Communication Services Large Cap Tech Reference Data Updated 2026-05-31

OMC Gamma Exposure, IV Rank & Implied Volatility

Omnicom Group (OMC) options data — GEX, IV rank, options chain & Greeks

OMC options trade with implied volatility typically in the 16% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 62.8 /100
IV 58.4%
Simulated data for display · open live OMC on the platform →

An IV rank near 62.8 (the value shown here is illustrative) would mean implied volatility is in roughly the 62.8th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live OMC IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 46.5%88.4%

Chart shows simulated data for display purposes. View the real OMC IV history on the live platform →

Comprehensive options market data for Omnicom Group (OMC).

OMC Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 16% - 35%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
16% - 35%
Market Cap
$18B+
Weeklies
Yes

1 About Omnicom Group (OMC)

Omnicom Group is one of the world's largest advertising and marketing services companies, operating BBDO, DDB, TBWA, and other leading agency networks.

Company Profile

Sector Communication Services
Industry Advertising Agencies
Market Cap $18B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Omnicom Group operates in the Communication Services sector.

2 OMC Options Market Overview

OMC options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

OMC options are available for trading across multiple expirations.

3 OMC Implied Volatility & IV Rank

OMC implied volatility reflects growth expectations and technology sector dynamics.

Low IV Environment
16% - 20%
Below average volatility
Typical IV Range
20% - 30%
Normal conditions
Elevated IV
30% - 35%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short OMC options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

OMC IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View OMC Volatility Lab

OMC Gamma Exposure (GEX)

Gamma Exposure analysis for OMC reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: OMC tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live OMC GEX

4 Common OMC Options Strategies

These are strategies commonly used by traders on OMC options, based on typical market characteristics. This is not investment advice.

Popular for OMC shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on OMC.

Range-bound strategy for OMC between events.

Key Considerations for OMC Options

  • OMC options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: OMC Options

What is OMC's typical implied volatility?

OMC implied volatility typically ranges from 16% - 35%.

Does OMC have weekly options?

OMC offers weekly options.

What is OMC's options trading profile?

OMC (Omnicom Group) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 16% - 35% range. The position sits in the Communication Services category for portfolio diversification and options strategy design.

How does OMC implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on OMC?

Popular strategies on OMC options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is OMC's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence OMC's intraday price action. OMC tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live OMC GEX levels and the gamma-flip point on ApexVol.

What is OMC's IV rank?

OMC's IV rank shows where OMC's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. OMC implied volatility typically ranges from 16% - 35%. Check OMC's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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