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Sempra SRE 83.34 -0.66 -0.79%

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SRE / Comparative study

3 signals / 504 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.47
32.83
Mean
41.5
Window
-22.9%
ATM IV z -0.21
0.24
Mean
0.25
Window
+18.8%
IV Percentile z -1.46
27.67
Mean
64.33
Window
-59.9%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.62 0.84
ATM IV 0.62 1.00 0.71
IV Percent... 0.84 0.71 1.00
Source observations

Data inspector

1-50 of 504
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 83.34 32.83 0.24 27.67
2026-09-10 84 54.96 0.28 79.45
2026-09-09 85.01 46.82 0.26 54.94
2026-09-08 85.47 30.67 0.23 22.92
2026-09-07 84.04 55.92 0.28 82.14
2026-09-04 84.04 48.9 0.27 62.45
2026-09-03 84.57 51.82 0.27 70.36
2026-09-02 83.79 46.12 0.26 54.55
2026-09-01 84.26 47.36 0.26 56.75
2026-08-31 81.7 45.66 0.26 53.39
2026-08-28 84.31 23.73 0.22 11.11
2026-08-27 84.75 53.19 0.27 74.6
2026-08-26 85.28 54.71 0.28 79.37
2026-08-25 84.03 41.65 0.25 49.21
2026-08-24 84.57 56.99 0.28 86.06
2026-08-21 82.89 51.39 0.27 71.03
2026-08-20 87.38 59.4 0.29 88.89
2026-08-19 85.59 49.87 0.27 67.46
2026-08-18 87.18 47.49 0.26 59.52
2026-08-17 85.94 44.42 0.26 53.39
2026-08-14 86.41 45.28 0.26 55.95
2026-08-13 86.48 35.58 0.24 38.89
2026-08-12 85.92 39.45 0.25 46.43
2026-08-11 85.48 39.49 0.25 46.83
2026-08-10 84.31 44.94 0.26 55.38
2026-08-07 83.88 21.79 0.22 13.49
2026-08-06 84.35 43.48 0.26 53.97
2026-08-05 84.66 44.63 0.26 55.16
2026-08-04 86.65 37.53 0.25 44.05
2026-08-03 87.73 57.32 0.28 86.85
2026-07-31 88.55 56.58 0.28 84.13
2026-07-30 89.58 53.91 0.28 78.57
2026-07-29 88.82 53.54 0.27 77.38
2026-07-28 90.56 72.26 0.31 96.03
2026-07-27 91.25 70.93 0.31 96.02
2026-07-24 92.98 56.59 0.28 84.13
2026-07-23 93.44 56.9 0.28 86.11
2026-07-22 93.05 52.88 0.27 76.98
2026-07-21 90.59 56.77 0.28 85.32
2026-07-20 90.69 49.56 0.27 69.32
2026-07-17 92.25 47.27 0.26 62.3
2026-07-16 93.15 45.7 0.26 58.33
2026-07-15 92.78 50.5 0.27 72.22
2026-07-14 93.36 54.97 0.28 81.75
2026-07-13 94.41 49.06 0.27 68.53
2026-07-10 94.2 48.01 0.26 63.89
2026-07-09 94.62 54.58 0.28 80.95
2026-07-08 95.33 49.52 0.27 69.84
2026-07-07 94.59 48.78 0.27 68.25
2026-07-02 93.06 41.11 0.25 52.57