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Omnicom Group Inc OMC 79.01 -0.44 -0.55%

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

OMC / Comparative study

3 signals / 508 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.26
23.48
Mean
46.72
Window
-57.9%
ATM IV z 0.30
0.32
Mean
0.3
Window
+27.2%
IV Percentile z -1.36
36.58
Mean
70.58
Window
-52.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.46 0.82
ATM IV 0.46 1.00 0.58
IV Percent... 0.82 0.58 1.00
Source observations

Data inspector

1-50 of 508
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 79.01 23.48 0.32 36.58
2026-09-10 79.45 32.16 0.35 70.04
2026-09-09 78.3 20.72 0.31 27.24
2026-09-08 81.13 21.5 0.31 28.79
2026-09-07 82.67 13.75 0.28 10.94
2026-09-04 82.62 16.75 0.29 17.9
2026-09-03 84.73 14.21 0.28 11.28
2026-09-02 81.76 21.65 0.31 29.57
2026-09-01 86.09 2.95 0.24 0.78
2026-08-31 87.53 10.11 0.27 4.71
2026-08-28 88.28 17.6 0.3 18.75
2026-08-27 87.89 14.35 0.28 11.72
2026-08-26 87.89 10.39 0.27 6.25
2026-08-25 88.2 13.1 0.28 10.16
2026-08-24 88.94 13.49 0.28 10.98
2026-08-21 87.54 18.69 0.3 22.27
2026-08-20 87.07 16.81 0.29 18.36
2026-08-19 87.43 11.82 0.28 8.59
2026-08-18 86.31 20.26 0.31 26.56
2026-08-17 85.46 16.4 0.29 17.25
2026-08-14 87.57 20.03 0.31 26.56
2026-08-13 88.36 12.24 0.28 9.38
2026-08-12 85.51 22.42 0.31 33.2
2026-08-11 85.95 25.23 0.32 42.58
2026-08-10 84.65 23.3 0.32 36.47
2026-08-07 85.24 21.81 0.31 32.81
2026-08-06 82.51 28.46 0.34 56.64
2026-08-05 81.71 27.01 0.33 49.22
2026-08-04 81.81 22.99 0.32 35.94
2026-08-03 79.27 39.93 0.38 90.2
2026-07-31 78.7 25.78 0.33 44.53
2026-07-30 79.61 34.85 0.36 78.52
2026-07-29 82.58 30.07 0.34 61.72
2026-07-28 86.22 100 0.6 100
2026-07-27 82.41 67.59 0.41 97.65
2026-07-24 79.66 58.16 0.38 93.36
2026-07-23 77.9 78.33 0.44 98.83
2026-07-22 79.38 60.57 0.39 95.31
2026-07-21 79.21 66.31 0.4 97.66
2026-07-20 82.37 63.69 0.4 96.47
2026-07-17 81.73 59.95 0.39 95.31
2026-07-16 84.17 47.47 0.36 80.47
2026-07-15 80.93 54.95 0.37 92.19
2026-07-14 80.75 54.82 0.37 92.19
2026-07-13 82.55 51.73 0.37 87.84
2026-07-10 81.93 45.83 0.35 77.34
2026-07-09 80.83 57.36 0.38 94.53
2026-07-08 78.6 45.58 0.35 76.95
2026-07-07 80.84 54.39 0.37 91.8
2026-07-02 78.62 40.18 0.34 63.81