Sempra (SRE) Historical Volatility

Tracking SRE historical volatility helps you see how much Sempra's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Sempra's HV tells you what really happened. Use our scanner to monitor SRE 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The SRE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Sempra's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Sempra operates as an energy-services holding company in the United States and internationally. The company's San Diego Gas & Electric Company segment provides electric services; and supplies natural gas. It offers electric services to approximately 3.6 million population and natural gas services to approximately 3.3 million population that covers 4,100 square miles. Its Southern California Gas Company segment owns and operates a natural gas distribution, transmission, and storage system that supplies natural gas to a population of approximately 22 million covering an area of 24,000 square miles.

The company's Sempra Texas Utilities segment engages in the regulated transmission and distribution of electricity serving 3.8 million homes and businesses, and operation of 140,000 miles of transmission and distribution lines. Its transmission system includes 18,249 circuit miles of transmission lines, a total of 1,174 transmission and distribution substations, and interconnection to 130 third-party generation facilities totaling 45,403 megawatts. The company was formerly known as Sempra Energy and changed its name to Sempra in July 2021. Sempra was founded in 1998 and is headquartered in San Diego, California.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Sempra's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SRE HV is running hot, cold, or in line. Make the SRE 30 day historical volatility — and every other window — work for your edge instead of against it.