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Mondelez International Inc MDLZ

CONSUMER DEFENSIVE · CONFECTIONERS
i

Market dataready · fetched 2026-10-15T21:08:34.064Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:40:59.674460602Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:08:32.031279+00:00

Share price$63.03
1D-0.8%
AH$62.87$63.30$63.72$64.14$64.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDLZ
Sold putSold callAH

Mondelez International Inc options

Live interpolated MDLZ call and put midpoint premiums by absolute delta.Mondelez International Inc$0.27$0.49$0.71$0.93$1.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $63.03OPTION PRICEMDLZ PRICE$0.68$1.07$1.07$0.95$0.77$0.59$0.40$0.40$0.52$0.64$0.77$0.93$1.09$0.77$0.29$0.31$0.37$0.38$0.38
PutsExpensive3.25×
CallsExpensive2.20×
SkewBullish-12.17 pp
Implied move——
TiltBullish59.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.45204.4%11.3%57.01234.5%10.8%
25Δ68.93237.8%11.1%61.5865.6%2.8%
30Δ66.55184.7%7.3%62.2248.9%1.8%
35Δ65.50146.6%5.4%62.4647.6%1.5%
40Δ64.77110.7%4.0%62.6741.4%1.2%
45Δ64.0474.7%2.5%62.8734.4%0.8%
50Δ63.3138.7%1.1%
55Δ62.9224.8%0.4%
60Δ62.7727.6%0.4%
65Δ62.6330.3%0.4%
70Δ62.4832.9%0.3%
75Δ62.2833.7%0.3%
80Δ62.0834.6%0.2%

20Δ

Calls
Pseudo strike
69.45
IV
204.4%
B/E move
11.3%
Puts
Pseudo strike
57.01
IV
234.5%
B/E move
10.8%

25Δ

Calls
Pseudo strike
68.93
IV
237.8%
B/E move
11.1%
Puts
Pseudo strike
61.58
IV
65.6%
B/E move
2.8%

30Δ

Calls
Pseudo strike
66.55
IV
184.7%
B/E move
7.3%
Puts
Pseudo strike
62.22
IV
48.9%
B/E move
1.8%

35Δ

Calls
Pseudo strike
65.50
IV
146.6%
B/E move
5.4%
Puts
Pseudo strike
62.46
IV
47.6%
B/E move
1.5%

40Δ

Calls
Pseudo strike
64.77
IV
110.7%
B/E move
4.0%
Puts
Pseudo strike
62.67
IV
41.4%
B/E move
1.2%

45Δ

Calls
Pseudo strike
64.04
IV
74.7%
B/E move
2.5%
Puts
Pseudo strike
62.87
IV
34.4%
B/E move
0.8%

50Δ

Calls
Pseudo strike
63.31
IV
38.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
62.92
IV
24.8%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
62.77
IV
27.6%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
62.63
IV
30.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
62.48
IV
32.9%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
62.28
IV
33.7%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
62.08
IV
34.6%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move