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
$3.77
7-Day Straddle
$3.77
Avg IV
0.7%
IV Rank
69%
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 |
|---|---|---|---|---|
| 20260925 | $3.77 | $3.77 | 0.7% | 69% |
| 20260924 | $3.95 | $3.95 | 0.7% | 55% |
| 20260923 | $4.25 | $4.25 | 0.7% | 61% |
| 20260922 | $3.67 | $3.67 | 0.7% | 51% |
| 20260921 | $3.90 | $3.90 | 0.7% | 49% |
| 20260918 | $4.35 | $2.02 | 0.6% | 42% |
| 20260917 | $4.75 | $2.25 | 0.6% | 42% |
| 20260916 | $3.95 | $2.55 | 0.6% | 39% |
| 20260915 | $4.08 | $2.48 | 0.6% | 40% |
| 20260914 | $5.25 | $2.80 | 0.6% | 31% |
| 20260911 | $4.83 | $3.25 | 0.6% | 29% |
| 20260910 | $5.12 | $2.65 | 0.5% | 27% |
| 20260909 | $5.18 | $2.80 | 0.5% | 25% |
| 20260908 | $5.78 | $3.45 | 0.5% | 22% |
| 20260904 | $5.95 | $3.85 | 0.5% | 19% |
| 20260903 | $5.15 | $3.12 | 0.5% | 16% |
| 20260902 | $3.42 | $3.42 | 0.4% | 2% |
| 20260901 | $3.60 | $3.60 | 0.6% | 39% |
| 20260831 | $4.17 | $4.17 | 0.5% | 27% |
| 20260828 | $3.70 | $3.70 | 0.5% | 23% |
| 20260827 | $4.80 | $4.80 | 0.5% | 20% |
| 20260826 | $4.85 | $4.85 | 0.5% | 10% |
| 20260825 | $4.75 | $4.75 | 0.5% | 27% |
| 20260824 | $5.62 | $5.62 | 0.5% | 15% |
| 20260821 | $5.70 | $2.52 | 0.5% | 19% |
| 20260820 | $6.22 | $3.05 | 0.5% | 18% |
| 20260819 | $5.60 | $1.35 | 0.5% | 17% |
| 20260818 | $6.00 | $2.65 | 0.5% | 14% |
| 20260817 | $5.20 | $2.23 | 0.4% | 8% |
| 20260814 | $6.15 | $3.05 | 0.5% | 13% |
| 20260813 | $5.67 | $2.92 | 0.5% | 12% |
| 20260812 | $5.53 | $2.95 | 0.5% | 12% |
| 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% |