MEDPMedpace Holdings, Inc. Common Stock
Options Analysis Report•SERVICES-COMMERCIAL PHYSICAL & BIOLOGICAL RESEARCH
Market Cap $12.0B|NASDAQ
● 2026-05-15$419.17
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +41.4%YTD -26.6%7D -1.1%
Options Vol
44
30D
Implied Move
±8.6%
IV Rank
17%
MEDP Options Overview
bearish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
7.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 52.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.46x — IV ≤ HV
Sector Relative≤50%
Sector percentile 29% — below sector median
Term Structure
<1.1xFront/Back 0.79x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 44.2% — normal range
Spread-Adjusted Value
<80%Effective IV 148.1% (ATM 44.2% + spread 52.0% + bias) — expensive
Execution Efficiency
<3.0%Total drag 75.69% (spread 51.95% + slippage 23.74%) — high friction
Vega Efficiency
≥5.0Vega efficiency 28.45 (vega 147.802 / spread 51.95%) — efficient
Sentiment
Bullish or bearish?
3.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +8%, Raw: +16%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +8% (neutral) — Raw: +16%
OI Skew Magnitude
≥15%|OI skew| 44.8% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -36.4%, OI skew -44.8% — aligned
Conviction Quality
≥2/3 conditions0-DTE 86%, 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: +27%, OTM: +0% — bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 85% — very bearish vs sector
Activity
Unusual activity?
2.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.2x avg — normal
Turnover Rate
≥15%Vol/OI 1.1% — 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 -1.0% (5d) — stable
Sector Relative≥60%
Sector activity percentile 38% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 23% — patient
Flow Conviction
≥30Conviction +8 (bullish) — mixed
Liquidity
Can I trade efficiently?
2.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks0/8 checks passed
Tradeable Spread
≤5.0%Spread 52.0% — wide
Adequate OI
≥10,000OI 3,978 — thin
Active Volume
≥500Volume 44/day — thin
Reasonable Cost
≤$0.50$2.60 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 71% — wider than sector
Order Book Depth
≥100 contractsDepth 18.3 contracts (bid:7.8 ask:10.5) — thin
Execution Quality
<1.0%Avg slippage 23.74% — poor
Timing
Is now a good time?
6.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -21.0% — contango
IV Percentile Clarity
<30 or >70IV percentile 52% — neutral
Event Detection
≥10pts kinkIV kink -5.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1127.40 — favors income trades
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 +8% @ 56% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.2
bullishIV cheap, bearish flow
Long Puts6.0
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put3.6
bullishIV too cheap, bearish flow
Covered Call4.5
bearishIV too cheap, bearish flow
For educational purposes only. Not investment advice.