SRE · Expected Move
Sempra
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).
SRE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SRE Expected Move
30-Day Straddle
$5.08
7-Day Straddle
$2.83
30-Day ATM IV
24.8%
IV Rank
35%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $5.08 | $2.83 | 24.8% | 35% |
| 20261109 | $5.22 | $3.10 | 25.6% | 44% |
| 20261106 | $5.60 | $3.88 | 27.5% | 66% |
| 20261105 | $5.55 | $4.03 | 27.0% | 61% |
| 20261104 | $4.35 | $4.35 | 26.3% | 52% |
| 20261103 | $4.33 | $4.33 | 26.1% | 50% |
| 20261102 | $4.82 | $4.82 | 27.8% | 70% |
| 20261030 | $4.58 | $4.58 | 25.2% | 39% |
| 20261029 | $4.60 | $4.60 | 24.9% | 36% |
| 20261028 | $4.38 | $4.38 | 24.7% | 34% |
| 20261027 | $4.28 | $4.28 | 24.4% | 31% |
| 20261026 | $4.53 | $4.53 | 25.4% | 42% |
| 20261023 | $4.75 | $4.75 | 25.5% | 43% |
| 20261022 | $4.78 | $4.78 | 24.9% | 36% |
| 20261021 | $4.80 | $4.80 | 24.9% | 36% |
| 20261020 | $4.95 | $4.95 | 25.9% | 48% |
| 20261019 | $4.97 | $4.97 | 23.3% | 17% |
| 20261016 | $6.05 | $2.12 | 28.4% | 77% |
| 20261015 | $5.47 | $2.32 | 24.9% | 36% |
| 20261014 | $5.40 | $2.10 | 23.9% | 25% |
| 20261013 | $6.10 | $2.55 | 26.8% | 58% |
| 20261012 | $5.30 | $2.12 | 23.9% | 25% |
| 20261009 | $5.50 | $2.17 | 24.8% | 34% |
| 20261008 | $5.60 | $2.00 | 25.3% | 41% |
| 20261007 | $5.70 | $1.93 | 25.4% | 42% |
| 20261006 | $5.80 | $2.03 | 25.3% | 40% |
| 20261005 | $5.67 | $2.75 | 26.0% | 48% |
| 20261002 | $2.80 | $2.80 | 23.8% | 24% |
| 20261001 | $3.20 | $3.20 | 25.2% | 40% |
| 20260930 | $3.25 | $3.25 | 25.7% | 45% |
| 20260929 | $3.65 | $3.65 | 25.3% | 40% |
| 20260928 | $3.95 | $3.95 | 25.6% | 45% |
| 20260925 | $3.77 | $3.77 | 24.1% | 27% |
| 20260924 | $3.95 | $3.95 | 24.9% | 36% |
| 20260923 | $4.25 | $4.25 | 25.5% | 43% |
| 20260922 | $3.67 | $3.67 | 23.6% | 21% |
| 20260921 | $3.90 | $3.90 | 23.6% | 21% |
| 20260918 | $4.35 | $2.02 | 23.4% | 19% |
| 20260917 | $4.75 | $2.25 | 25.0% | 38% |
| 20260916 | $3.95 | $2.55 | 21.8% | 0% |
| 20260915 | $4.08 | $2.48 | 21.8% | 0% |
| 20260914 | $5.25 | $2.80 | 26.1% | 46% |
| 20260911 | $4.83 | $3.25 | 23.0% | 7% |
| 20260910 | $5.12 | $2.65 | 25.2% | 34% |
| 20260909 | $5.18 | $2.80 | 24.3% | 23% |
| 20260908 | $5.78 | $3.45 | 26.6% | 51% |
| 20260904 | $5.95 | $3.85 | 26.4% | 49% |
| 20260903 | $5.15 | $3.12 | 22.5% | 0% |
| 20260902 | $3.42 | $3.42 | 23.8% | 12% |
| 20260901 | $3.60 | $3.60 | 23.9% | 14% |
| 20260831 | $4.17 | $4.17 | 25.5% | 35% |
| 20260828 | $3.70 | $3.70 | 22.9% | 0% |
| 20260827 | $4.80 | $4.80 | 26.9% | 48% |
| 20260826 | $4.85 | $4.85 | 27.7% | 60% |
| 20260825 | $4.75 | $4.75 | 27.3% | 55% |
| 20260824 | $5.62 | $5.62 | 30.0% | 94% |
| 20260821 | $5.70 | $2.52 | 30.0% | 94% |
| 20260820 | $6.22 | $3.05 | 28.5% | 72% |
| 20260819 | $5.60 | $1.35 | 28.2% | 67% |
| 20260818 | $6.00 | $2.65 | 27.1% | 52% |
More on SRE
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.