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Omnicom Group Inc. OMC

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Market datapartial · fetched 2026-10-22T14:04:14.810Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:04:00.049296896Z

FundamentalsAlpha Vantage · unavailable

Share price$80.44
1D-0.3%
$79.95$80.18$80.41$80.65$80.885:30 AM6:30 AM9:00 AM1:00 PMOMC
Sold putSold call

Omnicom Group Inc. options

Live interpolated OMC call and put midpoint premiums by absolute delta.Omnicom Group Inc.$0.75$2.91$5.07$7.23$9.39$70.70$75.70$80.70$85.71$90.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMC spot · $80.44OMC PRICE$1.15$1.47$1.30$1.78$2.26$2.71$3.08$3.44$4.05$4.69$5.34$6.01$6.81$0.99$1.29$1.69$2.06$2.41$2.76$3.16$3.56$4.06$4.76$5.46$7.33$8.77
PutsExpensive1.28×
CallsExpensive1.19×
SkewBullish-2.32 pp
Implied moveBalanced±$6.24
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.2747.8%14.9%74.0437.9%9.2%
25Δ88.9646.4%12.4%75.7935.4%7.4%
30Δ84.6730.5%6.9%76.8636.4%6.6%
35Δ83.8833.1%6.5%77.9336.4%5.7%
40Δ83.1035.7%6.1%79.0235.1%4.8%
45Δ82.2537.4%5.6%80.0933.9%3.9%
50Δ81.1736.1%4.7%80.9932.8%3.2%
55Δ80.1034.8%3.9%81.9031.7%2.6%
60Δ79.0535.0%3.3%82.8431.0%2.1%
65Δ78.0135.4%2.8%83.8531.2%1.7%
70Δ76.9635.2%2.3%84.8631.3%1.3%
75Δ75.9134.3%1.9%86.8935.8%1.1%
80Δ74.7633.9%1.4%88.5836.7%0.8%

20Δ

Calls
Pseudo strike
91.27
IV
47.8%
B/E move
14.9%
Puts
Pseudo strike
74.04
IV
37.9%
B/E move
9.2%

25Δ

Calls
Pseudo strike
88.96
IV
46.4%
B/E move
12.4%
Puts
Pseudo strike
75.79
IV
35.4%
B/E move
7.4%

30Δ

Calls
Pseudo strike
84.67
IV
30.5%
B/E move
6.9%
Puts
Pseudo strike
76.86
IV
36.4%
B/E move
6.6%

35Δ

Calls
Pseudo strike
83.88
IV
33.1%
B/E move
6.5%
Puts
Pseudo strike
77.93
IV
36.4%
B/E move
5.7%

40Δ

Calls
Pseudo strike
83.10
IV
35.7%
B/E move
6.1%
Puts
Pseudo strike
79.02
IV
35.1%
B/E move
4.8%

45Δ

Calls
Pseudo strike
82.25
IV
37.4%
B/E move
5.6%
Puts
Pseudo strike
80.09
IV
33.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
81.17
IV
36.1%
B/E move
4.7%
Puts
Pseudo strike
80.99
IV
32.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
80.10
IV
34.8%
B/E move
3.9%
Puts
Pseudo strike
81.90
IV
31.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
79.05
IV
35.0%
B/E move
3.3%
Puts
Pseudo strike
82.84
IV
31.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
78.01
IV
35.4%
B/E move
2.8%
Puts
Pseudo strike
83.85
IV
31.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
76.96
IV
35.2%
B/E move
2.3%
Puts
Pseudo strike
84.86
IV
31.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
75.91
IV
34.3%
B/E move
1.9%
Puts
Pseudo strike
86.89
IV
35.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
74.76
IV
33.9%
B/E move
1.4%
Puts
Pseudo strike
88.58
IV
36.7%
B/E move
0.8%

Options history

No recorded observations