MDLZ · Expected Move
Mondelez International, Inc. Class A
The expected move for MDLZ is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
MDLZ straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current MDLZ Expected Move
30-Day Straddle
$4.30
7-Day Straddle
$2.75
30-Day ATM IV
28.2%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to MDLZ's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
MDLZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.30 | $2.75 | 28.2% | 69% |
| 20261020 | $4.67 | $2.62 | 31.5% | 100% |
| 20261019 | $3.90 | $1.77 | 25.9% | 56% |
| 20261016 | $3.40 | $1.62 | 26.1% | 58% |
| 20261015 | $3.60 | $2.28 | 25.0% | 47% |
| 20261014 | $3.73 | $1.55 | 26.0% | 57% |
| 20261013 | $3.60 | $1.57 | 25.2% | 49% |
| 20261012 | $4.07 | $1.88 | 27.5% | 73% |
| 20261009 | $3.70 | $1.55 | 26.6% | 64% |
| 20261008 | $3.40 | $1.77 | 24.7% | 44% |
| 20261007 | $3.47 | $1.48 | 26.0% | 58% |
| 20261006 | $3.65 | $1.48 | 25.2% | 48% |
| 20261005 | $3.55 | $1.33 | 26.0% | 57% |
| 20261002 | $3.70 | $1.38 | 27.2% | 70% |
| 20261001 | $3.25 | $1.55 | 24.7% | 43% |
| 20260930 | $3.33 | $1.60 | 25.4% | 50% |
| 20260929 | $3.35 | $1.75 | 24.1% | 37% |
| 20260928 | $3.62 | $2.20 | 24.3% | 40% |
| 20260925 | $2.88 | $1.42 | 22.3% | 19% |
| 20260924 | $3.00 | $1.90 | 22.1% | 16% |
| 20260923 | $3.33 | $1.70 | 22.7% | 23% |
| 20260922 | $3.02 | $1.85 | 21.5% | 10% |
| 20260921 | $3.33 | $0.90 | 23.2% | 28% |
| 20260918 | $2.85 | $1.65 | 20.6% | 2% |
| 20260917 | $3.12 | $1.70 | 22.4% | 21% |
| 20260916 | $3.20 | $1.77 | 22.5% | 22% |
| 20260915 | $3.10 | $1.95 | 22.4% | 20% |
| 20260914 | $3.52 | $1.78 | 23.8% | 34% |
| 20260911 | $3.55 | $1.40 | 24.4% | 40% |
| 20260910 | $2.97 | $1.48 | 21.1% | 7% |
| 20260909 | $4.03 | $1.77 | 25.4% | 50% |
| 20260908 | $3.30 | $2.15 | 23.3% | 29% |
| 20260904 | $2.88 | $1.43 | 21.9% | 15% |
| 20260903 | $2.98 | $1.48 | 21.6% | 9% |
| 20260902 | $3.95 | $1.72 | 26.9% | 48% |
| 20260901 | $3.47 | $1.82 | 24.5% | 30% |
| 20260831 | $3.47 | $1.07 | 23.2% | 21% |
| 20260828 | $3.10 | $2.23 | 21.7% | 9% |
| 20260827 | $3.62 | $2.10 | 23.2% | 21% |
| 20260826 | $3.67 | $1.83 | 25.7% | 39% |
| 20260825 | $3.23 | $1.70 | 22.7% | 17% |
| 20260824 | $3.33 | $1.70 | 20.6% | 2% |
| 20260821 | $2.73 | $1.27 | 20.6% | 2% |
| 20260820 | $2.88 | $2.15 | 20.8% | 3% |
| 20260819 | $3.05 | $2.47 | 21.7% | 10% |
| 20260818 | $3.28 | $3.02 | 22.0% | 12% |
| 20260817 | $4.03 | $1.52 | 26.0% | 41% |
| 20260814 | $3.20 | $1.67 | 20.9% | 4% |
| 20260813 | $3.17 | $2.02 | 22.5% | 15% |
| 20260812 | $3.40 | $1.95 | 24.1% | 27% |
| 20260811 | $3.50 | $2.50 | 24.5% | 30% |
| 20260810 | $4.03 | $1.48 | 26.5% | 45% |
| 20260807 | — | — | 24.9% | 33% |
| 20260806 | $3.90 | $1.88 | 27.0% | 48% |
| 20260805 | $3.35 | $2.08 | 24.3% | 29% |
| 20260804 | $3.85 | $2.25 | 27.5% | 52% |
| 20260803 | $3.85 | $1.60 | 26.4% | 44% |
| 20260731 | $3.17 | $1.90 | 25.0% | 34% |
| 20260730 | $3.88 | $2.15 | 28.0% | 56% |
| 20260729 | $3.80 | $2.33 | 25.7% | 39% |
More on MDLZ
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.