MEDPMedpace Holdings, Inc. Common Stock
MEDP Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
MEDP Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 63.5% — elevated vs history
IV/HV 1.79x — IV premium over HV
Sector percentile 33% — below sector median
Front/Back 0.79x — contango
Put/Call IV 1.16x — elevated
ATM IV 43.1% — normal range
Effective IV 93.9% (ATM 43.1% + spread 25.4% + bias) — expensive
Total drag 29.97% (spread 25.41% + slippage 4.56%) — high friction
Vega efficiency 53.58 (vega 136.158 / spread 25.41%) — efficient
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +82% (strong bullish) — Raw: +82%
|OI skew| 43.2% — put-heavy
Vol skew -82.5%, OI skew -43.2% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +0%, ATM: +92%, OTM: -20% — strong bullish (ITM/ATM divergent)
Sector P/C percentile 96% — very bearish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.3x avg — normal
Vol/OI 1.4% — normal turnover
1 day(s) elevated — may be one-day event
OI change +10.9% (5d) — building
Sector activity percentile 49% — neutral vs sector
Large trade volume 0% — mostly retail
Aggressive execution 11% — patient
Conviction +82 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
Evaluates
Spread 25.4% — wide
OI 4,101 — thin
Volume 57/day — thin
$1.27 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 73% — wider than sector
Depth 22.1 contracts (bid:8.9 ask:13.2) — thin
Avg slippage 4.56% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -21.2% — contango
IV percentile 64% — neutral
IV kink -3.5pts — no clear event
θ/ν ratio 510.34 — favors income trades
3 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +82% @ 91% consistency — STRONG directional (bullish)
Score 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.