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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Genpact Limited (G) - NYSE Next Earnings Date: OS Estimate: Feb. 10, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 3.7
Avg Daily Volume: 1,975,231    Market Cap: 6.6B
Sector: Technology    Short Interest: 6.63
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 5, 2026 AC 4.0 $41.10 @$40.00 $4.47
($41.10)
11.18% -4.33% I 2.84% I $42.27 $3.65
( $42.27 )
-18.34%
Aug. 6, 2026 AC 4.3 $36.16 @$35.00 $2.55
($36.16)
7.29% -6.74% I -5.17% I $34.29 $2.90
( $34.29 )
13.73%
May 7, 2026 AC 4.4 $34.48 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2026 AC 4.5 $37.70 @$40.00
Nov. 6, 2025 AC 4.1 $38.39 @$40.00
Aug. 7, 2025 AC 4.2 $41.72 @$40.00
May 7, 2025 AC 3.5 $49.55 @$50.00
Feb. 6, 2025 AC 3.3 $49.40 @$50.00
Nov. 7, 2024 AC 3.0 $41.81 @$40.00
Aug. 8, 2024 AC 2.5 $32.40 @$30.00

 
 
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