SRE
SEMPRA ENERGY86.67post+$0.02 (+0.02%)at close +$0.00 (+0.00%)
as of 19:59:57 UTCnext report Aug 5 · today
Earnings Room‹ back to SRE
The report
fiscal Q2 2026 · from the company's noticeAug 5before open0days out
Expected movement
market-implied · at the Aug 4 close±3.2%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±4.9% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 25% annualized.
expiry Aug 21 · first after the reportATM strike 85straddle 5.00ATM IV 33% vs 28% at Sep 18× 0.85 straddle-to-rangespot 86.67
Blast radius
6 linked · N-PORT + EDGARIf SRE moves ±4.9% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
5 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%1.6k
Aug 21
17d
6.5k▼ −0%
▲ +2%445
Sep 18
45d
397▲ +2%
▲ +0%
221
Oct 16
73d
955▲ +0%
▲ +0%1.0k
Nov 20
108d
2.1k▲ +0%
▲ +1%387
Jan 15
164d
641▲ +1%
The record
expected in pale · actual in full color2/8reports moved further than the options market had pricedtypically ±4.2% realized vs ±4.4% priced
May 7 '26±4.3%→−2.2%×0.53
Feb 26 '26±5.0%→+0.7%×0.15
Nov 5 '25±4.3%→−0.1%×0.02
Aug 7 '25±4.0%→+1.8%×0.44
May 8 '25±4.6%→−0.1%×0.03
Feb 25 '25±5.1%→−19.0%×3.71
Nov 6 '24±4.2%→+7.3%×1.76
Aug 6 '24±3.5%→−2.1%×0.59
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 1.58 · rev $3.7B
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.