Sea Ltd is Expected to Show a 11% Swing Post-Earnings, Two High-Volatility Strategies in Focus!

Option Witch
08-11

Sea Ltd is poised to report earnings before the market opens on Aug 12. Consessus expects 2Q revenue to surge 32%, GAAP net income is expected to be 435.36 million, or 0.75 per share, which represents a 436% increase year-over-year.

Option traders are pricing in a potential move of 11% in either direction following the earnings release. Investors may consider high-volatility options plays like straddles and strangles.

Sea May Hit Sixfold Earnings as All Segments Deliver

Sea's earnings could grow more than 400% in 2Q25 year over year, underpinned by a surge in profits at Shopee. Sea's GMV was likely close to 1Q's $28.6 billion, implying 23% yearly growth. Its take rate could expand from stronger ad monetization, higher adoption of owned logistics, and increased commissions.

Monee gains from rising buy-now-pay-later usage and deeper loan penetration beyond Shopee, while Garena could see sales rise from 10's bookings surge.

Competitive pressure remains a risk as Shopee's average monthly active users(MAUs) in 2025 were flat sequentially in Southeast Asia vs. 55% growth for Temu and 5% for TikTok, Sensor Tower data show.

Options Traders Anticipate a 11% Move

The expected move for Sea options expiring on Aug 15, 2025 (5 days) (w) is ±$16.25 (11.0%), with a price range of $131.45 - $163.95.

Source: OptionCharts

Call open interest expiring this Friday totals 51,915, while puts stand at 19,391 — indicating bullish tilt among options traders.

Source: OptionCharts

Open interest for $190 and $130 calls expiring this week are particularly high, with 10,461 and 10,224 unclosed contracts as of Aug 8.

Source: OptionCharts

Option Strategy

1. Long Straddle

Structure: Buy ATM $150 CALL + ATM $150 PUT

$SE Straddle 250815 150.0C/150.0P$ 

Key Metrics:

  • Cost: ~$17.24 (hypothetical mid-price; CALL = $7.40, PUT = $9.84)

  • Breakeven: Stock >$166.92 or <$133.08 (11% move required)

  • Max Risk: $16.92 per straddle (premium paid)

Source: Tiger Trade App

Rationale:

  • High IV inflates premiums, making breakeven harder to achieve despite the large expected move.

  • Suitable if you expect exceeding consensus volatility (e.g., >11% move).

2. Long Strangle

Structure: Buy OTM $160 CALL + OTM $140 PUT

$SE Strangle 250815 140.0P/160.0C$ 

Key Metrics:

  • Cost: ~$9.08 (CALL = $5.08, PUT = $4.00)

  • Breakeven: Stock >$168.78 or <$131.22 (12.5% move required)

  • Max Risk: $8.78 per strangle.

    Source: Tiger Trade App

Rationale:

  • Lower upfront cost but demands an even larger move than the straddle.

  • Viable only if anticipating extreme outlier volatility.

$(SE)$

Sea Sinks on EPS Miss: Uptrend Reverses?
Sea fell more than 4%. Its third-quarter earnings per share came in at $0.59, below analysts’ consensus expectations. Revenue of $5.99 billion, compared with estimates of $5.65 billion, according to data compiled by LSEG. Where is the buy zone for you? If Sea returns to growth mode, will profit decline?
Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

Comments

  • zingzy
    08-11
    zingzy
    This is an intriguing setup! Those high-volatility plays could pay off big if earnings surprise.
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