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Omnicom Group Inc. OMC

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Market datapartial · fetched 2026-10-22T21:21:20.608Z

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 · 2026-10-22T21:18:44.662049529Z

FundamentalsAlpha Vantage · unavailable

Share price$83.99
1D+4.0%
AH$80$81$83$84$855:30 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.$0.51$4.98$9.45$13.91$18.38$71.14$76.84$82.55$88.25$93.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMC spot · $83.99OMC PRICE$0.99$1.00$1.28$1.57$1.89$2.21$2.43$2.57$2.72$2.86$3.41$4.02$4.62$1.30$1.76$2.17$2.44$2.65$3.37$4.08$4.96$5.88$7.03$9.03$12.05$17.09
PutsExpensive1.65×
CallsCheap0.81×
SkewBearish+18.55 pp
Implied moveBearish±$6.51
TiltBearish40.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8841.1%13.0%76.6043.5%10.3%
25Δ89.3628.9%7.6%77.7646.6%9.5%
30Δ88.3229.2%6.7%79.4444.9%8.0%
35Δ87.3029.3%5.8%81.0041.3%6.5%
40Δ86.3629.0%5.1%82.5037.0%4.9%
45Δ85.4228.7%4.3%83.6538.5%4.4%
50Δ84.6227.3%3.6%84.8040.0%3.9%
55Δ83.9424.9%3.0%86.1241.2%3.4%
60Δ83.2622.6%2.4%87.4642.4%2.9%
65Δ82.5820.3%1.7%89.0343.4%2.4%
70Δ81.7920.4%1.4%91.3047.7%2.0%
75Δ81.0020.9%1.2%94.5554.3%1.8%
80Δ80.2021.3%1.0%99.8364.5%1.5%

20Δ

Calls
Pseudo strike
93.88
IV
41.1%
B/E move
13.0%
Puts
Pseudo strike
76.60
IV
43.5%
B/E move
10.3%

25Δ

Calls
Pseudo strike
89.36
IV
28.9%
B/E move
7.6%
Puts
Pseudo strike
77.76
IV
46.6%
B/E move
9.5%

30Δ

Calls
Pseudo strike
88.32
IV
29.2%
B/E move
6.7%
Puts
Pseudo strike
79.44
IV
44.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
87.30
IV
29.3%
B/E move
5.8%
Puts
Pseudo strike
81.00
IV
41.3%
B/E move
6.5%

40Δ

Calls
Pseudo strike
86.36
IV
29.0%
B/E move
5.1%
Puts
Pseudo strike
82.50
IV
37.0%
B/E move
4.9%

45Δ

Calls
Pseudo strike
85.42
IV
28.7%
B/E move
4.3%
Puts
Pseudo strike
83.65
IV
38.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
84.62
IV
27.3%
B/E move
3.6%
Puts
Pseudo strike
84.80
IV
40.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
83.94
IV
24.9%
B/E move
3.0%
Puts
Pseudo strike
86.12
IV
41.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
83.26
IV
22.6%
B/E move
2.4%
Puts
Pseudo strike
87.46
IV
42.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
82.58
IV
20.3%
B/E move
1.7%
Puts
Pseudo strike
89.03
IV
43.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
81.79
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
91.30
IV
47.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
81.00
IV
20.9%
B/E move
1.2%
Puts
Pseudo strike
94.55
IV
54.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
80.20
IV
21.3%
B/E move
1.0%
Puts
Pseudo strike
99.83
IV
64.5%
B/E move
1.5%

Options history

No recorded observations