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The Mosaic Company MOS

i

Market dataready · fetched 2026-11-10T22:16:34.137Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:44:46.033906868Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:16:33.715418+00:00

Share price$22.99
1D+2.0%
AH$21.73$22.12$22.52$22.91$23.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMOS
Sold putSold callAH

The Mosaic Company options

Live interpolated MOS call and put midpoint premiums by absolute delta.The Mosaic Company$0.05$0.73$1.40$2.07$2.75$21.33$22.19$23.05$23.91$24.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MOS spot · $22.99MOS PRICE$0.12$0.17$0.21$0.26$0.32$0.38$0.44$0.52$0.61$0.70$0.80$0.92$1.03$0.15$0.20$0.26$0.31$0.37$0.43$0.50$0.60$0.71$1.40$1.66$2.56
Puts——
CallsCheap0.78×
Skew——
Implied moveBearish±$0.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.0154.6%5.0%21.9761.6%5.1%
25Δ23.8254.6%4.4%22.1761.5%4.4%
30Δ23.6454.5%3.8%22.3661.8%3.9%
35Δ23.4754.5%3.2%22.5461.7%3.3%
40Δ23.3254.4%2.8%22.7060.0%2.9%
45Δ23.1754.4%2.5%22.8758.3%2.4%
50Δ23.0354.3%2.1%23.0357.2%2.0%
55Δ22.8854.7%1.8%23.2058.4%1.7%
60Δ22.7355.1%1.5%23.3659.6%1.5%
65Δ22.5855.6%1.3%
70Δ22.4255.4%1.0%24.0688.0%1.4%
75Δ22.2654.4%0.8%24.3990.1%1.1%
80Δ22.0953.4%0.6%25.29116.9%1.1%

20Δ

Calls
Pseudo strike
24.01
IV
54.6%
B/E move
5.0%
Puts
Pseudo strike
21.97
IV
61.6%
B/E move
5.1%

25Δ

Calls
Pseudo strike
23.82
IV
54.6%
B/E move
4.4%
Puts
Pseudo strike
22.17
IV
61.5%
B/E move
4.4%

30Δ

Calls
Pseudo strike
23.64
IV
54.5%
B/E move
3.8%
Puts
Pseudo strike
22.36
IV
61.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
23.47
IV
54.5%
B/E move
3.2%
Puts
Pseudo strike
22.54
IV
61.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
23.32
IV
54.4%
B/E move
2.8%
Puts
Pseudo strike
22.70
IV
60.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
23.17
IV
54.4%
B/E move
2.5%
Puts
Pseudo strike
22.87
IV
58.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
23.03
IV
54.3%
B/E move
2.1%
Puts
Pseudo strike
23.03
IV
57.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
22.88
IV
54.7%
B/E move
1.8%
Puts
Pseudo strike
23.20
IV
58.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
22.73
IV
55.1%
B/E move
1.5%
Puts
Pseudo strike
23.36
IV
59.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
22.58
IV
55.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.42
IV
55.4%
B/E move
1.0%
Puts
Pseudo strike
24.06
IV
88.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
22.26
IV
54.4%
B/E move
0.8%
Puts
Pseudo strike
24.39
IV
90.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
22.09
IV
53.4%
B/E move
0.6%
Puts
Pseudo strike
25.29
IV
116.9%
B/E move
1.1%

Options history

IV · four-Friday blend62.02%
Daily close
MOS41.1%52.3%63.6%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 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
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%