← Back to Stock / ETF implied volatility screenerOMC - Omnicom Group
OMC - Omnicom Group
Implied Volatility Analysis
Implied Volatility:
33.4%
33.4%
Put/Call-Ratio:
0.66
0.66
Omnicom Group has an Implied Volatility (IV) of 33.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OMC is 36 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for OMC is -0.02 standard deviations away from its 1 year mean.
| Market Cap | $17.97B |
|---|---|
| Dividend Yield | 3.12% ($2.76) |
| Next Earnings Date | 4/18/2023 (24d) |
| Implied Volatility (IV) 30d | 33.35 |
| Implied Volatility Rank (IVR) 1y | 36.12 |
| Implied Volatility Percentile (IVP) 1y | 56.75 |
| Historical Volatility (HV) 30d | 22.08 |
| IV / HV | 1.51 |
| Open Interest | 9.33K |
| Option Volume | 304.00 |
| Put/Call Ratio (Volume) | 0.66 |
Data was calculated after the 3/24/2023 closing.
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