MOS Moves

The Mosaic Company MOS 22.33 0.71 3.28%

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Expected move

November 05, 2026 close · $22.26

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.5% ±$0.56	$21.70 – $22.82	$21.59 – $22.93	$21.06 – $23.46
2 sessions	±3.5% ±$0.78	$21.48 – $23.04	$21.31 – $23.21	$20.58 – $23.94
3 sessions	±4.4% ±$0.98	$21.28 – $23.24	$21.09 – $23.43	$20.17 – $24.35
1 week	±5.6% ±$1.25	$21.01 – $23.51	$20.73 – $23.79	$19.60 – $24.92
2 weeks	±7.3% ±$1.63	$20.63 – $23.89	$20.24 – $24.28	$18.78 – $25.74
3 weeks	±8.7% ±$1.93	$20.33 – $24.19	$19.85 – $24.67	$18.17 – $26.35
1 month	±10.4% ±$2.31	$19.95 – $24.57	$19.38 – $25.14	$17.36 – $27.16

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±6.33%

Average actual move

7.31%

Beyond the implied move

2 / 6

Median IV change

-19.45%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 04, 2026	±7.19%	+17.37%	2.42×	—
August 05, 2026	±6.49%	+3.08%	0.47×	58.5% → 48.2%
May 11, 2026	±7.77%	-1.80%	0.23×	—
August 06, 2025	±5.58%	-13.31%	2.39×	—
May 07, 2025	±5.27%	+3.65%	0.69×	41.7% → 33.6%
February 28, 2025	±5.66%	-4.66%	0.82×	50.6% → 36.6%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →