OMC · Expected Move
Omnicom Group Inc.
The expected move for OMC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
OMC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current OMC Expected Move
30-Day Straddle
$5.90
7-Day Straddle
$0.85
30-Day ATM IV
29.8%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to OMC's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
OMC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.90 | $0.85 | 29.8% | 17% |
| 20261015 | $6.07 | $1.27 | 31.1% | 29% |
| 20261014 | $6.08 | $1.70 | 29.5% | 14% |
| 20261013 | $6.20 | $2.73 | 29.7% | 15% |
| 20261012 | $5.97 | $2.25 | 30.4% | 22% |
| 20261009 | $6.47 | $3.05 | 36.5% | 80% |
| 20261008 | $6.58 | $3.33 | 31.6% | 34% |
| 20261007 | $6.43 | $2.90 | 31.2% | 30% |
| 20261006 | $7.82 | $3.90 | 37.6% | 90% |
| 20261005 | $6.95 | $3.62 | 33.0% | 46% |
| 20261002 | $3.75 | $3.75 | 31.3% | 30% |
| 20261001 | $4.20 | $4.20 | 33.1% | 47% |
| 20260930 | $5.08 | $5.08 | 34.1% | 57% |
| 20260929 | $4.15 | $4.15 | 32.6% | 43% |
| 20260928 | $4.35 | $4.35 | 34.2% | 58% |
| 20260925 | $4.68 | $4.68 | 31.7% | 34% |
| 20260924 | $4.70 | $4.70 | 32.5% | 42% |
| 20260923 | $4.88 | $4.88 | 32.4% | 41% |
| 20260922 | $4.88 | $4.88 | 32.1% | 38% |
| 20260921 | $5.15 | $5.15 | 32.2% | 39% |
| 20260918 | $5.53 | $2.75 | 32.1% | 38% |
| 20260917 | $5.45 | $2.88 | 30.2% | 21% |
| 20260916 | $7.07 | $3.40 | 38.4% | 98% |
| 20260915 | $5.97 | $2.10 | 32.2% | 39% |
| 20260914 | $5.65 | $2.50 | 29.6% | 14% |
| 20260911 | $6.18 | $3.40 | 31.3% | 31% |
| 20260910 | $6.45 | $3.65 | 32.1% | 38% |
| 20260909 | $6.22 | $3.67 | 30.7% | 24% |
| 20260908 | $6.50 | $4.05 | 31.4% | 32% |
| 20260904 | $6.78 | $4.15 | 30.9% | 26% |
| 20260903 | $6.65 | $4.45 | 29.8% | 16% |
| 20260902 | $4.28 | $4.28 | 30.8% | 26% |
| 20260901 | $4.70 | $4.70 | 28.8% | 7% |
| 20260831 | $4.58 | $4.58 | 28.1% | 0% |
| 20260828 | $5.43 | $5.43 | 29.1% | 10% |
| 20260827 | $4.90 | $4.90 | 28.1% | 0% |
| 20260826 | $5.12 | $5.12 | 28.7% | 6% |
| 20260825 | $5.35 | $5.35 | 29.0% | 9% |
| 20260824 | $5.40 | $5.40 | 29.1% | 10% |
| 20260821 | $5.82 | $0.43 | 30.0% | 18% |
| 20260820 | $5.83 | $1.18 | 29.5% | 14% |
| 20260819 | $5.57 | $1.77 | 28.1% | 0% |
| 20260818 | $6.05 | $1.95 | 30.6% | 17% |
| 20260817 | $5.93 | $2.20 | 29.1% | 0% |
| 20260814 | $6.47 | $2.38 | 29.9% | 1% |
| 20260813 | $6.75 | $2.97 | 30.4% | 7% |
| 20260812 | $7.20 | $3.58 | 32.7% | 34% |
| 20260811 | $7.72 | $4.10 | 33.7% | 43% |
| 20260810 | $7.30 | $3.73 | 32.9% | 35% |
| 20260807 | — | — | 33.5% | 39% |
| 20260806 | $7.45 | $5.08 | 33.4% | 38% |
| 20260805 | $4.65 | $4.65 | 32.5% | 28% |
| 20260804 | $4.72 | $4.72 | 33.2% | 36% |
| 20260803 | $5.75 | $5.75 | 37.5% | 80% |
| 20260731 | $5.03 | $5.03 | 32.9% | 33% |
| 20260730 | $5.38 | $5.38 | 32.5% | 29% |
| 20260729 | $5.00 | $5.00 | 30.1% | 4% |
| 20260728 | $7.08 | $7.08 | 37.9% | 85% |
| 20260727 | $6.62 | $6.62 | 37.6% | 81% |
| 20260724 | $6.50 | $6.50 | 37.2% | 78% |
More on OMC
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.