Dba Sempra (SRE)'s 30-day implied volatility (IV30) was 23.5% at the close on October 21, 2026, down from 24.2% the day before, against a 52-week range of 19.1% to 30.0%. Its 20-day historical volatility was 20.8%.
Key numbers
30-day implied volatility (IV30): 23.5%
IV30 52-week range: 19.1% to 30.0% (median 24.8%)
Historical volatility: 20-day 20.8%, 1-year 21.9%
Implied move by the nearest expiration: ±1.5%
Data as of October 21, 2026.
SRE Implied Volatility (IV) vs Historical Volatility (HV)
The SRE IV term structure shows the implied volatility difference between different maturity dates.
