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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Genpact Limited (G) - NYSE Next Earnings Date: OS Estimate: Nov. 7, 2024 AC
OS Projected Window: Nov. 4, 2024 to Nov. 9, 2024
EVR: 3.0
Avg Daily Volume: 1,202,161    Market Cap: 5.63B
Sector: Services    Short Interest: 3.18
Live Interactive Chart
Days to Next Earnings: 26 Days
Implied Move Monthly: 7.39%       Expires on: Nov. 15, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 7, 2024 AC None $0.00 @$40.00 $2.88
($38.96)
7.39% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 8, 2024 AC 2.5 $32.40 @$30.00 $2.60
($32.40)
8.67% 16.48% O 15.74% O $37.50 $6.90
( $37.50 )
165.38%
May 9, 2024 AC 2.3 $32.05 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 AC 2.3 $34.94 @$35.00
Nov. 8, 2023 AC 1.8 $34.75 @$35.00
Aug. 9, 2023 AC 1.7 $35.60 @$35.00
May 10, 2023 AC 1.6 $39.00 @$40.00
Feb. 9, 2023 AC 1.7 $46.92 @$45.00
Nov. 9, 2022 AC 1.6 $44.55 @$45.00
Aug. 4, 2022 AC 1.8 $48.41 @$50.00

 
 
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