GGENPACT LIMITED
Options Analysis Report•SERVICES-MANAGEMENT CONSULTING SERVICES
Market Cap $6.3B|NYSE
● 2026-04-17$36.93
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y -20.9%YTD -19.6%7D +8.0%
Options Vol
21
30D
Implied Move
±8.6%
IV Rank
34%
G Options Overview
bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 50.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.00x — IV ≤ HV
Sector Relative≤50%
Sector percentile 50% — below sector median
Term Structure
<1.1xFront/Back 1.00x — flat
Skew Normal
<1.25xPut/Call IV 1.00x — normal
Absolute IV
<80%ATM IV 0.0% — normal range
Spread-Adjusted Value
<80%Effective IV 124.8% (ATM 0.0% + spread 62.4% + bias) — expensive
Execution Efficiency
<3.0%Total drag 65.76% (spread 62.41% + slippage 3.35%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 62.41%) — spread drag
Sentiment
Bullish or bearish?
4.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -49%, Raw: -47%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -49% (strong bearish) — Raw: -47%
OI Skew Magnitude
≥15%|OI skew| 40.5% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +71.4%, OI skew +40.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +0%, ATM: +0%, OTM: -82% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 30% — bullish vs sector
Activity
Unusual activity?
3.3
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 1.2% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +6.6% (5d) — building
Sector Relative≥60%
Sector activity percentile 25% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 8% — patient
Flow Conviction
≥30Conviction -49 (bearish) — moderate
Liquidity
Can I trade efficiently?
2.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 62.4% — wide
Adequate OI
≥10,000OI 1,731 — thin
Active Volume
≥500Volume 21/day — thin
Reasonable Cost
≤$0.50$3.12 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 0% — much tighter than sector
Order Book Depth
≥100 contractsDepth 285.4 contracts (bid:160.5 ask:124.9) — adequate
Execution Quality
<1.0%Avg slippage 3.35% — poor
Timing
Is now a good time?
6.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +0.0% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 50% — neutral
Event Detection
≥10pts kinkIV kink 0.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -49% @ 76% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.9
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.6
bullishIV fair, mixed flow
Covered Call4.8
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.