Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Genpact Limited (G) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.3
Avg Daily Volume: 2,773,496    Market Cap: 5.9B
Sector: Services    Short Interest: 6.41
Live Interactive Chart
Days to Next Earnings: 85 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
May 7, 2026 AC 4.4 $34.48 @$35.00 $4.10
($34.48)
11.71% -8.72% I -5.56% I $32.56 $3.27
( $32.56 )
-20.24%
Feb. 5, 2026 AC 4.5 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 9, 2024 AC 2.3 $32.05 @$30.00
Feb. 8, 2024 AC 2.3 $34.94 @$35.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US