Data through close

MDLZ max pain, gamma exposure (GEX) & options open interest

As of close · rank #724 by open interest · snapshot page

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MDLZ's nearest-expiration max pain is 59.00 for 2026-10-09, its GEX flip is 58.44, net GEX is -265,053, its put/call open-interest ratio is 0.83. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
58.19
prev 57.76
Gamma max
66.48
+14.3% from close
Delta neutral
58.63
+0.8% from close
Gamma neutral
58.44
+0.4% from close
Open interest
82,696
+0.2% vs prev
Contracts listed
314
185 calls · 148 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
59.00
+1.4% from close
2026-10-09
GEX flip
58.44
+0.4% from close
Net GEX
-265,053
-320,515 per 100k OI
Call wall
65.00
+11.7% from close
Put wall
60.00
+3.1% from close
Put/call OI
0.83
37,404 puts / 45,292 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
79.5
within trailing 52-week range
Front / back ATM IV
+24.3% / +25.5%
-1.2 pp front premium
Expected move
+3.4%
7 DTE · one standard deviation
ATM straddle / spot
+3.7%
front-window midpoint premium
25Δ risk reversal
72.4 pp
put IV minus call IV
IV butterfly
-0.7 pp
front-window smile convexity
Volume / open interest
0.06
5,205 contracts traded
Normalized net delta
-0.007
option-holder convention
Modeled dealer delta
0.007
opposite-side scenario
Vanna / 100k OI
5,700
volatility-sensitive delta
Charm / 100k OI
27,627
time-decay-sensitive delta
IV surface range
175.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MDLZ closed 14.3% below its gamma max of 66.48. It is 0.8% below the delta neutral price of 58.63. Total open interest is 82,696, +0.2% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

← KMB (#723) ETN (#725) →

Questions people ask about MDLZ

Where is MDLZ's gamma max today?

As of Oct 2, 2026, the gamma max for MDLZ is 66.48, +14.3% from the 58.19 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is MDLZ above or below its delta neutral price?

MDLZ closed below delta neutral: 58.19 against a delta neutral price of 58.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MDLZ have?

82,696 contracts of open interest across 314 listed contracts on Oct 2, 2026, +0.2% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.