S · Expected Move
SentinelOne, Inc.
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).
S straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current S Expected Move
30-Day Straddle
$3.95
7-Day Straddle
$1.45
30-Day ATM IV
71.7%
IV Rank
72%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.95 | $1.45 | 71.7% | 72% |
| 20261106 | $3.70 | $1.70 | 75.2% | 82% |
| 20261105 | $3.85 | $2.00 | 79.3% | 94% |
| 20261104 | $4.35 | $2.00 | 81.4% | 100% |
| 20261103 | $4.12 | $2.12 | 75.9% | 92% |
| 20261102 | $4.00 | $1.60 | 70.4% | 75% |
| 20261030 | $3.83 | $1.88 | 68.1% | 67% |
| 20261029 | $3.15 | $2.02 | 58.7% | 38% |
| 20261028 | $3.12 | $1.95 | 53.6% | 21% |
| 20261027 | $3.20 | $2.05 | 54.8% | 25% |
| 20261026 | $3.35 | $1.48 | 56.5% | 31% |
| 20261023 | $3.15 | $1.68 | 56.3% | 30% |
| 20261022 | $2.88 | $1.52 | 53.8% | 22% |
| 20261021 | $2.92 | $1.43 | 55.1% | 26% |
| 20261020 | $2.85 | $1.60 | 56.0% | 29% |
| 20261019 | $2.73 | $0.95 | 52.6% | 18% |
| 20261016 | $2.83 | $1.40 | 57.6% | 34% |
| 20261015 | $2.65 | $1.52 | 49.9% | 10% |
| 20261014 | $2.65 | $1.48 | 50.2% | 11% |
| 20261013 | $2.90 | $1.75 | 52.1% | 17% |
| 20261012 | $2.80 | $1.23 | 46.8% | 0% |
| 20261009 | $2.78 | $1.50 | 47.6% | 2% |
| 20261008 | $2.83 | $1.43 | 50.2% | 10% |
| 20261007 | $3.00 | $1.50 | 50.5% | 11% |
| 20261006 | $2.98 | $1.70 | 49.7% | 7% |
| 20261005 | $3.12 | $1.10 | 50.9% | 10% |
| 20261002 | $2.77 | $1.43 | 51.2% | 11% |
| 20261001 | $2.95 | $1.55 | 52.9% | 15% |
| 20260930 | $2.92 | $1.48 | 53.7% | 17% |
| 20260929 | $2.90 | $1.70 | 53.2% | 16% |
| 20260928 | $2.83 | $1.25 | 53.0% | 16% |
| 20260925 | $2.55 | $1.25 | 52.4% | 14% |
| 20260924 | $2.73 | $1.40 | 51.1% | 10% |
| 20260923 | $2.88 | $1.58 | 52.5% | 14% |
| 20260922 | $3.05 | $1.75 | 54.9% | 21% |
| 20260921 | $3.15 | $1.33 | 56.0% | 23% |
| 20260918 | $2.65 | $1.27 | 50.6% | 9% |
| 20260917 | $2.73 | $1.35 | 52.5% | 14% |
| 20260916 | $2.80 | $1.52 | 52.7% | 15% |
| 20260915 | $2.92 | $1.92 | 54.2% | 19% |
| 20260914 | $2.75 | $1.15 | 51.6% | 12% |
| 20260911 | $2.10 | $1.00 | 47.1% | 0% |
| 20260910 | $2.33 | $1.25 | 51.2% | 8% |
| 20260909 | $2.12 | $1.23 | 48.0% | 0% |
| 20260908 | $2.17 | $1.50 | 49.1% | 2% |
| 20260904 | $2.20 | $1.07 | 49.7% | 4% |
| 20260903 | $2.25 | $1.12 | 49.5% | 3% |
| 20260902 | $2.12 | $1.25 | 48.5% | 0% |
| 20260901 | $2.33 | $1.55 | 49.2% | 2% |
| 20260831 | $2.52 | $1.20 | 49.1% | 2% |
| 20260828 | $2.60 | $1.40 | 53.1% | 13% |
| 20260827 | $4.07 | $3.58 | 78.5% | 82% |
| 20260826 | $3.22 | $2.65 | 69.2% | 57% |
| 20260825 | $3.20 | $2.42 | 66.7% | 50% |
| 20260824 | $3.17 | $2.30 | 65.8% | 47% |
| 20260821 | $3.12 | $2.62 | 66.8% | 50% |
| 20260820 | $3.42 | $2.75 | 70.7% | 61% |
| 20260819 | $3.27 | $2.40 | 66.2% | 48% |
| 20260818 | $3.38 | $2.70 | 64.7% | 44% |
| 20260817 | $3.35 | $0.95 | 65.3% | 46% |
More on S
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.