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Mondelez International Inc MDLZ

CONSUMER DEFENSIVE · CONFECTIONERS
i

Market dataready · fetched 2026-10-16T22:46:35.919Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:34:46.203369411Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:46:35.402431+00:00

Share price$63.90
1D+1.1%
AH$63.10$63.43$63.77$64.10$64.435:30 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$0.22$1.74$3.27$4.79$6.32$59.57$61.72$63.87$66.02$68.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDLZ spot · $63.90MDLZ PRICE$0.86$0.51$0.38$0.47$0.58$0.68$0.80$1.15$1.50$2.14$3.39$4.63$5.88$0.87$0.56$0.63$0.69$0.68$0.65$0.63$0.99$1.41$1.76$1.90$2.04$2.18
PutsExpensive1.79×
CallsExpensive1.35×
SkewBullish-6.20 pp
Implied moveBullish±$1.43
TiltBullish21.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.8493.0%13.8%58.3485.6%10.1%
25Δ67.2045.2%6.0%61.4542.7%4.7%
30Δ65.1523.8%2.6%62.1737.8%3.7%
35Δ64.7622.4%2.1%62.8932.8%2.7%
40Δ64.5022.5%1.8%63.2827.8%2.0%
45Δ64.2422.6%1.6%63.6222.9%1.5%
50Δ63.9723.0%1.4%63.9517.9%0.9%
55Δ63.6127.1%1.3%64.3321.9%0.9%
60Δ63.2431.3%1.3%64.7127.4%0.9%
65Δ62.5536.9%1.2%65.0731.0%0.9%
70Δ61.2345.4%1.1%65.3329.0%0.7%
75Δ59.9153.9%1.0%65.6027.0%0.5%
80Δ58.5862.5%0.9%65.8725.0%0.3%

20Δ

Calls
Pseudo strike
71.84
IV
93.0%
B/E move
13.8%
Puts
Pseudo strike
58.34
IV
85.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
67.20
IV
45.2%
B/E move
6.0%
Puts
Pseudo strike
61.45
IV
42.7%
B/E move
4.7%

30Δ

Calls
Pseudo strike
65.15
IV
23.8%
B/E move
2.6%
Puts
Pseudo strike
62.17
IV
37.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
64.76
IV
22.4%
B/E move
2.1%
Puts
Pseudo strike
62.89
IV
32.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
64.50
IV
22.5%
B/E move
1.8%
Puts
Pseudo strike
63.28
IV
27.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
64.24
IV
22.6%
B/E move
1.6%
Puts
Pseudo strike
63.62
IV
22.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
63.97
IV
23.0%
B/E move
1.4%
Puts
Pseudo strike
63.95
IV
17.9%
B/E move
0.9%

55Δ

Calls
Pseudo strike
63.61
IV
27.1%
B/E move
1.3%
Puts
Pseudo strike
64.33
IV
21.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
63.24
IV
31.3%
B/E move
1.3%
Puts
Pseudo strike
64.71
IV
27.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
62.55
IV
36.9%
B/E move
1.2%
Puts
Pseudo strike
65.07
IV
31.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
61.23
IV
45.4%
B/E move
1.1%
Puts
Pseudo strike
65.33
IV
29.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
59.91
IV
53.9%
B/E move
1.0%
Puts
Pseudo strike
65.60
IV
27.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
58.58
IV
62.5%
B/E move
0.9%
Puts
Pseudo strike
65.87
IV
25.0%
B/E move
0.3%