How often does Sempra move more than the options market prices?

1 of the last 8 reports moved at least as far as the implied move.

SRENYSEGas & Other Services Combined

Sempra (SRE) earnings date, market-implied expected move, and options open interest by expiry

78.20

Closed16:00 ET

Open79.75Volume6.9MMkt cap$51.1BP/E16.71EPS4.68Div yield3.35%

Day78.20 – 79.750%52-wk76.21 – 99.499%

SRE

Sempra

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 25

before open · in 110 days

est.Q4 FY26

Calendar

Next report

Last report

−3.70%

vs ±4.5% implied · ×0.83

shaded = implied · ▲▼ = realized

Nov 5 '26 · confirmed

Implied vs realized

Linked news

1dCTRI · supplierCenturi posts revenue $1,192,048 (in thousands), net income $26,929 (in thousands)
3dPRIM · supplierPrimoris Services earns net income of $51.3 million on revenue of $1,952.4 million in Q3

News

Largest filed tie

13F top-10 QoQ

+2.10%

shares held · 10 largest managers

13F · Jun 30 '26130d lag

1,287 managers

Top fund weight

4.27%

SRE weight · XLU

N-PORTJun 30 '26

11 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Sempra (SRE) is expected to report on Feb 25 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±4.6%
avg realized: ±3.5%

Feb 25 '25Feb 25 '25confirmed±5.1%▼−18.97%×3.71

May 8 '25May 8 '25confirmed±4.6%▼−0.12%×0.03

Aug 7 '25Aug 7 '25confirmed±4.0%▲+1.77%×0.44

Q3 FY25Nov 5 '25confirmed±4.3%▼−0.10%×0.02

Q1 FY26Feb 26 '26confirmed±5.0%▲+0.74%×0.15

May 7 '26May 7 '26confirmed±4.3%▼−2.24%×0.53

Q2 FY26Aug 6 '26confirmed±5.0%▼−0.37%×0.07

Q3 FY26Nov 5 '26confirmed±4.5%▼−3.70%×0.83

quarterimplied−20%0+20%realized×

Q3 FY26±4.5%▼−3.70%×0.83

Q2 FY26±5.0%▼−0.37%×0.07

May '26±4.3%▼−2.24%×0.53

Q1 FY26±5.0%▲+0.74%×0.15

Q3 FY25±4.3%▼−0.10%×0.02

Aug '25±4.0%▲+1.77%×0.44

2 older reports

May '25±4.6%▼−0.12%×0.03

Feb '25±5.1%▼−18.97%×3.71

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Nov 6 close

1.06OI · 4 expiries · Nov 6 closeP/C open interest · Apr 16 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

3,208+4%Nov 2013d0.408,054+17%0.40

148−7%Dec 1841d0.121,240+257%0.12

1,979−1%Jan 1569d1.001,9710%1.00

report · Feb 25 · before open · est.

322+6%Apr 16160d303+27%

ExpiryPutsCallsP/C

Nov 2013d3,208+4%8,054+17%0.40

Dec 1841d148−7%1,240+257%0.12

Jan 1569d1,979−1%1,9710%1.00

report · Feb 25 · before open · est.

Apr 16160d322+6%303+27%1.06

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

34.91%as filednet margin · revenue +6.47% QoQ · +1.27% YoY

Revenue

$3.2B+6.47% QoQ

Gross profit

$2.5B−6.98% QoQ

78.56% margin

Operating income

$656M−21.15% QoQ

20.56% margin

Pre-tax income

$460M−9.27% QoQ

Net income

$1.1B+18.26% QoQ

34.91% margin

Cost of revenue

$684M+126.49% QoQ

Operating expenses

$1.9B−0.64% QoQ

SG&A $1.2B

Depreciation $632M

Other expense

$196M

Tax

$14M−87.50% QoQ

Revenue$3.2B+6.47%

Gross profit

$2.5B−6.98%

78.56% margin

Operating income

$656M−21.15%

20.56% margin

Pre-tax income

$460M−9.27%

Net income

$1.1B+18.26%

34.91% margin

Cost of revenue

$684M+126.49%

Operating expenses

$1.9B−0.64%

SG&A $1.2B

Depreciation $632M

Other expense

$196M

Tax$14M−87.50%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:00 ET

Intraday

Event sensitivity

GDP ×1.07· ±1.1% vs ±1.0% · 20 releases

eventrelease day|move|up · n×base

GDPgross domestic product±1.1%12 of 20×1.07

PCEpersonal income & outlays±1.1%13 of 20×1.07

NFPjobs report±0.9%5 of 10×0.93

CPROFcorporate profits±0.9%6 of 12×0.87

FOMCrate decision±0.9%10 of 24×0.84

CPIconsumer prices±0.8%6 of 11×0.79

PPIproducer prices±0.8%4 of 11×0.74

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 1.34 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 5 '26 · confirmed	1.34	—
Q2 FY26	Aug 6 '26 · confirmed	1.21	—
Q1 FY26	Feb 26 '26 · confirmed	1.58	—
Q3 FY25	Nov 5 '25 · confirmed	0.12	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod