Option Greeks measure how Medpace Holdings Inc (MEDP) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. MEDP implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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MEDP Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the MEDP Greeks charts?
Gamma, theta, and vega are largest for strikes near the Medpace stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect MEDP's Greeks?
Medpace IV rank is 3, so implied volatility is near the bottom of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 29.6% to 196.5%. See the MEDP implied volatility history for a longer view.
How much gamma and delta do MEDP options carry in total?
Across all open Medpace options on Nov 4, 2026, net gamma exposure was -$760.72K and net delta exposure was $20.83M per 1% move in the stock. The MEDP gamma exposure chart shows where that gamma sits by strike.
What is Medpace Holdings Inc?
Medpace is a late-stage contract research organization that provides full-service drug-development and clinical trial services to small and midsize biotechnology, pharmaceutical, and medical device firms.