Implied Move
±15.2%
IV Rank
40%
SE Options Overview
unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
5.3
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 69.3% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.91x — IV ≤ HV
Sector Relative≤50%
Sector percentile 68% — above sector median
Term Structure
<1.1xFront/Back 0.98x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 57.0% — normal range
Spread-Adjusted Value
<80%Effective IV 86.1% (ATM 57.0% + spread 14.6% + bias) — expensive
Execution Efficiency
<3.0%Total drag 24.49% (spread 14.55% + slippage 9.94%) — high friction
Vega Efficiency
≥5.0Vega efficiency 8.23 (vega 11.981 / spread 14.55%) — efficient
Sentiment
Bullish or bearish?
6.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Strong signal (Conviction: +7%, Raw: +1%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +7% (neutral) — Raw: +1%
OI Skew Magnitude
≥15%|OI skew| 15.2% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +38.2%, OI skew +15.2% — aligned
Conviction Quality
≥2/3 conditions0-DTE 34%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +60%, ATM: -12%, OTM: -6% — strong bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 43% — bullish vs sector
Activity
Unusual activity?
5.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 1.9x avg — elevated
Turnover Rate
≥15%Vol/OI 8.9% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days4 day(s) elevated — sustained
OI Build
≥5%OI change +29.6% (5d) — building
Sector Relative≥60%
Sector activity percentile 83% — very active vs sector
Trade Quality
≥30%Large trade volume 25% — mixed
Execution Urgency
≥60%Aggressive execution 39% — patient
Flow Conviction
≥30Conviction +7 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 14.6% — wide
Adequate OI
≥10,000OI 262,399 — deep
Active Volume
≥500Volume 23,451/day — active
Reasonable Cost
≤$0.50$0.73 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 83% — much wider than sector
Order Book Depth
≥100 contractsDepth 198.0 contracts (bid:86.3 ask:111.7) — adequate
Execution Quality
<1.0%Avg slippage 9.94% — poor
Timing
Is now a good time?
6.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -1.6% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 69% — neutral
Event Detection
≥10pts kinkIV kink 3.3pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 145.40 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +7% @ 54% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 55 (ITM 20% + inst 25%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.7
bullishIV fair, bullish flow
Long Puts4.5
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.5
bullishIV fair, bullish flow
Covered Call4.2
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.