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SentinelOne options imply 13.1% move in share price post-earnings

SentinelOne options imply 13.1% move in share price post-earnings

Pre-earnings options volume in SentinelOne (S) is 2.5x normal with calls leading puts 9:2. Implied volatility suggests the market is anticipating a move near 13.1%, or $2.54, after results are released. Median move over the past eight quarters is 13.3%.

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