Share price$17.70
1D-1.8%
Sold putSold call
The Mosaic Company MOS
BASIC MATERIALS · AGRICULTURAL INPUTSi
Market dataready · fetched 2026-10-21T17:48:46.235Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:48:36.465094749Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:45.528701+00:00
The Mosaic Company options
PutsExpensive1.14×
CallsExpensive1.31×
SkewBullish-3.34 pp
Implied moveBalanced±$0.61
TiltBalanced1.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.43 | 61.3% | 4.6% | 17.06 | 59.4% | 4.1% |
| 25Δ | 18.29 | 59.9% | 4.0% | 17.18 | 58.4% | 3.6% |
| 30Δ | 18.15 | 58.5% | 3.4% | 17.30 | 57.5% | 3.1% |
| 35Δ | 18.01 | 57.1% | 2.7% | 17.42 | 56.5% | 2.6% |
| 40Δ | 17.91 | 56.6% | 2.4% | 17.53 | 55.7% | 2.2% |
| 45Δ | 17.82 | 56.3% | 2.1% | 17.62 | 55.1% | 1.9% |
| 50Δ | 17.73 | 56.0% | 1.8% | 17.71 | 54.5% | 1.7% |
| 55Δ | 17.63 | 55.6% | 1.5% | 17.80 | 53.9% | 1.4% |
| 60Δ | 17.54 | 55.3% | 1.2% | 17.90 | 53.3% | 1.1% |
| 65Δ | 17.42 | 57.0% | 1.0% | 17.99 | 52.7% | 0.9% |
| 70Δ | 17.28 | 59.9% | 0.9% | 18.11 | 53.2% | 0.7% |
| 75Δ | 17.15 | 62.8% | 0.7% | 18.24 | 53.9% | 0.6% |
| 80Δ | 17.01 | 65.7% | 0.6% | 18.36 | 54.7% | 0.4% |
20Δ
- Pseudo strike
- 18.43
- IV
- 61.3%
- B/E move
- 4.6%
- Pseudo strike
- 17.06
- IV
- 59.4%
- B/E move
- 4.1%
25Δ
- Pseudo strike
- 18.29
- IV
- 59.9%
- B/E move
- 4.0%
- Pseudo strike
- 17.18
- IV
- 58.4%
- B/E move
- 3.6%
30Δ
- Pseudo strike
- 18.15
- IV
- 58.5%
- B/E move
- 3.4%
- Pseudo strike
- 17.30
- IV
- 57.5%
- B/E move
- 3.1%
35Δ
- Pseudo strike
- 18.01
- IV
- 57.1%
- B/E move
- 2.7%
- Pseudo strike
- 17.42
- IV
- 56.5%
- B/E move
- 2.6%
40Δ
- Pseudo strike
- 17.91
- IV
- 56.6%
- B/E move
- 2.4%
- Pseudo strike
- 17.53
- IV
- 55.7%
- B/E move
- 2.2%
45Δ
- Pseudo strike
- 17.82
- IV
- 56.3%
- B/E move
- 2.1%
- Pseudo strike
- 17.62
- IV
- 55.1%
- B/E move
- 1.9%
50Δ
- Pseudo strike
- 17.73
- IV
- 56.0%
- B/E move
- 1.8%
- Pseudo strike
- 17.71
- IV
- 54.5%
- B/E move
- 1.7%
55Δ
- Pseudo strike
- 17.63
- IV
- 55.6%
- B/E move
- 1.5%
- Pseudo strike
- 17.80
- IV
- 53.9%
- B/E move
- 1.4%
60Δ
- Pseudo strike
- 17.54
- IV
- 55.3%
- B/E move
- 1.2%
- Pseudo strike
- 17.90
- IV
- 53.3%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 17.42
- IV
- 57.0%
- B/E move
- 1.0%
- Pseudo strike
- 17.99
- IV
- 52.7%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 17.28
- IV
- 59.9%
- B/E move
- 0.9%
- Pseudo strike
- 18.11
- IV
- 53.2%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 17.15
- IV
- 62.8%
- B/E move
- 0.7%
- Pseudo strike
- 18.24
- IV
- 53.9%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 17.01
- IV
- 65.7%
- B/E move
- 0.6%
- Pseudo strike
- 18.36
- IV
- 54.7%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 52.05% | |
| 53.91% |