S (SentinelOne, Inc.)

Expected Move & traddle Price History

The expected move for S is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current S Expected Move
30-Day Straddle
$3.75
7-Day Straddle
$1.67
Avg IV
0.8%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to S's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
S Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260811 $3.75 $1.67 0.8% 44%
20260810 $3.62 $1.33 0.8% 45%
20260806 $3.50 $1.60 0.9% 62%
20260805 $3.52 $1.50 1.0% 86%
20260804 $3.65 $1.62 0.8% 46%
20260803 $3.48 $1.15 0.8% 53%
20260731 $2.92 $1.32 0.8% 40%
20260730 $2.97 $1.35 0.8% 45%
20260729 $3.08 $1.48 0.8% 51%
20260728 $3.10 $1.50 0.8% 44%
20260727 $3.08 $1.10 0.8% 52%
20260724 $2.53 $1.23 0.8% 53%
20260723 $2.25 $1.27 0.9% 55%
20260722 $2.40 $1.40 0.8% 46%
20260721 $2.58 $1.52 0.7% 20%
20260720 $2.67 $1.08 0.8% 49%
20260716 $2.60 $1.40 0.7% 27%
20260715 $2.50 $1.50 0.8% 41%
20260714 $2.65 $1.80 0.6% 0%
20260713 $2.47 $1.00 0.7% 9%
20260710 $2.20 $1.12 0.8% 38%
20260709 $2.33 $1.25 0.7% 19%
20260708 $2.30 $1.25 0.7% 23%
20260707 $2.10 $1.27 0.6% 3%
20260706 $2.30 $0.90 0.8% 29%
20260702 $2.05 $1.02 0.8% 36%
20260701 $2.08 $1.12 0.7% 15%
20260630 $2.05 $1.20 0.6% 0%
20260629 $2.20 $0.82 0.6% 2%
20260626 $1.77 $0.92 0.7% 27%
20260625 $1.73 $0.95 0.7% 7%
20260624 $1.77 $1.02 0.7% 4%
20260623 $1.70 $1.00 0.7% 7%
20260622 $1.70 $0.65 0.7% 4%
20260618 $1.62 $0.85 0.8% 35%
20260617 $1.70 $1.10 0.8% 28%
20260616 $1.77 $0.95 0.7% 14%
20260615 $1.85 $0.73 0.7% 7%
20260613 $1.80 $0.75 0.9% 46%
20260612 $1.77 $0.88 0.9% 40%
20260611 $1.85 $0.92 0.8% 27%
20260610 $1.82 $1.00 0.8% 21%
20260609 $1.93 $1.27 0.7% 12%
20260608 $2.15 $0.68 0.7% 14%
20260605 $1.90 $1.10 0.8% 26%
20260604 $2.08 $1.15 0.8% 21%
20260603 $2.30 $1.30 0.9% 38%
20260602 $2.45 $1.55 0.7% 18%
20260601 $2.65 $1.23 0.8% 33%
20260529 $2.20 $1.35 0.8% 35%
20260528 $3.47 $3.28 0.9% 57%
20260527 $2.90 $2.25 0.7% 25%
20260526 $3.02 $2.48 0.8% 37%
20260522 $2.98 $2.30 1.0% 61%
20260521 $2.97 $2.27 1.0% 69%
20260520 $3.02 $2.40 0.9% 52%
20260519 $3.00 $2.40 1.0% 75%
20260518 $3.02 $1.05 0.9% 55%
20260515 $2.70 $1.08 1.0% 66%
20260514 $2.73 $1.12 0.8% 48%