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SentinelOne Inc S

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-21T16:58:19.855Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:58:17.305177869Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T16:58:19.501205+00:00

Share price$23.15
1D+3.0%
$22.07$22.36$22.65$22.94$23.245:30 AM6:30 AM9:00 AM1:00 PMS
Sold putSold call

SentinelOne Inc options

Live interpolated S call and put midpoint premiums by absolute delta.SentinelOne Inc$0.01$1.11$2.20$3.30$4.40$20.76$21.92$23.07$24.23$25.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive S spot · $23.15S PRICE$0.13$0.16$0.21$0.26$0.31$0.38$0.44$0.51$0.59$0.69$0.79$0.94$1.15$0.14$0.18$0.22$0.27$0.32$0.38$0.46$0.55$0.63$1.15$1.75$3.19$4.08
PutsExpensive1.16×
CallsCheap0.66×
SkewBearish+26.66 pp
Implied moveBearish±$0.91
TiltBearish33.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2268.7%5.2%22.1969.1%4.8%
25Δ23.9565.1%4.2%22.4068.0%4.0%
30Δ23.7965.2%3.7%22.5866.6%3.4%
35Δ23.6365.4%3.2%22.7464.9%3.0%
40Δ23.4765.6%2.7%22.9063.2%2.5%
45Δ23.3365.4%2.4%23.0562.5%2.1%
50Δ23.1965.3%2.1%23.1963.7%1.8%
55Δ23.0465.1%1.7%23.3364.9%1.6%
60Δ22.8965.4%1.5%23.4766.1%1.3%
65Δ22.7465.8%1.2%23.9792.2%1.4%
70Δ22.5966.3%1.0%24.55123.8%1.5%
75Δ22.3968.4%0.8%25.88195.4%2.0%
80Δ22.1472.5%0.6%26.85210.3%1.6%

20Δ

Calls
Pseudo strike
24.22
IV
68.7%
B/E move
5.2%
Puts
Pseudo strike
22.19
IV
69.1%
B/E move
4.8%

25Δ

Calls
Pseudo strike
23.95
IV
65.1%
B/E move
4.2%
Puts
Pseudo strike
22.40
IV
68.0%
B/E move
4.0%

30Δ

Calls
Pseudo strike
23.79
IV
65.2%
B/E move
3.7%
Puts
Pseudo strike
22.58
IV
66.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
23.63
IV
65.4%
B/E move
3.2%
Puts
Pseudo strike
22.74
IV
64.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
23.47
IV
65.6%
B/E move
2.7%
Puts
Pseudo strike
22.90
IV
63.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
23.33
IV
65.4%
B/E move
2.4%
Puts
Pseudo strike
23.05
IV
62.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
23.19
IV
65.3%
B/E move
2.1%
Puts
Pseudo strike
23.19
IV
63.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
23.04
IV
65.1%
B/E move
1.7%
Puts
Pseudo strike
23.33
IV
64.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
22.89
IV
65.4%
B/E move
1.5%
Puts
Pseudo strike
23.47
IV
66.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
22.74
IV
65.8%
B/E move
1.2%
Puts
Pseudo strike
23.97
IV
92.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
22.59
IV
66.3%
B/E move
1.0%
Puts
Pseudo strike
24.55
IV
123.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
22.39
IV
68.4%
B/E move
0.8%
Puts
Pseudo strike
25.88
IV
195.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
22.14
IV
72.5%
B/E move
0.6%
Puts
Pseudo strike
26.85
IV
210.3%
B/E move
1.6%

Options history

S55.0355.2555.472026-10-19: 55.09%2026-10-20: 55.41%Oct 19Oct 20
Table
DateIV
55.09%
55.41%