IntraAlpha
Create free account Start free

Sempra SRE

i

Market datapartial · fetched 2026-10-23T04:24:54.288Z

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 · unavailable

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 options

Live interpolated SRE call and put midpoint premiums by absolute delta.Sempra$0.58$2.46$4.34$6.22$8.10$75.05$79.47$83.90$88.32$92.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRE spot · $84.77SRE PRICE$0.98$0.95$1.22$1.49$1.76$2.02$2.29$2.64$3.03$3.41$3.80$4.18$4.57$0.79$1.06$1.35$1.63$1.92$2.20$2.60$3.23$3.85$4.48$5.11$5.74$7.56
PutsExpensive1.24×
CallsExpensive1.06×
SkewBearish+0.96 pp
Implied moveBearish±$4.89
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.0948.3%18.0%79.6428.9%7.0%
25Δ89.9128.1%7.2%80.7428.2%6.0%
30Δ88.9927.6%6.4%81.6527.7%5.3%
35Δ88.0627.0%5.6%82.5627.1%4.5%
40Δ87.1426.5%4.9%83.4726.6%3.8%
45Δ86.2125.9%4.1%84.3826.1%3.1%
50Δ85.2925.4%3.3%85.2925.9%2.5%
55Δ84.5424.6%2.8%86.2026.2%2.1%
60Δ83.8723.7%2.5%87.1126.6%1.8%
65Δ83.2022.8%2.2%88.0226.9%1.5%
70Δ82.5321.9%1.8%88.9327.3%1.1%
75Δ81.8621.0%1.5%89.8427.6%0.8%
80Δ81.1820.1%1.2%91.8630.1%0.6%

20Δ

Calls
Pseudo strike
99.09
IV
48.3%
B/E move
18.0%
Puts
Pseudo strike
79.64
IV
28.9%
B/E move
7.0%

25Δ

Calls
Pseudo strike
89.91
IV
28.1%
B/E move
7.2%
Puts
Pseudo strike
80.74
IV
28.2%
B/E move
6.0%

30Δ

Calls
Pseudo strike
88.99
IV
27.6%
B/E move
6.4%
Puts
Pseudo strike
81.65
IV
27.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
88.06
IV
27.0%
B/E move
5.6%
Puts
Pseudo strike
82.56
IV
27.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
87.14
IV
26.5%
B/E move
4.9%
Puts
Pseudo strike
83.47
IV
26.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
86.21
IV
25.9%
B/E move
4.1%
Puts
Pseudo strike
84.38
IV
26.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
85.29
IV
25.4%
B/E move
3.3%
Puts
Pseudo strike
85.29
IV
25.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
84.54
IV
24.6%
B/E move
2.8%
Puts
Pseudo strike
86.20
IV
26.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
83.87
IV
23.7%
B/E move
2.5%
Puts
Pseudo strike
87.11
IV
26.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
83.20
IV
22.8%
B/E move
2.2%
Puts
Pseudo strike
88.02
IV
26.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
82.53
IV
21.9%
B/E move
1.8%
Puts
Pseudo strike
88.93
IV
27.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
81.86
IV
21.0%
B/E move
1.5%
Puts
Pseudo strike
89.84
IV
27.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
81.18
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
91.86
IV
30.1%
B/E move
0.6%

Options history

No recorded observations