The Mosaic Company (MOS) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
The Mosaic Company (MOS) operates in the Basic Materials sector, specifically the Agricultural Inputs industry, with a market capitalization near $7.24B, listed on NYSE, employing roughly 13,765 people, carrying a beta of 0.80 to the broader market. The Mosaic Company, through its subsidiaries, produces and markets concentrated phosphate and potash crop nutrients in North America and internationally. Led by Bruce Bodine Jr., public since 1988-01-26.
Snapshot as of May 15, 2026.
- Spot Price
- $21.79
- ATM IV
- 45.4%
- IV Skew 25Δ
- -0.056
- IV Rank
- 57.6%
- IV Percentile
- 68.7%
- Term Structure Slope
- -0.009
As of May 15, 2026, The Mosaic Company (MOS) at-the-money implied volatility is 45.4%. IV rank is 57.6% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 68.7%. The 25-delta skew is -0.056: puts carry meaningful premium over calls, a classic equity downside-protection skew. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
MOS Strategy Selection at Current Volatility Levels
For The Mosaic Company options at 45.4% ATM IV, mid-range IV rank (57.6%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. The 25-delta skew is meaningfully put-skewed, so put-credit spreads capture more premium for the same width than call-credit spreads. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked MOS volatility skew questions
- What is the current MOS ATM implied volatility?
- As of May 15, 2026, The Mosaic Company (MOS) at-the-money implied volatility is 45.4%. IV rank is 57.6% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is MOS IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does MOS volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. The Mosaic Company carries the typical equity downside-protection skew: 25-delta puts price meaningfully richer than 25-delta calls. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.