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OMC - Omnicom Group
Implied Volatility Analysis

Implied Volatility:
45.7%
Put/Call-Ratio:
1.67

Omnicom Group has an Implied Volatility (IV) of 45.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OMC is 85 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for OMC is 2.35 standard deviations away from its 1 year mean.

Market Cap$12.99B
Dividend Yield4.37% ($2.76)
Next Earnings Date7/19/2022 (25d)
Implied Volatility (IV) 30d
45.73
Implied Volatility Rank (IVR) 1y
85.05
Implied Volatility Percentile (IVP) 1y
98.38
Historical Volatility (HV) 30d
33.14
IV / HV
1.38
Open Interest
10.25K
Option Volume
1.41K
Put/Call Ratio (Volume)
1.67

Data was calculated after the 6/23/2022 closing.

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