I am using the newest CMake (3.9.3) from Homebrew along with LLVM 5.0.0 also from Brew, because Clang here has OpenMP support.
This worked in CMake 3.8.2 with LLVM 5
Apparently, case is important. For an unrelated project I can make it work with
find_package ( OPENMP REQUIRED )
This didn't work:
find_package ( OpenMP REQUIRED )
With that directive, no need for setting all the other flags by hand. cmake 3.13.2, clang-1000.11.45.5 (High Sierra)