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Sempra Energy SRE

UTILITIES · UTILITIES - DIVERSIFIED
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Market dataready · fetched 2026-10-22T23:50:51.368Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001547158Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:50:49.717698+00:00

Share price$84.77
1D+1.2%
AH$83.59$83.92$84.24$84.56$84.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRE
Sold putSold callAH

Sempra Energy options

Live interpolated SRE call and put midpoint premiums by absolute delta.Sempra Energy$0.58$2.48$4.38$6.27$8.17$75.06$79.45$83.85$88.24$92.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRE spot · $84.77SRE PRICE$0.98$0.95$1.22$1.49$1.75$2.02$2.29$2.63$3.02$3.40$3.79$4.17$4.55$0.79$1.06$1.35$1.63$1.92$2.21$2.61$3.24$3.87$4.50$5.13$5.75$7.62
PutsExpensive1.23×
CallsFair1.04×
SkewBearish+1.03 pp
Implied moveBearish±$4.90
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.1147.9%18.1%79.6528.5%7.0%
25Δ89.9127.6%7.2%80.7527.7%6.0%
30Δ88.9927.1%6.4%81.6627.2%5.3%
35Δ88.0726.5%5.6%82.5726.7%4.5%
40Δ87.1426.0%4.9%83.4826.2%3.8%
45Δ86.2225.5%4.1%84.3925.7%3.1%
50Δ85.3024.9%3.3%85.3025.5%2.4%
55Δ84.5524.1%2.8%86.2125.8%2.1%
60Δ83.8823.2%2.5%87.1326.2%1.8%
65Δ83.2122.3%2.2%88.0426.5%1.4%
70Δ82.5521.4%1.8%88.9526.9%1.1%
75Δ81.8820.5%1.5%89.8627.3%0.8%
80Δ81.2119.6%1.2%91.9329.8%0.5%

20Δ

Calls
Pseudo strike
99.11
IV
47.9%
B/E move
18.1%
Puts
Pseudo strike
79.65
IV
28.5%
B/E move
7.0%

25Δ

Calls
Pseudo strike
89.91
IV
27.6%
B/E move
7.2%
Puts
Pseudo strike
80.75
IV
27.7%
B/E move
6.0%

30Δ

Calls
Pseudo strike
88.99
IV
27.1%
B/E move
6.4%
Puts
Pseudo strike
81.66
IV
27.2%
B/E move
5.3%

35Δ

Calls
Pseudo strike
88.07
IV
26.5%
B/E move
5.6%
Puts
Pseudo strike
82.57
IV
26.7%
B/E move
4.5%

40Δ

Calls
Pseudo strike
87.14
IV
26.0%
B/E move
4.9%
Puts
Pseudo strike
83.48
IV
26.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
86.22
IV
25.5%
B/E move
4.1%
Puts
Pseudo strike
84.39
IV
25.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
85.30
IV
24.9%
B/E move
3.3%
Puts
Pseudo strike
85.30
IV
25.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
84.55
IV
24.1%
B/E move
2.8%
Puts
Pseudo strike
86.21
IV
25.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
83.88
IV
23.2%
B/E move
2.5%
Puts
Pseudo strike
87.13
IV
26.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
83.21
IV
22.3%
B/E move
2.2%
Puts
Pseudo strike
88.04
IV
26.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
82.55
IV
21.4%
B/E move
1.8%
Puts
Pseudo strike
88.95
IV
26.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
81.88
IV
20.5%
B/E move
1.5%
Puts
Pseudo strike
89.86
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
81.21
IV
19.6%
B/E move
1.2%
Puts
Pseudo strike
91.93
IV
29.8%
B/E move
0.5%

Options history

No recorded observations