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SRE - Sempra Energy
Implied Volatility Analysis

Implied Volatility:
27.5%
Put/Call-Ratio:
1.17

Sempra Energy has an Implied Volatility (IV) of 27.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SRE is 44 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for SRE is 0.34 standard deviations away from its 1 year mean.

Market Cap$51.98B
Dividend Yield2.71% ($4.49)
Next Earnings Date2/24/2023 (78d)
Next Dividend Date12/21/2022 (13d) !
Implied Volatility (IV) 30d
27.50
Implied Volatility Rank (IVR) 1y
43.74
Implied Volatility Percentile (IVP) 1y
69.96
Historical Volatility (HV) 30d
24.06
IV / HV
1.14
Open Interest
11.26K
Option Volume
178.00
Put/Call Ratio (Volume)
1.17

Data was calculated after the 12/7/2022 closing.

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