What is the current S expected move?

As of May 29, 2026, SentinelOne, Inc. (S) has an expected move of 16.62% over the next 28 days, implying a one-standard-deviation price range of $13.67 to $19.11 from the current $16.39. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.

What does the S expected move mean for traders?

Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.

How is S expected move calculated?

The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.

SentinelOne, Inc. (S) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

SentinelOne, Inc. (S) operates in the Technology sector, specifically the Software - Infrastructure industry, with a market capitalization near $6.02B, listed on NYSE, employing roughly 2,800 people, carrying a beta of 0.79 to the broader market. SentinelOne, Inc. Led by Tomer Weingarten, public since 2021-06-30.

Snapshot as of May 29, 2026.

Spot Price: $16.39
Expected Move: 16.6%
Implied High: $19.11
Implied Low: $13.67
Front DTE: 28 days

As of May 29, 2026, SentinelOne, Inc. (S) has an expected move of 16.62%, a one-standard-deviation implied price range of roughly $13.67 to $19.11 from the current $16.39. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

S Strategy Sizing to the Expected Move

With SentinelOne, Inc. pricing an expected move of 16.62% from $16.39, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

How to read the S implied-range chart

The shaded range above shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 16.62%, anchoring an implied range of approximately $13.67 to $19.11. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.

S expected move and event pricing

Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. S term-structure is in contango (slope 0.002), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states.

Sizing S structures to the expected move

Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. S put/call volume ratio currently at 0.58 indicates speculative call flow dominates - look for upside-skewed sentiment. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.

Learn how expected move is reported and how to read the data →

Shaded band shows the ±1σ implied price range (~68% probability under lognormal assumptions) at each expiration; the center line marks current spot. Bands widen with longer DTE since volatility scales with √time.

Per-expiration expected move for S derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $16.39 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

Expiration	DTE	ATM IV	Expected Move	Implied High	Implied Low
Jun 5, 2026	7	61.6%	8.5%	$17.79	$14.99
Jun 12, 2026	14	60.4%	11.8%	$18.33	$14.45
Jun 18, 2026	20	61.9%	14.5%	$18.76	$14.02
Jun 26, 2026	28	57.9%	16.0%	$19.02	$13.76
Jul 2, 2026	34	58.1%	17.7%	$19.30	$13.48
Jul 10, 2026	42	55.3%	18.8%	$19.46	$13.32
Jul 17, 2026	49	55.4%	20.3%	$19.72	$13.06
Sep 18, 2026	112	63.5%	35.2%	$22.16	$10.62
Dec 18, 2026	203	62.1%	46.3%	$23.98	$8.80
Jan 15, 2027	231	62.0%	49.3%	$24.47	$8.31
Jan 21, 2028	602	60.0%	77.1%	$29.02	$3.76

Frequently asked S expected move questions

What is the current S expected move?: As of May 29, 2026, SentinelOne, Inc. (S) has an expected move of 16.62% over the next 28 days, implying a one-standard-deviation price range of $13.67 to $19.11 from the current $16.39. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the S expected move mean for traders?: Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is S expected move calculated?: The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.