MEDP Moves

Medpace Holdings MEDP 653.11 18.13 2.86%

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Expected move

November 06, 2026 close · $643.97

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$12.56	$631.41 – $656.53	$628.90 – $659.04	$617.05 – $670.89
2 sessions	±2.7% ±$17.45	$626.52 – $661.42	$622.85 – $665.09	$606.36 – $681.58
3 sessions	±3.4% ±$21.96	$622.01 – $665.93	$617.76 – $670.18	$597.22 – $690.72
1 week	±4.3% ±$27.88	$616.09 – $671.85	$609.84 – $678.10	$584.53 – $703.41
2 weeks	±6.1% ±$39.15	$604.82 – $683.12	$595.54 – $692.40	$560.38 – $727.56
3 weeks	±6.9% ±$44.43	$599.54 – $688.40	$588.72 – $699.22	$550.08 – $737.86
1 month	±7.8% ±$49.97	$594.00 – $693.94	$581.63 – $706.31	$538.04 – $749.90

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±11.41%

Average actual move

7.52%

Beyond the implied move

0 / 1

Median IV change

-38.53%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 11, 2025	±11.41%	-7.52%	0.66×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →