What move does the options market price into Genpact's report?

Implied ±4.5%, either direction.

GNYSEServices-Management Consulting Services

Genpact Ltd (G) earnings date, market-implied expected move, and options open interest by expiry

39.61

+0.64 · +1.63%

post 39.61 +0.01%

Closed16:00 ET

Open39.38Volume1.4MMkt cap$6.7BP/E11.65EPS3.40Div yield1.85%

Day39.27 – 39.6298%52-wk26.71 – 47.8761%

Genpact Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.5%implied · report alone

37.8541.39

straddle ±8.1%

spot 39.62exp Nov 20ATM strike 40ATM straddle 3.77IV 49%

Oct 30 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 5

after close · in 5 days

confirmedQ3 FY26

Calendar

Next report

Last report

−5.17%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

1dMSFT · supplierMicrosoft is winning the cloud wars and becoming Wall Street’s new golden child
1dAMZN · supplierAmazon falls 2%, Intel dives 29%, as tech stocks sell off in post-earnings rout

News

Largest filed tie

13F top-10 QoQ

−7.75%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

475 managers

Top fund weight

0.12%

G weight · MDY

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Genpact (G) reports on Nov 5 after close (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▼−5.17%—

quarterimplied−10%0+10%realized×

Q2 FY26—▼−5.17%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.31OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

112+1%Nov 2020d3660%

3150%Dec 1848d0.77407−3%0.77

1270%Mar 19139d0.363550%0.36

ExpiryPutsCallsP/C

Nov 2020d112+1%3660%0.31

Dec 1848d3150%407−3%0.77

Mar 19139d1270%3550%0.36

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±8.1%

Funds 4

MDY±0.0%

REVS±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

10.85%as filednet margin · revenue +3.65% QoQ · +7.10% YoY

Revenue

$1.3B+3.65% QoQ

Gross profit

$490M+3.96% QoQ

36.50% margin

Operating income

$193M−2.84% QoQ

14.36% margin

Pre-tax income

$191M−1.60% QoQ

Net income

$146M−1.52% QoQ

10.85% margin

Cost of revenue

$853M+3.48% QoQ

Operating expenses

$297M+8.90% QoQ

SG&A $294M

Other operating $3M

Other expense

$2M

Tax

$45M−1.86% QoQ

Revenue$1.3B+3.65%

Gross profit

$490M+3.96%

36.50% margin

Operating income

$193M−2.84%

14.36% margin

Pre-tax income

$191M−1.60%

Net income

$146M−1.52%

10.85% margin

Cost of revenue

$853M+3.48%

Operating expenses

$297M+8.90%

SG&A $294M

Other operating $3M

Other expense

$2M

Tax$45M−1.86%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×2.08· ±2.8% vs ±1.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.8%4 of 10×2.08

PPIproducer prices±2.0%5 of 11×1.52

CPROFcorporate profits±1.6%5 of 12×1.24

FOMCrate decision±1.6%6 of 24×1.20

GDPgross domestic product±1.6%10 of 19×1.19

PCEpersonal income & outlays±1.5%13 of 19×1.12

CPIconsumer prices±1.4%3 of 11×1.06

Bar = avg |move| to ±3% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 0.86 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.86	—
Q1 FY26	—	0.86	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod