SEMPRA (SRE) Options Risk Score

Run a full SRE options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on SEMPRA (SRE) right now?

Over a 4-week expiry window, SEMPRA (SRE) scores 43 out of 100 for options catalyst risk (LOW). What pushes it there: an upcoming earnings report, 8 recent news items and 10 active legal filings, all landing inside the 4-week window. A LOW score (under 45) means the scan found no dated catalyst for SRE inside the window. Read it as a clean calendar rather than a safe stock — surprises are by definition unscheduled.

SRE shows an IV Rank of 73 — implied volatility is near the top of its own one-year range, so SRE options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 32%. 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 2026-11-04. 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 73 with implied volatility around 32%, alongside a TickerRisk options-risk score of 43/100. That is expensive by SRE's own standards. Elevated IV Rank rewards defined-risk premium selling, and it is also the market's way of saying it expects movement; the question worth answering is what it expects to move on.

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 — 2026-11-04

SEMPRA (SRE) is scheduled to report on 2026-11-04 — about 59 days away, so a standard expiry would carry straight through it. SRE's IV Rank is currently 73. 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.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer