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Drone footage shows it off the shore of Montauk, the eastern-most point in the Hamptons, on Monday, May 12.
It was captured by photographer Joanna L Steidle, who told Storyful, "I have been flying these waters for eight years and this is the earliest shark spotting I have had in a season and it is also the closest to shore I have spotted a great white."
Click here to view the drone footage on Storyful.
Lifeguards don't go on duty until later this month.
Great white sharks, the largest predatory fish, can grow up to 20 feet long and weigh over 4,000 pounds.
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