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Sempra SRE 82.9 -2.46 -2.88%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SRE / Comparative study

3 signals / 492 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.41
47.41
Mean
40.22
Window
-41.2%
ATM IV z 0.01
0.25
Mean
0.25
Window
+5.5%
IV Percentile z -0.97
37.89
Mean
62.18
Window
-60.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.69 0.81
ATM IV 0.69 1.00 0.74
IV Percent... 0.81 0.74 1.00
Source observations

Data inspector

1-50 of 492
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-04 82.9 47.41 0.25 37.89
2026-11-03 85.36 48.94 0.25 42.97
2026-11-02 85.97 76.6 0.29 93.73
2026-10-30 86.06 51.58 0.27 74.51
2026-10-29 85.89 48.85 0.27 65.35
2026-10-28 84.67 47.98 0.26 61.66
2026-10-27 85.01 39.42 0.25 39.13
2026-10-26 84.24 45.23 0.26 52.78
2026-10-23 84.06 43.02 0.26 48.62
2026-10-22 84.77 39.31 0.25 38.74
2026-10-21 83.5 35.03 0.24 30.04
2026-10-20 82.81 33.82 0.24 27.67
2026-10-19 81.74 35.98 0.24 31.75
2026-10-15 81.93 25.71 0.22 18.9
2026-10-14 81.99 19.75 0.21 5.12
2026-10-13 82.37 45.72 0.26 51.97
2026-10-12 81.88 33.56 0.24 26.09
2026-10-09 81.34 48.31 0.27 58.66
2026-10-08 80.08 41.57 0.25 42.91
2026-10-07 79.69 39.27 0.25 35.83
2026-10-06 79.97 46.14 0.26 51.97
2026-10-05 78.16 37.1 0.24 32.02
2026-10-02 78.38 23.99 0.22 16.93
2026-10-01 78.05 17.07 0.21 4.33
2026-09-30 77.96 3.09 0.18 0.39
2026-09-29 78.18 50.43 0.27 65.75
2026-09-28 76.89 42.23 0.25 44.66
2026-09-25 77.93 22.95 0.22 7.09
2026-09-24 77.74 18.71 0.21 4.35
2026-09-23 79 40.11 0.25 39.92
2026-09-22 80.98 35.29 0.24 30.04
2026-09-21 81.2 40.19 0.25 40.08
2026-09-18 81.31 45.15 0.26 49.01
2026-09-17 82.18 50.6 0.27 67.19
2026-09-16 81.7 36.44 0.24 33.6
2026-09-15 81.2 31.32 0.23 24.11
2026-09-14 82.99 45.63 0.26 50.4
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
2026-09-04 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