MDLZ Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete MDLZ options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around MDLZ.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

Exp: 2026-03-27

Gamma Flip

56.76

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.756

Shows put vs call positioning

IV Skew

5.23

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 62%

Current DPI is -0.072(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding positions. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are elevated, implying wider and less stable price swings. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-06-18 options expiry. 100% confidence

The support levels for MDLZ are at 57.00, 56.34, and 54.75, while the resistance levels are at 57.86, 58.52, and 60.11. The pivot point, a key reference price for traders, is at 53.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.35% 1-day move.

The expected range for the next 2 days is 55.38 — 59.46 , corresponding to +3.53% / -3.57% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 60.93 (6.09% above spot).

Bearish positioning points to downside pressure toward 53.88 (6.17% below spot).

Options flow strength: 0.48 (0–1 scale). ATM Strike: 57.00, Call: 0.77, Put: 0.33, Straddle Cost: 1.10.

Market signals are mixed and less reliable. The short-term gamma flip is near 56.69 , with intermediate positioning around 56.76 . The mid-term gamma flip remains near 58.10.