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Sempra SRE 82.9 -2.46 -2.88%

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ATM IV
0.249
Put Call Ratio (OI)
0.588
Put Call Ratio (Vol)
0.366
IV Rank
47.4
IV Percentile
37.9
Max pain
85

Delta exposure (2026-11-04)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
16.0
163.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-56.7
56.7
View values by strike
SRE · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
StrikeCallsPuts
45.00 96.1 -3.03
50.00 192 -145
55.00 97.1 -140
60.00 1.51 K -426
65.00 96.5 -1.07 K
70.00 2.05 K -7.24 K
75.00 3.34 K -10.3 K
80.00 26.1 K -33.5 K
85.00 77 K -120 K
90.00 44.4 K -7.39 K
95.00 8.98 K -770
100.00 2.18 K 0
105.00 6.97 K -95.7
110.00 1.25 K -98
115.00 566 0
120.00 365 0
125.00 2.24 K 0
130.00 97.9 0
135.00 183 0
140.00 1.82 K 0