File: MDLZConsumer Staples · Large capCLIPPED · 2026-09-14
MDLZ
Mondelez InternationalMkt cap $79B
Sector benchmark XLP
Sector benchmark XLP
62.39
−0.1%
±2.9%into Sep 1860.61–64.17±2.9%monthly60.61–64.17Pullback · CandidateKnife · —Momentum · —DP short-vol · 62% ▴ above 20d
Price · 6 months · daily
6m high64.99
6m low55.73
Vol vs 20d avg0.9×
Off 52-wk high-4.0%
Dark pool FINRA · T+1
20Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio62% · above 20d
Off-exchange share30%
vs own 1-yr (z)-0.2
Sector RS vs XLP
+0.0%vs XLP · 63 sessions
MDLZ vs XLP · 3m+0.0%
MDLZ vs XLP · 6m+14.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall62.50
Zero-gamma62.25
Put wall62.50
Spot vs zero-γ0.2% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
3 Aug → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.85%+0.61 pp
Put wall moved60.00 → 62.50
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (62.25) — dealer hedging dampens moves above it. The 62.50 call wall is the nearest-expiry ceiling heuristic; 62.50 is the floor. Options price ±2.9% into Sep 18. Dark-pool short volume at 62% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 11.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.