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SRE

Sempra Energy

$143.85

-1.00% ($0.19)

Market Cap: $46.10B

Open Interest: 10.6K

Option Volume: 249.0

Dividend
3.12% ($4.57)
7/3/2023 (35d)

Next Earnings
8/3/2023 (66d)

Implied Volatility

22.3%

IV Min 1y:

20.2%

IV Max 1y:

37.9%

IV Rank 1y
12

IV Percentile 1y
14

IV ZScore 1y
-0.94

Historical Volatility 30d
17.44%

IV/HV
1.28

Put/Call Ratio
0.31

Sempra Energy has an Implied Volatility (IV) of 22.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SRE is 12 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for SRE is -0.9 standard deviations away from its 1 year mean of 25.4%.

Data as of 5/26/2023

This stock chart shows SRE Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for SRE Sempra Energy over a one year time horizon.