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SSentinelOne, Inc.

Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $7.8B|NYSE
● 2026-08-28$22.71
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y +29.0%YTD +55.1%7D +7.2%
83,742
30D
±25.7%
77%

S Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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S Gamma Walls

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Value

Is IV priced right?

0.6
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks1/9 checks passed
≤35%

IV Rank 97.0% — elevated vs history

<1.05x

IV/HV 1.82x — IV premium over HV

Sector Relative≤50%

Sector percentile 99% — above sector median

<1.1x

Front/Back 2.16x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 116.3% — crisis-level IV

<80%

Effective IV 138.7% (ATM 116.3% + spread 11.2% + bias) — expensive

<3.0%

Total drag 17.38% (spread 11.19% + slippage 6.19%) — high friction

≥5.0

Vega efficiency 1.19 (vega 1.327 / spread 11.19%) — spread drag

Sentiment

Bullish or bearish?

4.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -23%, Raw: -17%)
|net sentiment| ≥25%

Conviction-weighted: -23% (bearish) — Raw: -17%

≥15%

|OI skew| 54.9% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +1.1%, OI skew +54.9% — weak (same direction)

≥2/3 conditions

0-DTE 56%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -28%, ATM: -3%, OTM: -21% — bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 74% — very bearish vs sector

Activity

Unusual activity?

7.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed
≥1.5x

Volume 4.3x avg — hot

≥15%

Vol/OI 31.4% — high turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -6.1% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 97% — very active vs sector

≥30%

Large trade volume 39% — institutional presence

≥60%

Aggressive execution 46% — patient

≥30

Conviction -23 (bearish) — mixed

Liquidity

Can I trade efficiently?

4.3
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 11.2% — wide

≥10,000

OI 266,255 — deep

≥500

Volume 83,742/day — active

≤$0.50

$0.56 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 99% — much wider than sector

≥100 contracts

Depth 356.2 contracts (bid:189.2 ask:167.0) — adequate

<1.0%

Avg slippage 6.19% — poor

Timing

Is now a good time?

7.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed
|slope| ≥5%

Slope +116.0% — backwardation

<30 or >70

IV percentile 97% — seller opportunity

≥10pts kink

IV kink 57.6pts — event priced

<0.5 or >2.0

θ/ν ratio 11.75 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -23% @ 62% consistency — unclear

≥40 composite score

Score 69 (ITM 20% + inst 39%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls3.7
bullishIV expensive, mixed flow
Long Puts3.8
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put6.6
bullishIV rich premium, mixed flow
Covered Call6.7
bearishIV rich premium, mixed flow

For educational purposes only. Not investment advice.