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MDLZMondelez International, Inc. Class A

Options Analysis Report•FOOD AND KINDRED PRODUCTS
Market Cap $79.6B|NASDAQ
● 2026-08-31$62.36
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +0.9%YTD +16.2%7D -3.6%
1,398
30D
±6.1%
5%

MDLZ Options Overview

IV is low. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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MDLZ Gamma Walls

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Value

Is IV priced right?

8.5
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 18.1% — cheap vs history

<1.05x

IV/HV 1.17x — IV premium over HV

Sector Relative≤50%

Sector percentile 28% — below sector median

<1.1x

Front/Back 0.92x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 23.4% — normal range

<80%

Effective IV 64.5% (ATM 23.4% + spread 20.6% + bias) — good value

<3.0%

Total drag 31.28% (spread 20.57% + slippage 10.71%) — high friction

≥5.0

Vega efficiency 11.97 (vega 24.621 / spread 20.57%) — efficient

Sentiment

Bullish or bearish?

6.3
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -1%, Raw: -6%)
|net sentiment| ≥25%

Conviction-weighted: -1% (neutral) — Raw: -6%

≥15%

|OI skew| 7.3% — balanced

Same sign, |vol skew| ≥10%

Vol skew +49.2%, OI skew +7.3% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +2%, ATM: -36%, OTM: +2% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 26% — very bullish vs sector

Activity

Unusual activity?

2.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.7x avg — normal

≥15%

Vol/OI 1.3% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +7.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 11% — quiet vs sector

≥30%

Large trade volume 11% — mostly retail

≥60%

Aggressive execution 40% — patient

≥30

Conviction -1 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.7
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed
≤5.0%

Spread 20.6% — wide

≥10,000

OI 108,520 — deep

≥500

Volume 1,398/day — adequate

≤$0.50

$1.03 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 34% — tighter than sector

≥100 contracts

Depth 255.2 contracts (bid:142.7 ask:112.5) — adequate

<1.0%

Avg slippage 10.71% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -7.9% — contango

<30 or >70

IV percentile 18% — buyer opportunity

≥10pts kink

IV kink -0.9pts — no clear event

<0.5 or >2.0

θ/ν ratio 2735.63 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -1% @ 51% consistency — unclear

≥40 composite score

Score 41 (ITM 20% + inst 11%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.8
bullishIV cheap, bullish flow
Long Puts5.9
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.5
bullishIV too cheap, bullish flow
Covered Call3.5
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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