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Medpace Holdings, Inc. Common Stock MEDP

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-12T02:49:44.479Z

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 · 2026-11-11T21:00:01.138296543Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:49:44.091669+00:00

Share price$664.77
1D-0.7%
AH$661$664$667$669$6725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMEDP
Sold putSold callAH

Medpace Holdings, Inc. Common Stock options

Live interpolated MEDP call and put midpoint premiums by absolute delta.Medpace Holdings, Inc. Common Stock$3.73$13.34$22.95$32.56$42.17$615.61$640.70$665.79$690.89$715.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MEDP spot · $664.77MEDP PRICE$4.77$5.99$7.47$9.65$11.75$13.72$16.16$18.90$21.79$24.73$28.81$33.42$39.40$5.22$6.29$7.99$9.87$12.20$14.46$16.54$18.87$21.73$24.85$28.59$32.21$35.68
PutsFair0.99×
CallsFair1.04×
SkewBullish-2.38 pp
Implied moveBalanced±$32.71
TiltBalanced0.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ705.2742.1%6.8%629.8843.3%6.0%
25Δ695.7139.8%5.6%639.5039.2%4.7%
30Δ687.8538.2%4.6%645.5638.7%4.1%
35Δ683.0040.0%4.2%651.2538.6%3.5%
40Δ677.8240.9%3.7%656.3739.2%3.1%
45Δ672.1340.1%3.2%661.4739.3%2.7%
50Δ666.7140.1%2.7%666.4938.1%2.2%
55Δ661.4440.4%2.3%671.4937.2%1.8%
60Δ656.1540.2%2.0%676.4436.9%1.5%
65Δ650.8439.8%1.6%681.5236.6%1.2%
70Δ644.8840.1%1.3%686.9436.4%1.0%
75Δ638.5340.7%1.1%692.1735.6%0.7%
80Δ631.0141.7%0.8%697.1634.0%0.5%

20Δ

Calls
Pseudo strike
705.27
IV
42.1%
B/E move
6.8%
Puts
Pseudo strike
629.88
IV
43.3%
B/E move
6.0%

25Δ

Calls
Pseudo strike
695.71
IV
39.8%
B/E move
5.6%
Puts
Pseudo strike
639.50
IV
39.2%
B/E move
4.7%

30Δ

Calls
Pseudo strike
687.85
IV
38.2%
B/E move
4.6%
Puts
Pseudo strike
645.56
IV
38.7%
B/E move
4.1%

35Δ

Calls
Pseudo strike
683.00
IV
40.0%
B/E move
4.2%
Puts
Pseudo strike
651.25
IV
38.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
677.82
IV
40.9%
B/E move
3.7%
Puts
Pseudo strike
656.37
IV
39.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
672.13
IV
40.1%
B/E move
3.2%
Puts
Pseudo strike
661.47
IV
39.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
666.71
IV
40.1%
B/E move
2.7%
Puts
Pseudo strike
666.49
IV
38.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
661.44
IV
40.4%
B/E move
2.3%
Puts
Pseudo strike
671.49
IV
37.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
656.15
IV
40.2%
B/E move
2.0%
Puts
Pseudo strike
676.44
IV
36.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
650.84
IV
39.8%
B/E move
1.6%
Puts
Pseudo strike
681.52
IV
36.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
644.88
IV
40.1%
B/E move
1.3%
Puts
Pseudo strike
686.94
IV
36.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
638.53
IV
40.7%
B/E move
1.1%
Puts
Pseudo strike
692.17
IV
35.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
631.01
IV
41.7%
B/E move
0.8%
Puts
Pseudo strike
697.16
IV
34.0%
B/E move
0.5%

Options history

IV · four-Friday blend36.18%
Daily EOD
MEDP32.2%42.8%53.3%2026-10-19: 50.85%2026-10-20: 51.84%2026-10-21: 51.53%2026-10-22: 34.88%2026-10-23: 34.62%2026-10-26: 34.57%2026-10-27: 34.26%2026-10-28: 33.70%2026-10-29: 34.49%2026-10-30: 36.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.85%
51.84%
51.53%
34.88%
34.62%
34.57%
34.26%
33.70%
34.49%
36.18%