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Genpact Limited G

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-10-22T16:53:52.533Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:53:47.047232141Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:53:49.597631+00:00

Share price$41.33
1D+3.5%
$39.58$40.11$40.65$41.19$41.725:30 AM6:30 AM9:00 AM1:00 PMG
Sold putSold call

Genpact Limited options

Live interpolated G call and put midpoint premiums by absolute delta.Genpact Limited$0.64$3.27$5.90$8.53$11.16$30.15$35.05$39.94$44.84$49.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive G spot · $41.33G PRICE$0.93$1.02$1.10$1.35$1.66$1.96$2.27$2.57$2.88$3.41$4.24$5.06$5.89$1.05$1.48$1.90$2.33$2.73$3.05$3.37$3.69$4.00$4.32$5.05$8.52$10.40
PutsExpensive1.73×
CallsExpensive1.16×
SkewBearish+9.64 pp
Implied moveBearish±$5.64
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.9183.7%30.3%36.2363.1%14.9%
25Δ49.3969.5%22.0%37.2165.8%13.5%
30Δ45.8755.3%13.7%38.2068.6%12.2%
35Δ44.4051.5%10.7%39.1971.3%10.8%
40Δ43.6151.1%9.5%40.1572.9%9.5%
45Δ42.8250.7%8.4%40.9769.1%8.2%
50Δ42.0350.3%7.2%41.8065.2%7.0%
55Δ41.2449.9%6.0%42.6361.4%5.8%
60Δ40.4549.5%4.8%43.4557.6%4.6%
65Δ39.5450.2%3.9%44.2853.7%3.3%
70Δ38.4852.3%3.4%45.4553.0%2.3%
75Δ37.4254.4%2.8%48.8972.9%2.3%
80Δ36.3656.5%2.2%50.9475.6%1.9%

20Δ

Calls
Pseudo strike
52.91
IV
83.7%
B/E move
30.3%
Puts
Pseudo strike
36.23
IV
63.1%
B/E move
14.9%

25Δ

Calls
Pseudo strike
49.39
IV
69.5%
B/E move
22.0%
Puts
Pseudo strike
37.21
IV
65.8%
B/E move
13.5%

30Δ

Calls
Pseudo strike
45.87
IV
55.3%
B/E move
13.7%
Puts
Pseudo strike
38.20
IV
68.6%
B/E move
12.2%

35Δ

Calls
Pseudo strike
44.40
IV
51.5%
B/E move
10.7%
Puts
Pseudo strike
39.19
IV
71.3%
B/E move
10.8%

40Δ

Calls
Pseudo strike
43.61
IV
51.1%
B/E move
9.5%
Puts
Pseudo strike
40.15
IV
72.9%
B/E move
9.5%

45Δ

Calls
Pseudo strike
42.82
IV
50.7%
B/E move
8.4%
Puts
Pseudo strike
40.97
IV
69.1%
B/E move
8.2%

50Δ

Calls
Pseudo strike
42.03
IV
50.3%
B/E move
7.2%
Puts
Pseudo strike
41.80
IV
65.2%
B/E move
7.0%

55Δ

Calls
Pseudo strike
41.24
IV
49.9%
B/E move
6.0%
Puts
Pseudo strike
42.63
IV
61.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
40.45
IV
49.5%
B/E move
4.8%
Puts
Pseudo strike
43.45
IV
57.6%
B/E move
4.6%

65Δ

Calls
Pseudo strike
39.54
IV
50.2%
B/E move
3.9%
Puts
Pseudo strike
44.28
IV
53.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
38.48
IV
52.3%
B/E move
3.4%
Puts
Pseudo strike
45.45
IV
53.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
37.42
IV
54.4%
B/E move
2.8%
Puts
Pseudo strike
48.89
IV
72.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
36.36
IV
56.5%
B/E move
2.2%
Puts
Pseudo strike
50.94
IV
75.6%
B/E move
1.9%

Options history

No recorded observations