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GENPACT LIMITED G

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-12T00:58:33.881Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.00289528Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:48:45.463670+00:00

Share price$43.60
1D+1.8%
AH$42.44$42.75$43.07$43.38$43.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMG
Sold putSold callAH

GENPACT LIMITED options

Live interpolated G call and put midpoint premiums by absolute delta.GENPACT LIMITED$0.57$2.27$3.97$5.68$7.38$38.52$41.03$43.55$46.06$48.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive G spot · $43.60G PRICE$0.75$1.06$1.37$1.67$1.98$2.29$2.60$2.90$3.21$3.52$0.77$0.96$1.16$1.36$1.55$1.75$1.95$2.14$2.85$4.20$5.54$6.89
Puts——
Calls——
Skew——
Implied moveBearish±$3.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ40.5869.5%8.7%
30Δ41.1667.3%7.8%
35Δ44.5637.0%3.9%41.7565.1%6.9%
40Δ44.1238.5%3.6%42.3363.0%6.0%
45Δ43.6740.1%3.3%42.9260.8%5.1%
50Δ43.2341.6%3.0%43.5058.7%4.2%
55Δ42.7843.2%2.7%44.0956.5%3.3%
60Δ42.3444.7%2.3%44.6854.3%2.4%
65Δ41.8946.3%2.0%45.6358.2%1.9%
70Δ41.4547.8%1.7%47.0569.5%1.7%
75Δ41.0049.4%1.4%48.4680.9%1.6%
80Δ40.5650.9%1.1%49.8892.2%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.58
IV
69.5%
B/E move
8.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.16
IV
67.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
44.56
IV
37.0%
B/E move
3.9%
Puts
Pseudo strike
41.75
IV
65.1%
B/E move
6.9%

40Δ

Calls
Pseudo strike
44.12
IV
38.5%
B/E move
3.6%
Puts
Pseudo strike
42.33
IV
63.0%
B/E move
6.0%

45Δ

Calls
Pseudo strike
43.67
IV
40.1%
B/E move
3.3%
Puts
Pseudo strike
42.92
IV
60.8%
B/E move
5.1%

50Δ

Calls
Pseudo strike
43.23
IV
41.6%
B/E move
3.0%
Puts
Pseudo strike
43.50
IV
58.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
42.78
IV
43.2%
B/E move
2.7%
Puts
Pseudo strike
44.09
IV
56.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
42.34
IV
44.7%
B/E move
2.3%
Puts
Pseudo strike
44.68
IV
54.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
41.89
IV
46.3%
B/E move
2.0%
Puts
Pseudo strike
45.63
IV
58.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
41.45
IV
47.8%
B/E move
1.7%
Puts
Pseudo strike
47.05
IV
69.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
41.00
IV
49.4%
B/E move
1.4%
Puts
Pseudo strike
48.46
IV
80.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
40.56
IV
50.9%
B/E move
1.1%
Puts
Pseudo strike
49.88
IV
92.2%
B/E move
1.4%

Options history

IV · four-Friday blend45.15%
Daily close
G37.4%42.7%48.0%2026-09-09: 38.14%2026-09-10: 43.35%2026-09-11: 41.37%2026-09-17: 47.18%2026-09-18: 41.44%2026-10-01: 42.56%2026-10-16: 41.36%2026-10-19: 42.23%2026-10-20: 42.46%2026-10-21: 42.52%2026-10-22: 45.07%2026-10-23: 46.85%2026-10-26: 47.32%2026-10-27: 46.64%2026-10-28: 41.85%2026-10-29: 43.14%2026-10-30: 45.15%Sep 9Oct 20Oct 30
17 observations2026-09-09 — 2026-10-30
Table
DateIV (%)
38.14%
43.35%
41.37%
47.18%
41.44%
42.56%
41.36%
42.23%
42.46%
42.52%
45.07%
46.85%
47.32%
46.64%
41.85%
43.14%
45.15%