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Mondelez International, Inc. Class A Common Stock MDLZ

CONSUMER DEFENSIVE · CONFECTIONERS
i

Market dataready · fetched 2026-11-06T20:56:10.098Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T20:56:08.24890595Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T20:56:08.889745+00:00

Share price$65.97
1D+0.9%
$64.52$65.13$65.74$66.34$66.955:30 AM6:30 AM9:00 AM1:00 PMMDLZ
Sold putSold call

Mondelez International, Inc. Class A Common Stock options

Live interpolated MDLZ call and put midpoint premiums by absolute delta.Mondelez International, Inc. Class A Common Stock$0.23$0.91$1.58$2.26$2.93$61.57$63.90$66.24$68.57$70.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MDLZ spot · $65.97MDLZ PRICE$0.35$0.47$0.57$0.63$0.83$1.10$1.36$1.48$1.54$1.61$2.02$2.50$0.31$0.43$0.58$0.73$1.04$1.38$1.66$1.78$1.91$2.03$2.16$2.28$2.74
PutsCheap0.91×
Calls——
Skew——
Implied moveBearish±$3.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.4430.5%4.3%63.8129.6%3.7%
25Δ68.1733.5%4.1%64.2629.9%3.3%
30Δ67.7834.0%3.6%64.6031.3%3.0%
35Δ67.1830.2%2.8%64.9532.7%2.7%
40Δ66.7631.4%2.5%65.3336.9%2.5%
45Δ66.4234.7%2.4%65.7241.5%2.5%
50Δ66.0938.0%2.2%66.1044.0%2.3%
55Δ65.7536.3%1.9%66.4641.1%2.0%
60Δ65.4132.8%1.5%66.8138.2%1.6%
65Δ65.0729.3%1.1%67.1735.3%1.3%
70Δ64.5531.3%0.9%67.5232.4%0.9%
75Δ64.0034.5%0.8%67.8829.5%0.6%
80Δ68.4629.1%0.4%

20Δ

Calls
Pseudo strike
68.44
IV
30.5%
B/E move
4.3%
Puts
Pseudo strike
63.81
IV
29.6%
B/E move
3.7%

25Δ

Calls
Pseudo strike
68.17
IV
33.5%
B/E move
4.1%
Puts
Pseudo strike
64.26
IV
29.9%
B/E move
3.3%

30Δ

Calls
Pseudo strike
67.78
IV
34.0%
B/E move
3.6%
Puts
Pseudo strike
64.60
IV
31.3%
B/E move
3.0%

35Δ

Calls
Pseudo strike
67.18
IV
30.2%
B/E move
2.8%
Puts
Pseudo strike
64.95
IV
32.7%
B/E move
2.7%

40Δ

Calls
Pseudo strike
66.76
IV
31.4%
B/E move
2.5%
Puts
Pseudo strike
65.33
IV
36.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
66.42
IV
34.7%
B/E move
2.4%
Puts
Pseudo strike
65.72
IV
41.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
66.09
IV
38.0%
B/E move
2.2%
Puts
Pseudo strike
66.10
IV
44.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
65.75
IV
36.3%
B/E move
1.9%
Puts
Pseudo strike
66.46
IV
41.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
65.41
IV
32.8%
B/E move
1.5%
Puts
Pseudo strike
66.81
IV
38.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
65.07
IV
29.3%
B/E move
1.1%
Puts
Pseudo strike
67.17
IV
35.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
64.55
IV
31.3%
B/E move
0.9%
Puts
Pseudo strike
67.52
IV
32.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
64.00
IV
34.5%
B/E move
0.8%
Puts
Pseudo strike
67.88
IV
29.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.46
IV
29.1%
B/E move
0.4%

Options history

IV · four-Friday blend25.71%
Daily close
MDLZ19.3%32.9%46.5%2026-08-10: 30.02%2026-08-11: 28.64%2026-08-12: 32.55%2026-08-13: 30.74%2026-08-14: 24.29%2026-08-17: 29.73%2026-08-18: 31.24%2026-08-19: 28.86%2026-08-20: 40.44%2026-08-21: 21.46%2026-08-24: 27.06%2026-08-25: 25.69%2026-08-26: 26.16%2026-08-27: 34.68%2026-08-28: 22.33%2026-08-31: 21.22%2026-09-01: 27.46%2026-09-02: 24.13%2026-09-03: 39.20%2026-09-04: 23.10%2026-09-08: 32.65%2026-09-09: 33.23%2026-09-10: 38.66%2026-09-11: 23.15%2026-09-14: 26.79%2026-09-15: 30.23%2026-09-16: 28.54%2026-09-17: 25.12%2026-09-18: 23.57%2026-09-21: 22.35%2026-09-22: 23.24%2026-09-23: 27.43%2026-09-24: 27.02%2026-09-25: 23.21%2026-09-28: 29.09%2026-09-29: 28.74%2026-09-30: 23.65%2026-10-01: 29.48%2026-10-02: 25.29%2026-10-05: 24.67%2026-10-06: 25.92%2026-10-07: 33.65%2026-10-08: 32.97%2026-10-09: 24.24%2026-10-12: 27.66%2026-10-14: 27.35%2026-10-16: 26.05%2026-10-19: 28.18%2026-10-20: 29.16%2026-10-21: 32.72%2026-10-22: 43.49%2026-10-23: 30.95%2026-10-26: 35.54%2026-10-27: 33.96%2026-10-28: 40.39%2026-10-29: 44.61%2026-10-30: 25.71%Aug 10Sep 18Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
30.02%
28.64%
32.55%
30.74%
24.29%
29.73%
31.24%
28.86%
40.44%
21.46%
27.06%
25.69%
26.16%
34.68%
22.33%
21.22%
27.46%
24.13%
39.20%
23.10%
32.65%
33.23%
38.66%
23.15%
26.79%
30.23%
28.54%
25.12%
23.57%
22.35%
23.24%
27.43%
27.02%
23.21%
29.09%
28.74%
23.65%
29.48%
25.29%
24.67%
25.92%
33.65%
32.97%
24.24%
27.66%
27.35%
26.05%
28.18%
29.16%
32.72%
43.49%
30.95%
35.54%
33.96%
40.39%
44.61%
25.71%