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
$4.50
7-Day Straddle
$4.50
Avg IV
0.6%
IV Rank
40%
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 |
|---|---|---|---|---|
| 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% |
| 20260501 | $4.55 | $4.55 | 0.9% | 78% |
| 20260430 | $4.75 | $4.75 | 0.8% | 62% |
| 20260429 | $5.12 | $5.12 | 0.8% | 64% |
| 20260428 | $5.22 | $5.22 | 0.8% | 63% |
| 20260427 | $5.40 | $5.40 | 0.7% | 55% |
| 20260424 | $5.50 | $5.50 | 0.7% | 49% |
| 20260423 | $5.40 | $5.40 | 0.6% | 45% |
| 20260422 | $6.12 | $6.12 | 0.7% | 47% |
| 20260421 | $5.47 | $5.47 | 0.6% | 45% |
| 20260420 | $5.53 | $5.53 | 0.6% | 41% |
| 20260417 | $5.47 | $1.27 | 0.5% | 30% |
| 20260416 | $5.85 | $1.70 | 0.5% | 29% |
| 20260415 | $5.97 | $1.80 | 0.6% | 35% |
| 20260414 | $6.10 | $2.50 | 0.5% | 31% |
| 20260413 | $6.25 | $2.60 | 0.5% | 23% |
| 20260410 | $5.97 | $2.45 | 0.6% | 33% |
| 20260409 | $5.95 | $2.35 | 0.6% | 32% |
| 20260408 | $6.30 | $2.90 | 0.5% | 24% |
| 20260407 | $6.70 | $3.55 | 0.5% | 23% |
| 20260406 | $6.88 | $3.67 | 0.4% | 17% |
| 20260402 | $7.20 | $3.80 | 0.4% | 12% |
| 20260401 | $4.45 | $4.45 | 0.9% | 86% |
| 20260331 | $5.17 | $5.17 | 0.7% | 56% |
| 20260330 | $4.95 | $4.95 | 0.9% | 77% |
| 20260327 | $4.90 | $4.90 | 0.7% | 49% |
| 20260326 | $4.67 | $4.67 | 0.6% | 43% |
| 20260325 | $4.88 | $4.88 | 0.7% | 57% |
| 20260324 | $4.72 | $4.72 | 0.7% | 55% |
| 20260323 | $5.03 | $5.03 | 0.6% | 43% |