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
$2.50
7-Day Straddle
$1.25
Avg IV
0.7%
IV Rank
18%
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
20260925 $2.50 $1.25 0.7% 18%
20260924 $2.73 $1.40 0.7% 15%
20260923 $2.88 $1.58 0.7% 10%
20260922 $3.05 $1.75 0.6% 7%
20260921 $3.15 $1.33 0.6% 4%
20260918 $2.65 $1.27 0.6% 0%
20260917 $2.73 $1.35 0.6% 6%
20260916 $2.80 $1.52 0.6% 5%
20260915 $2.92 $1.92 0.7% 10%
20260914 $2.75 $1.15 0.7% 10%
20260911 $2.10 $1.00 0.6% 5%
20260910 $2.33 $1.25 0.7% 10%
20260909 $2.12 $1.23 0.6% 3%
20260908 $2.17 $1.50 0.6% 7%
20260904 $2.20 $1.07 0.6% 4%
20260903 $2.25 $1.12 0.6% 6%
20260902 $2.12 $1.25 0.6% 0%
20260901 $2.33 $1.55 0.6% 0%
20260831 $2.52 $1.20 0.6% 0%
20260828 $2.60 $1.40 0.6% 1%
20260827 $4.07 $3.58 0.9% 42%
20260826 $3.22 $2.65 0.7% 18%
20260825 $3.20 $2.42 0.7% 14%
20260824 $3.17 $2.30 0.8% 21%
20260821 $3.12 $2.62 1.0% 58%
20260820 $3.42 $2.75 1.1% 80%
20260819 $3.27 $2.40 1.2% 85%
20260818 $3.38 $2.70 1.1% 72%
20260817 $3.35 $0.95 1.3% 100%
20260814 $3.23 $1.18 0.9% 74%
20260813 $3.70 $1.52 0.9% 62%
20260812 $3.52 $1.43 0.7% 19%
20260811 $3.60 $1.50 0.8% 45%
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%