OMC (Omnicom Group Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where OMC's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on OMC are priced rich or cheap relative to its own recent regime.

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.

OMC IV Rank Summary
Current
3%
Compressed — premium buying regime
30-Day Avg
48%
60-Day Avg
29%
90-Day Avg
33%
90-Day Low
0%
90-Day High
98%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in OMC's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
OMC IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260716 3% 0.4%
20260715 4% 0.4%
20260714 4% 0.4%
20260713 4% 0.4%
20260710 2% 0.4%
20260709 1% 0.4%
20260708 0% 0.4%
20260707 3% 0.4%
20260706 0% 0.4%
20260702 96% 1.8%
20260701 92% 1.8%
20260630 85% 1.7%
20260629 93% 1.8%
20260626 77% 1.5%
20260625 83% 1.6%
20260624 78% 1.6%
20260623 78% 1.6%
20260622 71% 1.5%
20260618 64% 1.4%
20260617 57% 1.2%
20260616 60% 1.3%
20260615 58% 1.3%
20260613 51% 1.2%
20260612 54% 1.2%
20260611 56% 1.2%
20260610 57% 1.3%
20260609 57% 1.2%
20260608 52% 1.2%
20260605 50% 1.2%
20260604 46% 1.1%
20260603 47% 1.1%
20260602 16% 0.6%
20260601 14% 0.6%
20260529 12% 0.6%
20260528 10% 0.5%
20260527 8% 0.5%
20260526 8% 0.5%
20260522 7% 0.5%
20260521 8% 0.5%
20260520 11% 0.5%
20260519 8% 0.5%
20260518 7% 0.5%
20260515 6% 0.5%
20260514 4% 0.4%
20260513 4% 0.4%
20260512 6% 0.5%
20260511 4% 0.4%
20260510 4% 0.4%
20260508 3% 0.4%
20260507 3% 0.4%
20260506 2% 0.4%
20260505 3% 0.4%
20260504 3% 0.4%
20260502 19% 0.7%
20260501 17% 0.6%
20260430 19% 0.7%
20260429 19% 0.6%
20260428 17% 0.6%
20260427 15% 0.6%
20260424 13% 0.6%
20260423 13% 0.6%
20260422 12% 0.5%
20260421 15% 0.6%
20260420 9% 0.5%
20260417 10% 0.5%
20260416 8% 0.5%
20260415 8% 0.5%
20260414 8% 0.5%
20260413 7% 0.5%
20260410 7% 0.5%
20260409 5% 0.4%
20260408 7% 0.5%
20260407 7% 0.5%
20260406 6% 0.5%
20260402 7% 0.5%
20260401 90% 1.8%
20260331 98% 1.9%
20260330 83% 1.7%
20260327 81% 1.6%
20260326 77% 1.6%
20260325 70% 1.5%
20260324 74% 1.5%
20260323 69% 1.4%
20260320 61% 1.3%
20260319 64% 1.4%
20260318 62% 1.3%
20260317 60% 1.3%
20260316 53% 1.2%
20260313 54% 1.2%
20260312 52% 1.2%