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SentinelOne S 21.42 -2.07 -8.81%

Previous-day view · Thu Nov 5 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 05, 2026 close · $21.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.54 $21.00 – $22.08 $20.89 – $22.18 $20.38 – $22.69
2 sessions ±3.5% ±$0.75 $20.79 – $22.29 $20.63 – $22.45 $19.92 – $23.15
3 sessions ±4.4% ±$0.94 $20.59 – $22.48 $20.41 – $22.66 $19.53 – $23.55
1 week ±5.6% ±$1.20 $20.34 – $22.74 $20.07 – $23.00 $18.98 – $24.09
2 weeks ±7.8% ±$1.68 $19.85 – $23.22 $19.45 – $23.62 $17.94 – $25.13
3 weeks ±9.7% ±$2.08 $19.45 – $23.62 $18.94 – $24.13 $17.13 – $25.94
1 month Earnings ±16.5% ±$3.55 $17.99 – $25.09 $17.13 – $25.95 $14.07 – $29.01
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 20 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 →