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SentinelOne, Inc. S

i

Market dataready · fetched 2026-11-10T22:17:43.538Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:43:25.842958081Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-10T22:17:43.120491+00:00

Share price$23.56
1D+1.9%
AH$22.87$23.16$23.44$23.73$24.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMS
Sold putSold callAH

SentinelOne, Inc. options

Live interpolated S call and put midpoint premiums by absolute delta.SentinelOne, Inc.$0.11$0.59$1.06$1.53$2.00$21.41$22.50$23.59$24.68$25.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive S spot · $23.56S PRICE$0.17$0.23$0.30$0.34$0.39$0.49$0.59$0.68$0.76$0.84$1.44$1.54$0.19$0.25$0.31$0.38$0.45$0.52$0.59$0.66$0.72$0.85$1.03$1.86
Puts——
Calls——
Skew——
Implied moveBalanced±$1.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8968.5%6.3%22.3074.5%6.1%
25Δ24.6972.5%5.8%22.5774.1%5.3%
30Δ24.5076.4%5.3%22.8073.8%4.6%
35Δ24.2370.6%4.3%23.0273.3%3.9%
40Δ23.9766.0%3.4%23.2271.3%3.4%
45Δ23.7968.4%3.1%23.4269.4%2.8%
50Δ23.6170.8%2.7%23.6066.7%2.3%
55Δ23.4371.2%2.3%23.7663.5%1.9%
60Δ23.2668.5%1.9%23.9360.3%1.5%
65Δ23.0865.8%1.5%24.1260.4%1.2%
70Δ24.3563.4%1.0%
75Δ22.4286.9%1.3%
80Δ22.2480.0%0.9%25.2484.9%0.8%

20Δ

Calls
Pseudo strike
24.89
IV
68.5%
B/E move
6.3%
Puts
Pseudo strike
22.30
IV
74.5%
B/E move
6.1%

25Δ

Calls
Pseudo strike
24.69
IV
72.5%
B/E move
5.8%
Puts
Pseudo strike
22.57
IV
74.1%
B/E move
5.3%

30Δ

Calls
Pseudo strike
24.50
IV
76.4%
B/E move
5.3%
Puts
Pseudo strike
22.80
IV
73.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
24.23
IV
70.6%
B/E move
4.3%
Puts
Pseudo strike
23.02
IV
73.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
23.97
IV
66.0%
B/E move
3.4%
Puts
Pseudo strike
23.22
IV
71.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
23.79
IV
68.4%
B/E move
3.1%
Puts
Pseudo strike
23.42
IV
69.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
23.61
IV
70.8%
B/E move
2.7%
Puts
Pseudo strike
23.60
IV
66.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
23.43
IV
71.2%
B/E move
2.3%
Puts
Pseudo strike
23.76
IV
63.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
23.26
IV
68.5%
B/E move
1.9%
Puts
Pseudo strike
23.93
IV
60.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
23.08
IV
65.8%
B/E move
1.5%
Puts
Pseudo strike
24.12
IV
60.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.35
IV
63.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
22.42
IV
86.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.24
IV
80.0%
B/E move
0.9%
Puts
Pseudo strike
25.24
IV
84.9%
B/E move
0.8%

Options history

IV · four-Friday blend69.93%
Daily close
S36.3%105.2%174.0%2026-08-12: 60.98%2026-08-13: 70.13%2026-08-14: 66.43%2026-08-17: 70.97%2026-08-18: 72.60%2026-08-19: 73.33%2026-08-20: 80.78%2026-08-21: 86.79%2026-08-24: 91.29%2026-08-25: 95.80%2026-08-26: 113.02%2026-08-27: 164.52%2026-08-28: 56.54%2026-08-31: 54.87%2026-09-01: 57.07%2026-09-02: 55.91%2026-09-03: 56.55%2026-09-04: 48.62%2026-09-08: 56.49%2026-09-09: 52.63%2026-09-10: 55.35%2026-09-11: 48.35%2026-09-14: 56.80%2026-09-15: 59.81%2026-09-16: 55.63%2026-09-17: 54.93%2026-09-18: 51.39%2026-09-21: 57.62%2026-09-22: 56.04%2026-09-23: 56.74%2026-09-24: 54.51%2026-09-25: 49.73%2026-09-28: 55.44%2026-09-29: 55.92%2026-09-30: 52.01%2026-10-01: 57.03%2026-10-02: 49.89%2026-10-05: 47.41%2026-10-06: 50.47%2026-10-07: 47.89%2026-10-08: 47.93%2026-10-09: 45.82%2026-10-12: 47.83%2026-10-13: 58.34%2026-10-14: 57.48%2026-10-15: 55.72%2026-10-16: 59.54%2026-10-19: 54.62%2026-10-20: 55.29%2026-10-21: 55.87%2026-10-22: 58.29%2026-10-23: 59.04%2026-10-26: 61.91%2026-10-27: 58.81%2026-10-28: 60.59%2026-10-29: 68.32%2026-10-30: 69.93%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
60.98%
70.13%
66.43%
70.97%
72.60%
73.33%
80.78%
86.79%
91.29%
95.80%
113.02%
164.52%
56.54%
54.87%
57.07%
55.91%
56.55%
48.62%
56.49%
52.63%
55.35%
48.35%
56.80%
59.81%
55.63%
54.93%
51.39%
57.62%
56.04%
56.74%
54.51%
49.73%
55.44%
55.92%
52.01%
57.03%
49.89%
47.41%
50.47%
47.89%
47.93%
45.82%
47.83%
58.34%
57.48%
55.72%
59.54%
54.62%
55.29%
55.87%
58.29%
59.04%
61.91%
58.81%
60.59%
68.32%
69.93%