Utilities Utilities Reference Data Updated 2026-05-31

SRE Gamma Exposure, IV Rank & Implied Volatility

Sempra Energy (SRE) options data — GEX, IV rank, options chain & Greeks

SRE options trade with implied volatility typically in the 12% - 28% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 18.3 /100
IV 34.6%
Simulated data for display · open live SRE on the platform →

An IV rank near 18.3 (the value shown here is illustrative) would mean implied volatility is in roughly the 18.3th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live SRE IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 24.38%53.97%

Chart shows simulated data for display purposes. View the real SRE IV history on the live platform →

Comprehensive options market data for Sempra Energy (SRE).

SRE Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 12% - 28%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Very Good
IV Range
12% - 28%
Weeklies
Yes

1 About Sempra Energy (SRE)

Sempra Energy (SRE) is a electric utilities company listed on NYSE.

Company Profile

Sector Utilities
Industry Electric Utilities
Market Cap See live data
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Sempra Energy is a Electric Utilities) company in the Utilities sector.

2 SRE Options Market Overview

SRE options provide trading opportunities for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Very Good

SRE options provide trading opportunities across multiple expirations.

3 SRE Implied Volatility & IV Rank

SRE implied volatility patterns reflect the electric utilities sector dynamics.

Low IV Environment
12% - 16%
Below average volatility
Typical IV Range
16% - 24%
Normal conditions
Elevated IV
24% - 28%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short SRE options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

SRE IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View SRE Volatility Lab

SRE Gamma Exposure (GEX)

Gamma Exposure analysis for SRE reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: SRE tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live SRE GEX

4 Common SRE Options Strategies

These are strategies commonly used by traders on SRE options, based on typical market characteristics. This is not investment advice.

Popular for SRE shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on SRE.

Range-bound strategy for SRE between events.

Key Considerations for SRE Options

  • Monitor SRE earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • SRE options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: SRE Options

What is SRE's typical implied volatility?

SRE implied volatility typically ranges from 12% - 28%. IV patterns are influenced by earnings, sector events, and market conditions.

Does SRE have weekly options?

Yes, SRE offers weekly options expirations.

What is SRE's options trading profile?

SRE (Sempra Energy) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 12% - 28% range. The position sits in the Utilities category for portfolio diversification and options strategy design.

How does SRE implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on SRE?

Popular strategies on SRE options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 12% - 28% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is SRE's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence SRE's intraday price action. SRE tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live SRE GEX levels and the gamma-flip point on ApexVol.

What is SRE's IV rank?

SRE's IV rank shows where SRE's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. SRE implied volatility typically ranges from 12% - 28%. Check SRE's live IV rank and percentile on ApexVol's IV analytics.

SRE Key Events

Earnings Months
January April July October

Related Tickers

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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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