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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Genpact Limited (G) - NYSE Next Earnings Date: OS Estimate: May 8, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.3
Avg Daily Volume: 1,546,383    Market Cap: 5.75B
Sector: Services    Short Interest: 1.4
Live Interactive Chart
Days to Next Earnings: 42 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 8, 2024 AC 2.3 $34.94 @$35.00 $2.30
($34.94)
6.57% 6.06% I 4.55% I $36.53 $1.77
( $36.53 )
-23.04%
Nov. 8, 2023 AC 1.8 $34.75 @$35.00 $3.40
($34.75)
9.71% -15.36% O -9.06% I $31.60 $3.35
( $31.60 )
-1.47%
Aug. 9, 2023 AC 1.7 $35.60 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 5, 2022 AC 1.7 $38.43 @$40.00
Feb. 11, 2022 BO 1.7 $48.35 @$50.00
Nov. 9, 2021 AC 1.9 $51.22 @$50.00

 
 
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