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Mondelez International MDLZ 67.38 2.26 3.47%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $67.58
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$0.84 $66.73 – $68.42 $66.56 – $68.59 $65.76 – $69.39
2 sessions ±1.7% ±$1.17 $66.40 – $68.75 $66.15 – $69.00 $65.04 – $70.11
3 sessions ±2.1% ±$1.45 $66.12 – $69.03 $65.85 – $69.30 $64.49 – $70.66
1 week ±2.7% ±$1.81 $65.76 – $69.39 $65.36 – $69.79 $63.71 – $71.44
2 weeks ±3.4% ±$2.31 $65.26 – $69.89 $64.70 – $70.45 $62.63 – $72.52
3 weeks ±4.0% ±$2.73 $64.84 – $70.31 $64.18 – $70.97 $61.80 – $73.35
1 month ±4.8% ±$3.20 $64.37 – $70.78 $63.57 – $71.58 $60.77 – $74.38
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±3.80%
Average actual move
3.42%
Beyond the implied move
3 / 5
Median IV change
-19.71%
Reaction session Implied Actual Used ATM IV before → after
April 29, 2026 ±3.97% +4.27% 1.08× —
February 04, 2026 ±3.70% -0.12% 0.03× —
July 30, 2025 ±3.51% -6.61% 1.88× —
April 30, 2025 ±3.62% +3.78% 1.04× 29.0% → 24.5%
February 05, 2025 ±4.19% +2.33% 0.56× 31.1% → 23.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →