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SentinelOne options imply 10.1% move in share price post-earnings

Pre-earnings options volume in SentinelOne is 6.2x normal with calls leading puts 7:2. Implied volatility suggests the market is anticipating a move near 10.1%, or $1.41, after results are released. Median move over the past eight quarters is 4.0%.

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Published first on TheFly

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