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Sempra SRE

UTILITIES · UTILITIES - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T02:50:22.145Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001305582Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:50:21.805747+00:00

Share price$78.22
1D+0.3%
AH$78.18$78.34$78.50$78.66$78.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRE
Sold putSold callAH

Sempra options

Live interpolated SRE call and put midpoint premiums by absolute delta.Sempra$0.23$1.56$2.89$4.22$5.55$71.93$75.77$79.61$83.45$87.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRE spot · $78.22SRE PRICE$0.38$0.47$0.59$0.93$1.28$1.63$1.98$2.32$2.67$3.02$3.36$3.71$4.74$0.44$0.61$0.79$0.96$1.14$1.31$1.49$1.66$1.84$2.01$2.19$3.52$5.17
PutsCheap0.69×
CallsExpensive1.35×
SkewBullish-3.54 pp
Implied moveBullish±$3.46
TiltBullish7.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.1829.7%5.5%75.3028.8%4.3%
25Δ81.0327.0%4.2%75.7628.3%3.9%
30Δ79.9524.7%3.0%76.2227.8%3.6%
35Δ79.4326.0%2.7%76.6827.3%3.2%
40Δ78.9127.4%2.5%77.1426.9%2.8%
45Δ78.3928.7%2.3%77.6026.4%2.5%
50Δ77.8730.0%2.1%78.0625.9%2.1%
55Δ77.3531.3%1.9%78.5225.4%1.7%
60Δ76.8432.7%1.6%78.9825.0%1.4%
65Δ76.3234.0%1.4%79.4424.5%1.0%
70Δ75.8035.3%1.2%79.9024.0%0.6%
75Δ75.2836.7%1.0%81.3330.1%0.5%
80Δ74.1140.7%0.8%83.0237.9%0.5%

20Δ

Calls
Pseudo strike
82.18
IV
29.7%
B/E move
5.5%
Puts
Pseudo strike
75.30
IV
28.8%
B/E move
4.3%

25Δ

Calls
Pseudo strike
81.03
IV
27.0%
B/E move
4.2%
Puts
Pseudo strike
75.76
IV
28.3%
B/E move
3.9%

30Δ

Calls
Pseudo strike
79.95
IV
24.7%
B/E move
3.0%
Puts
Pseudo strike
76.22
IV
27.8%
B/E move
3.6%

35Δ

Calls
Pseudo strike
79.43
IV
26.0%
B/E move
2.7%
Puts
Pseudo strike
76.68
IV
27.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
78.91
IV
27.4%
B/E move
2.5%
Puts
Pseudo strike
77.14
IV
26.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
78.39
IV
28.7%
B/E move
2.3%
Puts
Pseudo strike
77.60
IV
26.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
77.87
IV
30.0%
B/E move
2.1%
Puts
Pseudo strike
78.06
IV
25.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
77.35
IV
31.3%
B/E move
1.9%
Puts
Pseudo strike
78.52
IV
25.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
76.84
IV
32.7%
B/E move
1.6%
Puts
Pseudo strike
78.98
IV
25.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
76.32
IV
34.0%
B/E move
1.4%
Puts
Pseudo strike
79.44
IV
24.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
75.80
IV
35.3%
B/E move
1.2%
Puts
Pseudo strike
79.90
IV
24.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
75.28
IV
36.7%
B/E move
1.0%
Puts
Pseudo strike
81.33
IV
30.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
74.11
IV
40.7%
B/E move
0.8%
Puts
Pseudo strike
83.02
IV
37.9%
B/E move
0.5%

Options history

IV · four-Friday blend23.92%
Daily close
SRE21.8%25.2%28.7%2026-08-13: 25.56%2026-08-21: 28.21%2026-08-24: 27.19%2026-08-25: 25.83%2026-08-26: 25.90%2026-08-27: 25.77%2026-08-28: 23.57%2026-08-31: 25.27%2026-09-01: 24.44%2026-09-02: 24.24%2026-09-03: 23.89%2026-09-04: 26.65%2026-09-08: 27.09%2026-09-09: 26.17%2026-09-10: 25.88%2026-09-18: 23.99%2026-09-21: 23.54%2026-09-22: 24.23%2026-09-24: 24.60%2026-09-25: 23.96%2026-09-28: 24.89%2026-09-29: 24.38%2026-09-30: 24.13%2026-10-06: 23.45%2026-10-07: 23.54%2026-10-08: 24.36%2026-10-16: 23.93%2026-10-19: 22.26%2026-10-20: 22.46%2026-10-21: 22.92%2026-10-22: 23.19%2026-10-23: 23.12%2026-10-26: 23.71%2026-10-27: 23.31%2026-10-28: 23.30%2026-10-29: 23.81%2026-10-30: 23.92%Aug 13Sep 24Oct 30
37 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.56%
28.21%
27.19%
25.83%
25.90%
25.77%
23.57%
25.27%
24.44%
24.24%
23.89%
26.65%
27.09%
26.17%
25.88%
23.99%
23.54%
24.23%
24.60%
23.96%
24.89%
24.38%
24.13%
23.45%
23.54%
24.36%
23.93%
22.26%
22.46%
22.92%
23.19%
23.12%
23.71%
23.31%
23.30%
23.81%
23.92%