OMCOmnicom Group Inc.
Options Analysis Report•SERVICES-ADVERTISING AGENCIES
Market Cap $22.4B|NYSE
● 2026-04-17$78.67
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +9.1%YTD -3.3%7D +5.2%
Options Vol
574
30D
Implied Move
±9.9%
IV Rank
20%
OMC Options Overview
bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 40.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.69x — IV premium over HV
Sector Relative≤50%
Sector percentile 40% — below sector median
Term Structure
<1.1xFront/Back 1.06x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 33.4% — normal range
Spread-Adjusted Value
<80%Effective IV 85.5% (ATM 33.4% + spread 26.1% + bias) — expensive
Execution Efficiency
<3.0%Total drag 36.50% (spread 26.07% + slippage 10.43%) — high friction
Vega Efficiency
≥5.0Vega efficiency 9.98 (vega 26.014 / spread 26.07%) — efficient
Sentiment
Bullish or bearish?
5.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +7%, Raw: +9%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +7% (neutral) — Raw: +9%
OI Skew Magnitude
≥15%|OI skew| 13.5% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +51.9%, OI skew -13.5% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 71%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -100%, ATM: +31%, OTM: +5% — strong bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 25% — very bullish vs sector
Activity
Unusual activity?
2.3
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 0.6x avg — normal
Turnover Rate
≥15%Vol/OI 2.3% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change -0.2% (5d) — stable
Sector Relative≥60%
Sector activity percentile 19% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 15% — patient
Flow Conviction
≥30Conviction +7 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.2
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 26.1% — wide
Adequate OI
≥10,000OI 25,362 — adequate
Active Volume
≥500Volume 574/day — adequate
Reasonable Cost
≤$0.50$1.30 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 47% — neutral vs sector
Order Book Depth
≥100 contractsDepth 83.7 contracts (bid:46.7 ask:37.0) — thin
Execution Quality
<1.0%Avg slippage 10.43% — poor
Timing
Is now a good time?
6.7
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +5.5% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 40% — neutral
Event Detection
≥10pts kinkIV kink 2.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1478.09 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: Earnings in 11d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +7% @ 53% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.7
bullishIV cheap, mixed flow
Long Puts5.1
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.9
bullishIV too cheap, mixed flow
Covered Call4.3
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.