G · Expected Move

GENPACT LIMITED

The expected move for G is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

G straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current G Expected Move
30-Day Straddle
$4.02
7-Day Straddle
$3.48
30-Day ATM IV
37.8%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to G's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
G Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $4.02 $3.48 37.8% 12%
20261106 $4.75 $3.65 41.5% 26%
20261105 $5.78 $4.35 54.4% 77%
20261104 $3.88 $3.88 51.3% 65%
20261103 $4.20 $4.20 53.9% 75%
20261102 $4.45 $4.45 49.9% 59%
20261030 $3.78 $3.78 47.3% 49%
20261029 $3.80 $3.80 47.7% 50%
20261028 $3.75 $3.75 46.1% 44%
20261027 $4.25 $4.25 51.2% 64%
20261026 $4.90 $4.90 54.0% 75%
20261023 $5.35 $5.35 56.3% 84%
20261022 $5.43 $5.43 53.0% 71%
20261021 $4.25 $4.25 45.8% 43%
20261020 $4.82 $4.82 51.0% 63%
20261019 $4.62 $4.62 47.0% 48%
20261016 $4.72 $3.75 46.6% 46%
20261015 $4.78 $3.52 48.4% 53%
20261014 $4.18 $1.00 46.3% 45%
20261013 $4.43 $0.95 48.9% 55%
20261012 $3.65 $1.18 41.0% 24%
20261009 $4.17 $1.62 45.6% 42%
20261008 $3.85 $1.30 40.1% 21%
20261007 $4.28 $2.00 43.9% 36%
20261006 $3.83 $1.95 42.0% 29%
20261005 $4.03 $2.30 41.6% 27%
20261002 $2.80 $2.80 47.6% 50%
20261001 $1.85 $1.85 42.3% 30%
20260930 $2.75 $2.75 42.1% 29%
20260929 $2.73 $2.73 43.1% 33%
20260928 $3.02 $3.02 40.4% 22%
20260925 $2.43 $2.43 38.2% 14%
20260924 $2.23 $2.23 39.6% 19%
20260923 $2.70 $2.70 39.4% 18%
20260922 $2.58 $2.58 39.7% 19%
20260921 $2.55 $2.55 37.8% 12%
20260918 $2.70 $1.85 36.6% 8%
20260917 $2.80 $1.02 35.9% 5%
20260916 $4.47 $0.85 55.2% 80%
20260915 $3.32 $1.88 38.2% 12%
20260914 $3.50 $2.02 38.0% 11%
20260911 $3.00 $1.25 34.8% 0%
20260910 $3.10 $1.93 38.0% 11%
20260909 $3.02 $1.55 34.8% 0%
20260908 $3.33 $1.88 37.6% 10%
20260904 $4.20 $2.83 35.4% 2%
20260903 $4.00 $3.02 37.9% 11%
20260902 $3.25 $3.25 35.9% 4%
20260901 $3.82 $3.82 38.7% 13%
20260831 $3.00 $3.00 34.8% 0%
20260828 $3.38 $3.38 36.8% 7%
20260827 $3.40 $3.40 34.7% 0%
20260826 $3.62 $3.62 39.3% 15%
20260825 $3.12 $3.12 36.4% 5%
20260824 $3.40 $3.40 37.3% 9%
20260821 $3.38 $3.30 36.1% 5%
20260820 $3.45 $3.42 37.1% 8%
20260819 $3.23 $2.23 36.4% 6%
20260818 $2.85 $1.25 34.9% 0%
20260817 $3.20 $1.80 36.4% 5%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.