Omnicom Group Inc OMC 87.51 4.34 5.22%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
OMC / Comparative study
3 signals / 494 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.30
19.89
Mean
44.27
Window
-55.1%
ATM IV
z -0.04
0.3
Mean
0.31
Window
+32.7%
IV Percentile
z -1.59
26.67
Mean
68.48
Window
-49.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.46 | 0.84 |
| ATM IV | 0.46 | 1.00 | 0.56 |
| IV Percent... | 0.84 | 0.56 | 1.00 |
Source observations
Data inspector
1-50 of 494
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 87.51 | 19.89 | 0.3 | 26.67 |
| 2026-11-03 | 83.17 | 19.46 | 0.3 | 25.1 |
| 2026-11-02 | 83.99 | 15.9 | 0.29 | 14.17 |
| 2026-10-30 | 81.26 | 18.57 | 0.3 | 22.75 |
| 2026-10-29 | 80.97 | 16.56 | 0.29 | 17.65 |
| 2026-10-28 | 77.77 | 11.18 | 0.27 | 6.67 |
| 2026-10-27 | 78.73 | 21.25 | 0.31 | 30.2 |
| 2026-10-26 | 79.83 | 17.68 | 0.3 | 20.87 |
| 2026-10-23 | 82.68 | 19.86 | 0.3 | 26.27 |
| 2026-10-22 | 82.56 | 37.77 | 0.37 | 86.27 |
| 2026-10-21 | 80.5 | 27.59 | 0.33 | 56.08 |
| 2026-10-20 | 81.11 | 20.35 | 0.31 | 28.24 |
| 2026-10-19 | 79.44 | 20.22 | 0.31 | 27.45 |
| 2026-10-15 | 80.72 | 22.27 | 0.31 | 34.88 |
| 2026-10-14 | 78.41 | 24.65 | 0.32 | 45.35 |
| 2026-10-13 | 78.49 | 33.93 | 0.36 | 77.13 |
| 2026-10-12 | 77.07 | 22.09 | 0.31 | 33.46 |
| 2026-10-09 | 76.48 | 22.55 | 0.31 | 35.27 |
| 2026-10-08 | 76.45 | 27.83 | 0.33 | 54.26 |
| 2026-10-07 | 74.87 | 13.6 | 0.28 | 10.85 |
| 2026-10-06 | 75.1 | 24.44 | 0.32 | 43.41 |
| 2026-10-05 | 75.25 | 23.73 | 0.32 | 40.47 |
| 2026-10-02 | 74.15 | 17.49 | 0.3 | 19.38 |
| 2026-10-01 | 74.7 | 16.65 | 0.29 | 17.05 |
| 2026-09-30 | 73.63 | 27.85 | 0.33 | 52.71 |
| 2026-09-29 | 74.14 | 26.3 | 0.33 | 46.9 |
| 2026-09-28 | 75.1 | 25.41 | 0.32 | 44.36 |
| 2026-09-25 | 76.15 | 23.09 | 0.32 | 36.05 |
| 2026-09-24 | 74.7 | 19.11 | 0.3 | 23.35 |
| 2026-09-23 | 75.49 | 21.86 | 0.31 | 31.91 |
| 2026-09-22 | 75.34 | 20 | 0.31 | 24.9 |
| 2026-09-21 | 75.59 | 23.88 | 0.32 | 39.84 |
| 2026-09-18 | 76.57 | 16.96 | 0.29 | 18.68 |
| 2026-09-17 | 78.6 | 22.31 | 0.31 | 32.3 |
| 2026-09-16 | 79.33 | 41.83 | 0.38 | 92.61 |
| 2026-09-15 | 79.85 | 23.36 | 0.32 | 36.19 |
| 2026-09-14 | 81.07 | 21.22 | 0.31 | 26.56 |
| 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 |
| 2026-09-04 | 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 |