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The Mosaic Company MOS

i

Market dataready · fetched 2026-11-03T14:42:41.095Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T14:42:36.96164882Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T14:42:40.458460+00:00

Share price$18.52
1D-2.5%
$18.48$18.62$18.76$18.90$19.045:30 AM6:30 AM9:00 AM1:00 PMMOS
Sold putSold call

The Mosaic Company options

Live interpolated MOS call and put midpoint premiums by absolute delta.The Mosaic Company$0.15$0.64$1.12$1.61$2.10$16.40$17.55$18.69$19.83$20.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MOS spot · $18.52MOS PRICE$0.20$0.28$0.32$0.39$0.48$0.59$0.71$0.84$0.97$1.16$1.41$1.64$1.96$0.20$0.27$0.34$0.41$0.49$0.56$0.66$0.80$0.94$1.08$1.22$1.34$1.46
PutsExpensive1.83×
CallsExpensive2.08×
SkewBullish-19.34 pp
Implied moveBullish±$1.38
TiltBullish5.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.24109.2%10.4%17.21101.3%8.2%
25Δ20.00115.8%9.5%17.48102.2%7.1%
30Δ19.57104.8%7.4%17.72100.9%6.2%
35Δ19.30103.8%6.3%17.9699.4%5.2%
40Δ19.07104.7%5.5%18.1896.5%4.5%
45Δ18.84107.9%4.9%18.3993.3%3.7%
50Δ18.62111.8%4.4%18.6092.7%3.2%
55Δ18.38114.1%3.8%18.8195.2%2.8%
60Δ18.14114.6%3.2%19.0297.4%2.4%
65Δ17.86118.7%2.7%19.2496.2%2.0%
70Δ17.55127.7%2.4%19.4694.9%1.5%
75Δ17.23128.5%1.9%19.6490.2%1.2%
80Δ16.83134.7%1.5%19.8284.6%0.8%

20Δ

Calls
Pseudo strike
20.24
IV
109.2%
B/E move
10.4%
Puts
Pseudo strike
17.21
IV
101.3%
B/E move
8.2%

25Δ

Calls
Pseudo strike
20.00
IV
115.8%
B/E move
9.5%
Puts
Pseudo strike
17.48
IV
102.2%
B/E move
7.1%

30Δ

Calls
Pseudo strike
19.57
IV
104.8%
B/E move
7.4%
Puts
Pseudo strike
17.72
IV
100.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
19.30
IV
103.8%
B/E move
6.3%
Puts
Pseudo strike
17.96
IV
99.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
19.07
IV
104.7%
B/E move
5.5%
Puts
Pseudo strike
18.18
IV
96.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
18.84
IV
107.9%
B/E move
4.9%
Puts
Pseudo strike
18.39
IV
93.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
18.62
IV
111.8%
B/E move
4.4%
Puts
Pseudo strike
18.60
IV
92.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
18.38
IV
114.1%
B/E move
3.8%
Puts
Pseudo strike
18.81
IV
95.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
18.14
IV
114.6%
B/E move
3.2%
Puts
Pseudo strike
19.02
IV
97.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
17.86
IV
118.7%
B/E move
2.7%
Puts
Pseudo strike
19.24
IV
96.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
17.55
IV
127.7%
B/E move
2.4%
Puts
Pseudo strike
19.46
IV
94.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
17.23
IV
128.5%
B/E move
1.9%
Puts
Pseudo strike
19.64
IV
90.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
16.83
IV
134.7%
B/E move
1.5%
Puts
Pseudo strike
19.82
IV
84.6%
B/E move
0.8%

Options history

IV · four-Friday blend62.02%
Daily close
MOS41.1%52.3%63.6%2026-08-05: 50.56%2026-08-06: 49.40%2026-08-07: 44.32%2026-08-10: 46.29%2026-08-11: 46.50%2026-08-12: 46.72%2026-08-13: 46.98%2026-08-14: 42.63%2026-08-17: 44.69%2026-08-18: 43.04%2026-08-19: 44.20%2026-08-20: 50.63%2026-08-21: 43.06%2026-08-24: 47.29%2026-08-25: 47.07%2026-08-26: 46.36%2026-08-27: 47.21%2026-08-28: 43.11%2026-08-31: 45.48%2026-09-01: 48.38%2026-09-02: 50.19%2026-09-03: 49.62%2026-09-04: 45.69%2026-09-08: 50.65%2026-09-09: 47.69%2026-09-10: 48.62%2026-09-11: 45.62%2026-09-14: 47.97%2026-09-15: 50.17%2026-09-16: 51.66%2026-09-17: 49.99%2026-09-18: 43.22%2026-09-21: 50.85%2026-09-22: 52.88%2026-09-23: 52.02%2026-09-24: 49.86%2026-09-25: 45.18%2026-09-28: 50.00%2026-09-29: 49.25%2026-09-30: 47.59%2026-10-01: 49.54%2026-10-02: 46.54%2026-10-05: 47.20%2026-10-06: 46.13%2026-10-07: 45.65%2026-10-08: 48.41%2026-10-09: 45.22%2026-10-12: 49.44%2026-10-13: 48.18%2026-10-14: 49.25%2026-10-15: 51.47%2026-10-16: 50.99%2026-10-19: 52.21%2026-10-20: 54.66%2026-10-21: 52.23%2026-10-22: 57.57%2026-10-23: 54.69%2026-10-26: 57.45%2026-10-27: 60.14%2026-10-28: 61.83%2026-10-29: 60.19%2026-10-30: 62.02%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
50.56%
49.40%
44.32%
46.29%
46.50%
46.72%
46.98%
42.63%
44.69%
43.04%
44.20%
50.63%
43.06%
47.29%
47.07%
46.36%
47.21%
43.11%
45.48%
48.38%
50.19%
49.62%
45.69%
50.65%
47.69%
48.62%
45.62%
47.97%
50.17%
51.66%
49.99%
43.22%
50.85%
52.88%
52.02%
49.86%
45.18%
50.00%
49.25%
47.59%
49.54%
46.54%
47.20%
46.13%
45.65%
48.41%
45.22%
49.44%
48.18%
49.25%
51.47%
50.99%
52.21%
54.66%
52.23%
57.57%
54.69%
57.45%
60.14%
61.83%
60.19%
62.02%