SRE (Sempra)
Expected Move & Straddle Price History
The expected move for SRE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current SRE Expected Move
30-Day Straddle
$5.43
7-Day Straddle
$2.67
Avg IV
0.4%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to SRE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SRE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260811 | $5.43 | $2.67 | 0.4% | 8% |
| 20260810 | $5.85 | $3.12 | 0.4% | 8% |
| 20260806 | $5.90 | $3.65 | 0.4% | 5% |
| 20260805 | $4.28 | $4.28 | 0.6% | 33% |
| 20260804 | $5.10 | $5.10 | 0.6% | 39% |
| 20260803 | $5.22 | $5.22 | 0.7% | 54% |
| 20260731 | $5.10 | $5.10 | 0.6% | 46% |
| 20260730 | $5.03 | $5.03 | 0.6% | 36% |
| 20260729 | $5.40 | $5.40 | 0.6% | 39% |
| 20260728 | $5.15 | $5.15 | 0.6% | 43% |
| 20260727 | $6.22 | $6.22 | 0.6% | 30% |
| 20260724 | $5.80 | $5.80 | 0.5% | 26% |
| 20260723 | $5.78 | $5.78 | 0.5% | 20% |
| 20260722 | $5.62 | $5.62 | 0.5% | 17% |
| 20260721 | $5.97 | $5.97 | 0.5% | 11% |
| 20260720 | $5.78 | $5.78 | 0.5% | 13% |
| 20260716 | $6.28 | $2.20 | 0.5% | 22% |
| 20260715 | $6.20 | $2.47 | 0.5% | 17% |
| 20260714 | $6.28 | $2.00 | 0.5% | 24% |
| 20260713 | $6.50 | $2.10 | 0.5% | 18% |
| 20260710 | $6.57 | $2.30 | 0.5% | 13% |
| 20260709 | $6.85 | $2.45 | 0.4% | 7% |
| 20260708 | $7.35 | $2.97 | 0.4% | 9% |
| 20260707 | $7.05 | $2.98 | 0.5% | 23% |
| 20260706 | $7.20 | $3.73 | 0.5% | 13% |
| 20260702 | $4.08 | $4.08 | 0.7% | 59% |
| 20260701 | $4.33 | $4.33 | 0.8% | 80% |
| 20260630 | $4.17 | $4.17 | 0.8% | 76% |
| 20260629 | $3.95 | $3.95 | 0.7% | 51% |
| 20260626 | $4.50 | $4.50 | 0.6% | 40% |
| 20260625 | $4.60 | $4.60 | 0.6% | 37% |
| 20260624 | $4.92 | $4.92 | 0.6% | 39% |
| 20260623 | $4.92 | $4.92 | 0.6% | 44% |
| 20260622 | $5.03 | $5.03 | 0.6% | 44% |
| 20260618 | $5.05 | $0.88 | 0.6% | 35% |
| 20260617 | $5.10 | $1.73 | 0.6% | 36% |
| 20260616 | $5.53 | $3.00 | 0.6% | 38% |
| 20260615 | $5.45 | $2.95 | 0.6% | 38% |
| 20260613 | $6.47 | $3.38 | 0.6% | 34% |
| 20260612 | $6.47 | $3.38 | 0.5% | 29% |
| 20260611 | $7.22 | $3.50 | 0.6% | 33% |
| 20260603 | $6.60 | $4.47 | 0.5% | 25% |
| 20260526 | $5.68 | $5.68 | 0.6% | 36% |
| 20260522 | $5.12 | $5.12 | 0.5% | 18% |
| 20260521 | $5.58 | $5.58 | 0.4% | 15% |
| 20260520 | $5.80 | $5.80 | 0.4% | 18% |
| 20260519 | $5.50 | $5.50 | 0.4% | 18% |
| 20260518 | $5.20 | $5.20 | 0.4% | 20% |
| 20260515 | $5.22 | $0.80 | 0.4% | 21% |
| 20260514 | $5.75 | $2.55 | 0.5% | 23% |
| 20260513 | $5.90 | $2.80 | 0.5% | 27% |
| 20260512 | $5.53 | $2.38 | 0.4% | 21% |
| 20260511 | $5.75 | $2.88 | 0.4% | 21% |
| 20260510 | $5.97 | $2.90 | 0.5% | 24% |
| 20260508 | $5.97 | $2.90 | 0.5% | 30% |
| 20260507 | $6.08 | $3.22 | 0.4% | 14% |
| 20260506 | $7.10 | $4.30 | 0.4% | 16% |
| 20260505 | $6.97 | $4.12 | 0.4% | 15% |
| 20260504 | $6.90 | $4.35 | 0.4% | 16% |
| 20260502 | $4.55 | $4.55 | 0.9% | 82% |