OMC Volatility Skew

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Implied Volatility Stats

Showing results for 2026-11-20(m), calls & puts

Expiration Date Avg IV

OMC Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is OMC's one-year implied volatility range?

Over the past year, Omnicom 30-day implied volatility ranged from 22.2% on Dec 22, 2025 to 148.5% on May 15, 2026.

How has OMC implied volatility changed recently?

Omnicom 30-day implied volatility went from 31.0% on Oct 7, 2026 to 30.5% on Nov 4, 2026. See the OMC implied volatility history for a longer view.

What is Omnicom Group Inc?

Omnicom is a holding company that owns several advertising agencies and related firms.

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