MDLZ gamma max, delta neutral & open interest levels
As of close · rank #634 by open interest · 1,379 sessions of history since Dec 1, 2020
MDLZ closed 6.7% below its gamma max of 66.63. It is 2.3% above the delta neutral price of 61.03. Total open interest is 108,040, -3.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 25 |
| Open interest percentile (1y) | 65th |
| Open interest change, 5 sessions | -2.4% |
| Open interest change, 21 sessions | -8.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 61.42 vs 60.23 (+1.9%)
- closed below delta neutral at 58.30 vs 59.12 (-1.4%)
- closed above delta neutral at 60.22 vs 59.47 (+1.2%)
- closed below delta neutral at 59.17 vs 59.28 (-0.2%)
- closed above delta neutral at 60.91 vs 59.75 (+1.9%)
- closed below delta neutral at 57.84 vs 58.81 (-1.7%)
- closed above delta neutral at 61.06 vs 60.11 (+1.6%)
- closed below delta neutral at 59.51 vs 59.69 (-0.3%)
- closed above delta neutral at 58.54 vs 57.73 (+1.4%)
- closed below delta neutral at 57.68 vs 58.58 (-1.6%)
In today's screens
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Neighbours by open interest
Questions people ask about MDLZ
Where is MDLZ's gamma max today?
As of Sep 11, 2026, the gamma max for MDLZ is 66.63, +6.7% from the 62.44 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 above delta neutral: 62.44 against a delta neutral price of 61.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MDLZ have?
108,040 contracts of open interest across 290 listed contracts on Sep 11, 2026, -3.0% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.