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Omnicom Group Inc OMC 87.51 4.34 5.22%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $87.51
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$1.13 $86.38 – $88.64 $86.15 – $88.87 $85.08 – $89.94
2 sessions ±1.8% ±$1.58 $85.93 – $89.09 $85.60 – $89.42 $84.11 – $90.91
3 sessions ±2.3% ±$1.99 $85.52 – $89.50 $85.15 – $89.87 $83.28 – $91.74
1 week ±2.9% ±$2.52 $84.99 – $90.03 $84.43 – $90.59 $82.14 – $92.88
2 weeks ±4.0% ±$3.54 $83.97 – $91.05 $83.13 – $91.89 $79.96 – $95.06
3 weeks ±5.0% ±$4.38 $83.13 – $91.89 $82.06 – $92.96 $78.25 – $96.77
1 month ±6.0% ±$5.22 $82.29 – $92.73 $80.99 – $94.03 $76.44 – $98.58
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.07%
Average actual move
5.95%
Beyond the implied move
1 / 2
Median IV change
-21.04%
Reaction session Implied Actual Used ATM IV before → after
July 16, 2025 ±5.16% +4.62% 0.90× 37.4% → 29.8%
April 16, 2025 ±4.98% -7.28% 1.46× 36.9% → 29.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →