feat(python): Add min version notice to OpenAI

Author: sentrivana

docs/platforms/python/integrations/openai/index.mdx

@@ -9,6 +9,12 @@ Once you've installed this SDK, you can use Sentry AI Agents Monitoring, a Sentr
 
 Sentry AI Monitoring will automatically collect information about prompts, tools, tokens, and models. Learn more about the [AI Agents Dashboard](/product/insights/ai/agents).
 
+<Alert level="info" title="Latest Features">
+
+AI frameworks are moving fast, and so are our integrations. To get the most out of our AI Agents Monitoring dashboard, we recommend using version 2.41.0 of the Python SDK or newer.
+
+</Alert>
+
 ## Install
 
 Install `sentry-sdk` from PyPI with the `openai` extra:
@@ -112,3 +118,4 @@ You can pass the following keyword arguments to `OpenAIIntegration()`:
 - OpenAI: 1.0+
 - tiktoken: 0.6.0+
 - Python: 3.9+
+- Sentry Python SDK 2.41.0+