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Mondelez International Inc MDLZ

CONSUMER DEFENSIVE · CONFECTIONERS
i

Market dataready · fetched 2026-10-16T00:18:09.499Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:02:03.860400427Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:08.324811+00:00

Share price$62.83
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$0.47$2.07$3.68$5.28$6.88$56.24$59.54$62.84$66.13$69.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MDLZ spot · $62.83MDLZ PRICE$0.73$0.75$0.96$1.16$1.35$1.51$1.67$1.84$2.36$3.12$3.87$5.03$6.42$0.64$0.84$1.04$1.25$1.45$1.68$1.98$2.28$2.58$2.88$3.41$3.95$4.50
PutsFair1.02×
CallsExpensive1.17×
SkewBullish-2.99 pp
Implied moveBearish±$3.65
TiltBullish3.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.9938.1%14.2%58.7827.3%7.5%
25Δ66.9325.9%7.7%59.7227.2%6.3%
30Δ66.1325.9%6.8%60.5126.5%5.3%
35Δ65.3325.9%5.8%61.2425.5%4.5%
40Δ64.6325.1%5.0%61.9724.6%3.7%
45Δ64.0023.7%4.3%62.6523.8%3.0%
50Δ63.3722.3%3.5%63.2323.4%2.5%
55Δ62.7420.9%2.8%63.8123.0%2.1%
60Δ61.9922.4%2.4%64.3822.7%1.6%
65Δ61.1525.6%2.3%64.9622.3%1.2%
70Δ60.3128.8%2.1%65.6722.2%0.9%
75Δ59.0032.0%1.9%66.3922.2%0.6%
80Δ57.4235.1%1.6%67.1122.1%0.4%

20Δ

Calls
Pseudo strike
70.99
IV
38.1%
B/E move
14.2%
Puts
Pseudo strike
58.78
IV
27.3%
B/E move
7.5%

25Δ

Calls
Pseudo strike
66.93
IV
25.9%
B/E move
7.7%
Puts
Pseudo strike
59.72
IV
27.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
66.13
IV
25.9%
B/E move
6.8%
Puts
Pseudo strike
60.51
IV
26.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
65.33
IV
25.9%
B/E move
5.8%
Puts
Pseudo strike
61.24
IV
25.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
64.63
IV
25.1%
B/E move
5.0%
Puts
Pseudo strike
61.97
IV
24.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
64.00
IV
23.7%
B/E move
4.3%
Puts
Pseudo strike
62.65
IV
23.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
63.37
IV
22.3%
B/E move
3.5%
Puts
Pseudo strike
63.23
IV
23.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
62.74
IV
20.9%
B/E move
2.8%
Puts
Pseudo strike
63.81
IV
23.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
61.99
IV
22.4%
B/E move
2.4%
Puts
Pseudo strike
64.38
IV
22.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
61.15
IV
25.6%
B/E move
2.3%
Puts
Pseudo strike
64.96
IV
22.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
60.31
IV
28.8%
B/E move
2.1%
Puts
Pseudo strike
65.67
IV
22.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
59.00
IV
32.0%
B/E move
1.9%
Puts
Pseudo strike
66.39
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
57.42
IV
35.1%
B/E move
1.6%
Puts
Pseudo strike
67.11
IV
22.1%
B/E move
0.4%