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GENPACT LIMITED G

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Market datapartial · fetched 2026-10-23T02:29:46.792Z

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 · 2026-10-22T23:00:00.002881847Z

FundamentalsAlpha Vantage · unavailable

Share price$41.78
1D+4.8%
AH$39.56$40.17$40.79$41.40$42.025:30 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$0.62$3.30$5.99$8.67$11.36$30.14$35.06$39.98$44.90$49.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive G spot · $41.78G PRICE$0.91$0.97$1.03$1.27$1.61$1.95$2.29$2.63$2.97$3.30$3.93$4.60$5.27$0.98$1.31$1.65$1.98$2.35$2.74$3.12$3.50$3.88$4.27$6.34$8.90$10.58
PutsExpensive1.57×
CallsExpensive1.08×
SkewBearish+9.65 pp
Implied moveBearish±$5.41
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.0981.9%29.2%36.6260.6%14.7%
25Δ49.6266.7%21.1%37.6561.6%13.0%
30Δ46.1651.6%13.0%38.6962.6%11.3%
35Δ44.5146.8%9.6%39.7263.6%9.7%
40Δ43.7847.3%8.6%40.6162.4%8.4%
45Δ43.0447.7%7.7%41.4560.4%7.3%
50Δ42.3148.2%6.7%42.2958.3%6.2%
55Δ41.5748.6%5.8%43.1356.3%5.1%
60Δ40.8449.0%4.8%43.9754.2%4.0%
65Δ40.1049.5%3.9%44.8252.2%2.9%
70Δ39.2248.7%3.3%47.0462.3%2.6%
75Δ38.3247.8%2.7%49.6575.9%2.5%
80Δ37.4146.9%2.1%51.5975.8%1.9%

20Δ

Calls
Pseudo strike
53.09
IV
81.9%
B/E move
29.2%
Puts
Pseudo strike
36.62
IV
60.6%
B/E move
14.7%

25Δ

Calls
Pseudo strike
49.62
IV
66.7%
B/E move
21.1%
Puts
Pseudo strike
37.65
IV
61.6%
B/E move
13.0%

30Δ

Calls
Pseudo strike
46.16
IV
51.6%
B/E move
13.0%
Puts
Pseudo strike
38.69
IV
62.6%
B/E move
11.3%

35Δ

Calls
Pseudo strike
44.51
IV
46.8%
B/E move
9.6%
Puts
Pseudo strike
39.72
IV
63.6%
B/E move
9.7%

40Δ

Calls
Pseudo strike
43.78
IV
47.3%
B/E move
8.6%
Puts
Pseudo strike
40.61
IV
62.4%
B/E move
8.4%

45Δ

Calls
Pseudo strike
43.04
IV
47.7%
B/E move
7.7%
Puts
Pseudo strike
41.45
IV
60.4%
B/E move
7.3%

50Δ

Calls
Pseudo strike
42.31
IV
48.2%
B/E move
6.7%
Puts
Pseudo strike
42.29
IV
58.3%
B/E move
6.2%

55Δ

Calls
Pseudo strike
41.57
IV
48.6%
B/E move
5.8%
Puts
Pseudo strike
43.13
IV
56.3%
B/E move
5.1%

60Δ

Calls
Pseudo strike
40.84
IV
49.0%
B/E move
4.8%
Puts
Pseudo strike
43.97
IV
54.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
40.10
IV
49.5%
B/E move
3.9%
Puts
Pseudo strike
44.82
IV
52.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
39.22
IV
48.7%
B/E move
3.3%
Puts
Pseudo strike
47.04
IV
62.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
38.32
IV
47.8%
B/E move
2.7%
Puts
Pseudo strike
49.65
IV
75.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
37.41
IV
46.9%
B/E move
2.1%
Puts
Pseudo strike
51.59
IV
75.8%
B/E move
1.9%

Options history

No recorded observations