SRE Moves

Sempra SRE 82.9 -2.46 -2.88%

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Expected move

November 04, 2026 close · $83.32

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±3.1% ±$2.61	$80.71 – $85.93	$80.06 – $86.59	$77.63 – $89.01
2 sessions Earnings	±3.4% ±$2.86	$80.46 – $86.18	$79.77 – $86.88	$77.12 – $89.52
3 sessions Earnings	±3.7% ±$3.10	$80.22 – $86.42	$79.52 – $87.13	$76.68 – $89.96
1 week Earnings	±4.0% ±$3.38	$79.95 – $86.70	$79.14 – $87.51	$76.24 – $90.41
2 weeks Earnings	±4.7% ±$3.90	$79.42 – $87.22	$78.51 – $88.14	$75.11 – $91.54
3 weeks Earnings	±5.2% ±$4.34	$78.98 – $87.66	$77.95 – $88.70	$74.20 – $92.45
1 month Earnings	±5.8% ±$4.80	$78.52 – $88.12	$77.37 – $89.28	$73.22 – $93.42

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SRE reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±4.70%

Average actual move

2.86%

Beyond the implied move

1 / 4

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±4.19%	-2.24%	0.54×	—
August 07, 2025	±4.84%	+1.77%	0.37×	—
May 08, 2025	±5.11%	-0.12%	0.02×	—
November 06, 2024	±4.65%	+7.31%	1.57×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →