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Omnicom Group Inc. OMC

i

Market dataready · fetched 2026-11-12T02:47:58.017Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001666884Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:47:57.628161+00:00

Share price$88.88
1D+1.0%
AH$87.71$88.06$88.41$88.76$89.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOMC
Sold putSold callAH

Omnicom Group Inc. options

Live interpolated OMC call and put midpoint premiums by absolute delta.Omnicom Group Inc.$0.50$2.20$3.89$5.58$7.27$80.79$84.44$88.09$91.73$95.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OMC spot · $88.88OMC PRICE$0.69$0.86$1.04$1.22$1.39$1.56$1.73$1.91$2.08$2.38$2.85$3.32$0.85$1.15$1.40$1.57$1.75$2.00$2.26$2.51$2.94$3.48$4.03$5.01$6.78
PutsExpensive1.31×
Calls——
Skew——
Implied moveBearish±$3.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.7447.8%6.7%
25Δ92.3633.7%4.7%84.5551.1%6.2%
30Δ91.6532.9%4.1%85.5050.9%5.4%
35Δ90.9432.1%3.5%86.6246.4%4.3%
40Δ90.2331.4%2.9%87.6542.4%3.4%
45Δ89.6830.2%2.5%88.3540.6%2.9%
50Δ89.2028.8%2.1%89.0438.9%2.4%
55Δ88.7227.4%1.8%89.7437.1%1.9%
60Δ88.2526.0%1.4%90.4836.8%1.5%
65Δ87.7724.6%1.1%91.2437.3%1.3%
70Δ87.2423.9%0.8%92.0137.9%1.0%
75Δ86.6524.0%0.7%93.1740.7%0.8%
80Δ86.0524.1%0.6%95.0447.8%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.74
IV
47.8%
B/E move
6.7%

25Δ

Calls
Pseudo strike
92.36
IV
33.7%
B/E move
4.7%
Puts
Pseudo strike
84.55
IV
51.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
91.65
IV
32.9%
B/E move
4.1%
Puts
Pseudo strike
85.50
IV
50.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
90.94
IV
32.1%
B/E move
3.5%
Puts
Pseudo strike
86.62
IV
46.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
90.23
IV
31.4%
B/E move
2.9%
Puts
Pseudo strike
87.65
IV
42.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
89.68
IV
30.2%
B/E move
2.5%
Puts
Pseudo strike
88.35
IV
40.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
89.20
IV
28.8%
B/E move
2.1%
Puts
Pseudo strike
89.04
IV
38.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
88.72
IV
27.4%
B/E move
1.8%
Puts
Pseudo strike
89.74
IV
37.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
88.25
IV
26.0%
B/E move
1.4%
Puts
Pseudo strike
90.48
IV
36.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
87.77
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
91.24
IV
37.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
87.24
IV
23.9%
B/E move
0.8%
Puts
Pseudo strike
92.01
IV
37.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
86.65
IV
24.0%
B/E move
0.7%
Puts
Pseudo strike
93.17
IV
40.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
86.05
IV
24.1%
B/E move
0.6%
Puts
Pseudo strike
95.04
IV
47.8%
B/E move
0.7%

Options history

IV · four-Friday blend30.06%
Daily EOD
OMC27.2%29.9%32.5%2026-10-19: 30.36%2026-10-20: 31.93%2026-10-21: 32.16%2026-10-22: 31.70%2026-10-23: 29.10%2026-10-26: 29.02%2026-10-27: 28.01%2026-10-28: 29.74%2026-10-29: 27.56%2026-10-30: 30.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.36%
31.93%
32.16%
31.70%
29.10%
29.02%
28.01%
29.74%
27.56%
30.06%