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Stocks / United States / SRE / Options

Sempra options tape

Read from CBOE's delayed chain on 23 September 2026, with Sempra at $80.98: open interest within 90 days was 7,669 call and 5,750 put contracts, a put/call ratio of 0.75; the day's volume was 1,343 calls and 168 puts (0.13). The most call open interest sits at the $90.00 strike (2,952 contracts) and the most put open interest at $80.00 (2,803). The at-the-money straddle for 16 October 2026, 23 days out, was priced at 4.5% of spot. For 16 October 2026, implied volatility was 24.9% at the put 5% below spot and 23.3% at the call 5% above, +1.6 points.

Spot$80.98-0.27% on the day
Put/call, open interest0.755,750 puts, 7,669 calls
Put/call, volume0.13168 puts, 1,343 calls
Priced move4.5%straddle to 16 October 2026, 23 days
30-day implied volatility23.5%
Put minus call IV, 5% out+1.6 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$90.002,952
Puts$80.002,803

The strike with the most open interest on each side, across expiries within 90 days.

Source

CBOE delayed quotes for SRE, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

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