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SentinelOne S 21.77 0.35 1.63%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $21.88
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.58 $21.30 – $22.46 $21.19 – $22.57 $20.65 – $23.11
2 sessions ±3.7% ±$0.80 $21.08 – $22.68 $20.91 – $22.85 $20.15 – $23.61
3 sessions ±4.6% ±$1.01 $20.87 – $22.89 $20.68 – $23.08 $19.73 – $24.03
1 week ±5.9% ±$1.28 $20.60 – $23.16 $20.31 – $23.45 $19.15 – $24.61
2 weeks ±8.2% ±$1.80 $20.08 – $23.68 $19.65 – $24.11 $18.04 – $25.72
3 weeks ±10.2% ±$2.23 $19.65 – $24.11 $19.11 – $24.65 $17.17 – $26.59
1 month Earnings ±16.4% ±$3.59 $18.29 – $25.47 $17.43 – $26.33 $14.34 – $29.42
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. S reports in 19 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±12.87%
Average actual move
8.46%
Beyond the implied move
2 / 6
Median IV change
-39.18%
Reaction session Implied Actual Used ATM IV before → after
August 28, 2026 ±12.66% -5.15% 0.41× —
May 29, 2026 ±16.09% -8.16% 0.51× —
August 29, 2025 ±10.08% +7.10% 0.70× —
May 29, 2025 ±10.68% -11.59% 1.09× —
March 13, 2025 ±14.90% -5.54% 0.37× 99.3% → 52.5%
December 05, 2024 ±12.81% -13.21% 1.03× 88.0% → 60.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →