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Sempra SRE

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Market datapartial · fetched 2026-10-22T16:37:24.432Z

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 · 2026-10-22T16:37:02.059852552Z

FundamentalsAlpha Vantage · unavailable

Share price$84.19
1D+0.5%
$83.63$83.81$83.99$84.17$84.365:30 AM6:30 AM9:00 AM1:00 PMSRE
Sold putSold call

Sempra options

Live interpolated SRE call and put midpoint premiums by absolute delta.Sempra$0.46$2.03$3.61$5.18$6.75$75.16$79.29$83.42$87.55$91.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRE spot · $84.19SRE PRICE$0.63$0.89$1.14$1.39$1.64$1.90$2.27$2.79$3.30$3.81$4.32$4.83$5.54$0.75$0.99$1.28$1.57$1.86$2.15$2.43$2.92$3.58$4.24$4.90$5.56$6.29
PutsExpensive1.11×
CallsFair0.96×
SkewBearish+1.52 pp
Implied moveBearish±$4.71
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.2221.5%6.7%79.1427.6%6.9%
25Δ88.4522.0%6.1%80.4726.1%5.6%
30Δ87.6922.5%5.5%81.3025.8%5.0%
35Δ86.9222.9%4.9%82.1225.4%4.3%
40Δ86.1623.4%4.3%82.9525.0%3.7%
45Δ85.3923.9%3.7%83.7724.7%3.0%
50Δ84.6124.2%3.2%84.6024.3%2.4%
55Δ83.8024.4%2.8%85.4724.3%1.9%
60Δ83.0024.6%2.5%86.3824.6%1.6%
65Δ82.1924.8%2.1%87.2924.9%1.3%
70Δ81.3825.0%1.8%88.2125.3%1.0%
75Δ80.5825.3%1.5%89.1225.6%0.8%
80Δ79.6125.3%1.1%90.1026.0%0.5%

20Δ

Calls
Pseudo strike
89.22
IV
21.5%
B/E move
6.7%
Puts
Pseudo strike
79.14
IV
27.6%
B/E move
6.9%

25Δ

Calls
Pseudo strike
88.45
IV
22.0%
B/E move
6.1%
Puts
Pseudo strike
80.47
IV
26.1%
B/E move
5.6%

30Δ

Calls
Pseudo strike
87.69
IV
22.5%
B/E move
5.5%
Puts
Pseudo strike
81.30
IV
25.8%
B/E move
5.0%

35Δ

Calls
Pseudo strike
86.92
IV
22.9%
B/E move
4.9%
Puts
Pseudo strike
82.12
IV
25.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
86.16
IV
23.4%
B/E move
4.3%
Puts
Pseudo strike
82.95
IV
25.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
85.39
IV
23.9%
B/E move
3.7%
Puts
Pseudo strike
83.77
IV
24.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
84.61
IV
24.2%
B/E move
3.2%
Puts
Pseudo strike
84.60
IV
24.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
83.80
IV
24.4%
B/E move
2.8%
Puts
Pseudo strike
85.47
IV
24.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
83.00
IV
24.6%
B/E move
2.5%
Puts
Pseudo strike
86.38
IV
24.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
82.19
IV
24.8%
B/E move
2.1%
Puts
Pseudo strike
87.29
IV
24.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
81.38
IV
25.0%
B/E move
1.8%
Puts
Pseudo strike
88.21
IV
25.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
80.58
IV
25.3%
B/E move
1.5%
Puts
Pseudo strike
89.12
IV
25.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
79.61
IV
25.3%
B/E move
1.1%
Puts
Pseudo strike
90.10
IV
26.0%
B/E move
0.5%

Options history

No recorded observations