Sempra Energy (SRE) February 120 calls active
Sempra Energy (NYSE: SRE) January call option implied volatility is at 17, February is at 19, June is at 19; compared to its 52-week range of 14 to 29 after PG&E Corp. (NYSE: PCG) announced plans to file for bankruptcy. Call put ratio 16 calls to 1 put with focus on February 120 calls.