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GENPACT LIMITED G 42.27 1.17 2.85%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for G.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.43%
Average actual move
9.76%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±9.59% +4.36% 0.45× —
May 08, 2025 ±7.27% -15.16% 2.09× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →