SEMPRA (SRE) Options Risk Score
Real-time risk analysis for SRE options traders — updated every 30 minutes.
Data last updated: 2026-10-21
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Is it risky to sell options on SEMPRA (SRE) right now?
Over a 4-week expiry window, SEMPRA (SRE) scores 95 out of 100 for options catalyst risk (HIGH). What pushes it there: an upcoming earnings report, 6 recent news items and 10 active legal filings, all landing inside the 4-week window. A HIGH reading (70+) means SRE has a dated event inside the window, so an option sold here carries gap risk that time decay alone will not pay for. The score ranks event exposure, not the likely direction of the move.
SRE shows an IV Rank of 39, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 23%. Read IV Rank alongside the catalyst score: it says how expensive SRE options are, while the score says whether that price is justified by a scheduled event.
SRE reports on 2026-11-05. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.
SEMPRA (SRE) current implied volatility and IV Rank
As of the latest scan, SEMPRA (SRE) shows an IV Rank of 39 with implied volatility around 23%, alongside a TickerRisk options-risk score of 95/100. That is toward the bottom of its 12-month range, so premium is thin. Selling here pays poorly for the risk taken; if you expect a move, buying the move is the cheaper side.
IV Rank is an index, not a percentage — it says where SRE's implied volatility sits inside its own 1-year range. How to read IV Rank →
SEMPRA (SRE) next earnings date — 2026-11-05
SEMPRA (SRE) is scheduled to report on 2026-11-05 — about 15 days away, so a standard expiry would carry straight through it. SRE's IV Rank is currently 39. Implied volatility tends to build into the date and drop sharply once results are public. If the premium on SRE looks unusually generous right now, this is the most likely reason.
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