What move does the options market price into SentinelOne's report?

Implied ±4.7%, either direction.

SNYSEServices-Prepackaged Software

SentinelOne, Inc. (S) earnings date, market-implied expected move, and options open interest by expiry

25.15

−0.56 · −2.18%

post 25.12 −0.12%

Closed17:28 ET

Open25.00Volume9.8MMkt cap$8.8BEPS-1.02

Day24.38 – 25.5066%52-wk11.81 – 26.5091%

SentinelOne, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.7%implied · report alone

23.9726.33

straddle ±14.5%

spot 25.15exp Dec 4ATM strike 25ATM straddle 4.30IV 69%

Oct 30 closereport share · term structurethin chain

Expected move

Inputs

Next report

Dec 3

after close · in 33 days

est.Q3 FY27

Calendar

Next report

Last report

−5.15%

vs ±12.3% implied · ×0.42

shaded = implied · ▲▼ = realized

Aug 27 '26 · confirmed

Implied vs realized

Linked news

4hGOOGL · supplierGoogle taught the world how to search. Now it faces a revolution it can’t afford to lose.
1dAMZN · supplierAmazon falls 2%, Intel dives 29%, as tech stocks sell off in post-earnings rout

News

Largest filed tie

13F top-10 QoQ

+4.19%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

489 managers

Top fund weight

0.01%

S weight · VTI

N-PORTJun 30 '26

2 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

SentinelOne (S) is expected to report on Dec 3 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY27Aug 27 '26confirmed±12.3%▼−5.15%×0.42

quarterimplied−15%0+15%realized×

Q2 FY27±12.3%▼−5.15%×0.42

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

0.18OI · 8 expiries · Oct 30 closeP/C open interest · Dec 4 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2 nearer expiries

737+4%Nov 66d0.116,665+8%0.11

339+15%Nov 1313d0.43794+12%0.43

4,7560%Nov 2020d0.3115,101+1%0.31

153+68%Nov 2727d0.42367+59%0.42

report · Dec 3 · after close · est.

ExpiryPutsCallsP/C

2 nearer expiries

Nov 66d737+4%6,665+8%0.11

Nov 1313d339+15%794+12%0.43

Nov 2020d4,7560%15,101

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±14.5%

Funds 2

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY27

−31.99%as filednet margin · revenue +5.54% QoQ · +20.56% YoY

Revenue$292M+5.54%

Gross profit$210M72.07%+5.90%

Operating income−$91M−31.08%−13.85%

Pre-tax income−$87M−23.61%

Net income−$93M−31.99%−22.63%

Cost of revenue$82M+4.61%

Operating expenses$301M+8.18%

Tax$6M+10.64%

Other income$4M−59.89%

Source: SEC filings · standardized · QE Jul 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:15 ET

Intraday

Event sensitivity

CPI ×1.35· ±3.1% vs ±2.3% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.1%4 of 11×1.35

PCEpersonal income & outlays±2.8%9 of 19×1.22

CPROFcorporate profits±2.7%6 of 12×1.16

GDPgross domestic product±2.6%9 of 19×1.10

PPIproducer prices±2.0%4 of 11×0.88

FOMCrate decision±2.0%13 of 24×0.88

NFPjobs report±1.7%5 of 10×0.74

Bar = avg |move| to ±4% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS -0.27 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Aug 27 '26 · confirmed	-0.27	—
Q1 FY27	—	-0.23	—
Q3 FY26	—	-0.18	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod