IntraAlpha
Create free account Start free

SentinelOne Inc S

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-21T17:48:49.185Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:48:44.313079307Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:48:48.620181+00:00

Share price$23.05
1D+2.6%
$22.06$22.38$22.69$23.00$23.315:30 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$0.06$0.69$1.32$1.95$2.58$20.78$21.90$23.02$24.14$25.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive S spot · $23.05S PRICE$0.13$0.17$0.21$0.25$0.30$0.36$0.42$0.48$0.57$0.65$0.73$0.98$1.34$0.13$0.17$0.21$0.27$0.32$0.38$0.45$0.54$0.62$0.71$0.87$1.03$2.40
PutsCheap0.86×
CallsCheap0.65×
SkewBearish+3.60 pp
Implied moveBearish±$0.87
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.1369.7%5.2%22.1465.2%4.5%
25Δ23.9068.2%4.4%22.3463.8%3.8%
30Δ23.7065.9%3.7%22.5262.6%3.2%
35Δ23.5063.6%3.0%22.6662.7%2.8%
40Δ23.3663.1%2.7%22.8062.8%2.5%
45Δ23.2262.7%2.3%22.9462.8%2.1%
50Δ23.0862.2%2.0%23.0963.1%1.8%
55Δ22.9561.9%1.6%23.2363.6%1.6%
60Δ22.8161.8%1.4%23.3764.1%1.3%
65Δ22.6761.7%1.2%23.5164.7%1.1%
70Δ22.5361.6%0.9%23.7167.1%0.9%
75Δ22.2671.2%0.8%23.9269.6%0.7%
80Δ21.8884.8%0.7%25.22133.4%1.0%

20Δ

Calls
Pseudo strike
24.13
IV
69.7%
B/E move
5.2%
Puts
Pseudo strike
22.14
IV
65.2%
B/E move
4.5%

25Δ

Calls
Pseudo strike
23.90
IV
68.2%
B/E move
4.4%
Puts
Pseudo strike
22.34
IV
63.8%
B/E move
3.8%

30Δ

Calls
Pseudo strike
23.70
IV
65.9%
B/E move
3.7%
Puts
Pseudo strike
22.52
IV
62.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
23.50
IV
63.6%
B/E move
3.0%
Puts
Pseudo strike
22.66
IV
62.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
23.36
IV
63.1%
B/E move
2.7%
Puts
Pseudo strike
22.80
IV
62.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
23.22
IV
62.7%
B/E move
2.3%
Puts
Pseudo strike
22.94
IV
62.8%
B/E move
2.1%

50Δ

Calls
Pseudo strike
23.08
IV
62.2%
B/E move
2.0%
Puts
Pseudo strike
23.09
IV
63.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
22.95
IV
61.9%
B/E move
1.6%
Puts
Pseudo strike
23.23
IV
63.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
22.81
IV
61.8%
B/E move
1.4%
Puts
Pseudo strike
23.37
IV
64.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
22.67
IV
61.7%
B/E move
1.2%
Puts
Pseudo strike
23.51
IV
64.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
22.53
IV
61.6%
B/E move
0.9%
Puts
Pseudo strike
23.71
IV
67.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
22.26
IV
71.2%
B/E move
0.8%
Puts
Pseudo strike
23.92
IV
69.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
21.88
IV
84.8%
B/E move
0.7%
Puts
Pseudo strike
25.22
IV
133.4%
B/E move
1.0%

Options history

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