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Omnicom Group Inc. OMC

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Market datapartial · fetched 2026-10-23T03:30:25.367Z

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 · 2026-10-22T23:25:37.251015888Z

FundamentalsAlpha Vantage · unavailable

Share price$84.75
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.$0.00$9.32$18.64$27.96$37.28$69.27$75.76$82.25$88.74$95.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMC spot · $84.75OMC PRICE$1.05$0.91$1.17$1.43$1.71$1.99$2.27$2.42$2.51$2.60$2.70$2.79$2.92$1.39$1.86$2.30$2.54$3.05$3.82$4.71$5.70$6.93$8.91$11.99$16.96$34.59
PutsExpensive1.99×
CallsCheap0.70×
SkewBearish+30.98 pp
Implied moveBearish±$6.97
TiltBearish59.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.2943.5%13.7%76.8146.6%11.0%
25Δ89.6726.4%6.9%78.1948.7%9.9%
30Δ88.7126.4%6.1%80.0047.1%8.3%
35Δ87.7526.4%5.2%81.6942.4%6.6%
40Δ86.8925.9%4.5%83.1541.2%5.5%
45Δ86.0725.4%3.9%84.3943.2%4.9%
50Δ85.2424.8%3.3%85.7545.1%4.4%
55Δ84.6923.2%2.8%87.2146.8%3.8%
60Δ84.2421.1%2.4%88.8948.5%3.3%
65Δ83.8019.1%1.9%91.1853.4%2.9%
70Δ83.3517.1%1.5%94.4961.2%2.7%
75Δ82.9115.0%1.1%99.6772.6%2.4%
80Δ82.4413.1%0.7%117.09113.2%2.7%

20Δ

Calls
Pseudo strike
95.29
IV
43.5%
B/E move
13.7%
Puts
Pseudo strike
76.81
IV
46.6%
B/E move
11.0%

25Δ

Calls
Pseudo strike
89.67
IV
26.4%
B/E move
6.9%
Puts
Pseudo strike
78.19
IV
48.7%
B/E move
9.9%

30Δ

Calls
Pseudo strike
88.71
IV
26.4%
B/E move
6.1%
Puts
Pseudo strike
80.00
IV
47.1%
B/E move
8.3%

35Δ

Calls
Pseudo strike
87.75
IV
26.4%
B/E move
5.2%
Puts
Pseudo strike
81.69
IV
42.4%
B/E move
6.6%

40Δ

Calls
Pseudo strike
86.89
IV
25.9%
B/E move
4.5%
Puts
Pseudo strike
83.15
IV
41.2%
B/E move
5.5%

45Δ

Calls
Pseudo strike
86.07
IV
25.4%
B/E move
3.9%
Puts
Pseudo strike
84.39
IV
43.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
85.24
IV
24.8%
B/E move
3.3%
Puts
Pseudo strike
85.75
IV
45.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
84.69
IV
23.2%
B/E move
2.8%
Puts
Pseudo strike
87.21
IV
46.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
84.24
IV
21.1%
B/E move
2.4%
Puts
Pseudo strike
88.89
IV
48.5%
B/E move
3.3%

65Δ

Calls
Pseudo strike
83.80
IV
19.1%
B/E move
1.9%
Puts
Pseudo strike
91.18
IV
53.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
83.35
IV
17.1%
B/E move
1.5%
Puts
Pseudo strike
94.49
IV
61.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
82.91
IV
15.0%
B/E move
1.1%
Puts
Pseudo strike
99.67
IV
72.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
82.44
IV
13.1%
B/E move
0.7%
Puts
Pseudo strike
117.09
IV
113.2%
B/E move
2.7%

Options history

No recorded observations