Utilities · Utilities
SRE Implied Volatility, IV Rank & Options Chain
Sempra Energy (SRE) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Sempra Energy (SRE).
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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.
SRE implied volatility
As of 2026-10-26As of 2026-10-26, SRE's 30-day implied volatility is 21.5%, placing its 1-year IV percentile at 2.0 — above 2.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
SRE live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live SRE chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
SRE options at a glance
- Daily volume
- N/A
- IV range
- 12% - 28%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
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.
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Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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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.
SRE implied volatility and IV rank
SRE implied volatility patterns reflect the electric utilities sector dynamics.
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.
The smile, the term structure and the cone for SRE, on today's chain.
Open SRE in IV IntelligenceSRE 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.
Where the gamma sits on SRE right now, strike by strike.
See live SRE GEXCommon SRE options strategies
These are strategies commonly used by traders on SRE options, based on typical market characteristics. This is not investment advice.
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
SRE key events
Earnings months. January, April, July, October
SRE options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns SRE's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/SRE"What is SRE's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on SRE in the console, more prompts for SRE, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about 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.
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SRE analytics
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