SEMPRA (SRE) Options Risk Score
Real-time risk analysis for SRE options traders — updated every 30 minutes.
Data last updated: 2026-07-23
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Is it risky to sell options on SEMPRA (SRE) right now?
Over a 4-week expiry window, SEMPRA (SRE) scores 80 out of 100 for options catalyst risk (HIGH). What pushes it there: an upcoming earnings report, 4 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 55, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 28%. 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 2026-08-06. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.
TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer