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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Genpact Limited (G) - NYSE Next Earnings Date: OS Estimate: May 7, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 4.5
Avg Daily Volume: 1,724,456    Market Cap: 7.8B
Sector: Services    Short Interest: 4.44
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Feb. 5, 2026 AC None $37.70 @$40.00 $5.02
($37.70)
12.55% 7.48% I 7.13% I $40.39 $2.75
( $40.39 )
-45.22%
Nov. 6, 2025 AC 4.1 $38.39 @$40.00 $4.47
($38.39)
11.18% 17.97% O 15.88% O $44.49 $4.83
( $44.49 )
8.05%
Aug. 7, 2025 AC 4.2 $41.72 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 9, 2024 AC 2.3 $32.05 @$30.00
Feb. 8, 2024 AC 2.3 $34.94 @$35.00
Nov. 8, 2023 AC 1.8 $34.75 @$35.00

 
 
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