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OMC - Omnicom Group
Implied Volatility Analysis

Implied Volatility:
33.4%
Put/Call-Ratio:
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 Yield3.12% ($2.76)
Next Earnings Date4/18/2023 (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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