By first-principles methods we analyze the optical response of transparent dense sodium as a function of applied pressure. We discover an unusual kind of charge-transfer exciton that proceeds from the interstitial distribution of valence electrons. The absorption spectrum is strongly anisotropic, which, just at pressures above the metal-insulator transition, manifests as sodium being optically transparent in one direction but reflective in the other. This result provides key information about the crystal structure of transparent sodium, a new unconventional inorganic electride.