← Back to Stock / ETF implied volatility screener

OMC - Omnicom Group
Implied Volatility Analysis

Implied Volatility:
38.3%
Put/Call-Ratio:
0.22

Omnicom Group has an Implied Volatility (IV) of 38.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OMC is 56 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for OMC is 0.84 standard deviations away from its 1 year mean.

Market Cap$12.87B
Dividend Yield4.39% ($2.76)
Next Earnings Date10/18/2022 (19d)
Implied Volatility (IV) 30d
38.29
Implied Volatility Rank (IVR) 1y
56.35
Implied Volatility Percentile (IVP) 1y
78.80
Historical Volatility (HV) 30d
30.22
IV / HV
1.27
Open Interest
13.85K
Option Volume
153.00
Put/Call Ratio (Volume)
0.22

Data was calculated after the 9/28/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.