Share price$17.64
1D-2.2%
Sold putSold call
The Mosaic Company MOS
BASIC MATERIALS · AGRICULTURAL INPUTSi
Market dataready · fetched 2026-10-21T16:58:03.415Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T16:57:46.64359112Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:02.974710+00:00
The Mosaic Company options
PutsExpensive1.11×
CallsExpensive1.51×
SkewBullish-10.35 pp
Implied moveBalanced±$0.62
TiltBullish8.2% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.41 | 64.4% | 4.9% | 17.04 | 56.7% | 3.9% |
| 25Δ | 18.26 | 63.3% | 4.2% | 17.15 | 56.6% | 3.5% |
| 30Δ | 18.11 | 62.1% | 3.5% | 17.25 | 56.4% | 3.0% |
| 35Δ | 17.98 | 61.1% | 2.9% | 17.36 | 56.3% | 2.6% |
| 40Δ | 17.87 | 60.3% | 2.6% | 17.47 | 56.2% | 2.2% |
| 45Δ | 17.77 | 59.5% | 2.3% | 17.57 | 55.9% | 1.9% |
| 50Δ | 17.67 | 58.7% | 1.9% | 17.66 | 55.7% | 1.7% |
| 55Δ | 17.57 | 57.9% | 1.6% | 17.75 | 55.4% | 1.4% |
| 60Δ | 17.45 | 59.3% | 1.3% | 17.85 | 55.1% | 1.2% |
| 65Δ | 17.30 | 65.5% | 1.2% | 17.94 | 54.8% | 0.9% |
| 70Δ | 17.15 | 71.7% | 1.0% | 18.04 | 53.9% | 0.7% |
| 75Δ | 17.00 | 77.9% | 0.9% | 18.14 | 51.7% | 0.6% |
| 80Δ | 16.72 | 86.9% | 0.8% | 18.24 | 49.5% | 0.5% |
20Δ
- Pseudo strike
- 18.41
- IV
- 64.4%
- B/E move
- 4.9%
- Pseudo strike
- 17.04
- IV
- 56.7%
- B/E move
- 3.9%
25Δ
- Pseudo strike
- 18.26
- IV
- 63.3%
- B/E move
- 4.2%
- Pseudo strike
- 17.15
- IV
- 56.6%
- B/E move
- 3.5%
30Δ
- Pseudo strike
- 18.11
- IV
- 62.1%
- B/E move
- 3.5%
- Pseudo strike
- 17.25
- IV
- 56.4%
- B/E move
- 3.0%
35Δ
- Pseudo strike
- 17.98
- IV
- 61.1%
- B/E move
- 2.9%
- Pseudo strike
- 17.36
- IV
- 56.3%
- B/E move
- 2.6%
40Δ
- Pseudo strike
- 17.87
- IV
- 60.3%
- B/E move
- 2.6%
- Pseudo strike
- 17.47
- IV
- 56.2%
- B/E move
- 2.2%
45Δ
- Pseudo strike
- 17.77
- IV
- 59.5%
- B/E move
- 2.3%
- Pseudo strike
- 17.57
- IV
- 55.9%
- B/E move
- 1.9%
50Δ
- Pseudo strike
- 17.67
- IV
- 58.7%
- B/E move
- 1.9%
- Pseudo strike
- 17.66
- IV
- 55.7%
- B/E move
- 1.7%
55Δ
- Pseudo strike
- 17.57
- IV
- 57.9%
- B/E move
- 1.6%
- Pseudo strike
- 17.75
- IV
- 55.4%
- B/E move
- 1.4%
60Δ
- Pseudo strike
- 17.45
- IV
- 59.3%
- B/E move
- 1.3%
- Pseudo strike
- 17.85
- IV
- 55.1%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- 17.30
- IV
- 65.5%
- B/E move
- 1.2%
- Pseudo strike
- 17.94
- IV
- 54.8%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 17.15
- IV
- 71.7%
- B/E move
- 1.0%
- Pseudo strike
- 18.04
- IV
- 53.9%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 17.00
- IV
- 77.9%
- B/E move
- 0.9%
- Pseudo strike
- 18.14
- IV
- 51.7%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 16.72
- IV
- 86.9%
- B/E move
- 0.8%
- Pseudo strike
- 18.24
- IV
- 49.5%
- B/E move
- 0.5%
Options history
Table
| Date | IV |
|---|---|
| 52.05% | |
| 53.91% |