What move does the options market price into Mosaic's report?

Implied ±20.1%, either direction · provisional.

How often does Mosaic move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

MOSNYSEAgricultural Chemicals

Mosaic Co (MOS) earnings date, market-implied expected move, and options open interest by expiry

21.61

+3.19 · +17.32%

post 21.64 +0.14%

After hours17:14 ETdelayed

Open17.85Volume22.2MMkt cap$6.9BEPS-3.54Div yield4.07%

Day17.85 – 21.64100%52-wk16.99 – 31.6632%

MOS

Mosaic Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±20.1%implied · straddle

17.2825.96

spot 21.62exp Mar 19ATM strike 21ATM straddle 5.10IV 50%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 23

after close · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 3

after close

confirmedNov 3 close

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+2.57%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

670 managers

Top fund weight

0.90%

MOS weight · XLB

N-PORTJun 30 '26

8 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Mosaic (MOS) is expected to report on Feb 23 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±6.0%
avg realized: ±4.8%

Aug 6 '24Aug 6 '24confirmed±5.5%▼−1.45%×0.27

Nov 12 '24Nov 12 '24confirmed±5.8%▼−7.74%×1.34

Feb 27 '25Feb 27 '25confirmed±4.6%▼−4.66%×1.01

Aug 5 '25Aug 5 '25confirmed±4.7%▼−13.31%×2.83

Nov 4 '25Nov 4 '25confirmed±5.7%▼−1.24%×0.22

Q1 FY26Feb 24 '26confirmed±9.1%▼−5.30%×0.58

May 11 '26May 11 '26confirmed±6.7%▼−1.80%×0.27

Q2 FY26Aug 4 '26confirmed±5.8%▲+3.08%×0.53

quarterimplied−15%0+15%realized×

Q2 FY26±5.8%▲+3.08%×0.53

May '26±6.7%▼−1.80%×0.27

Q1 FY26±9.1%▼−5.30%×0.58

Nov '25±5.7%▼−1.24%×0.22

Aug '25±4.7%▼−13.31%×2.83

Feb '25±4.6%▼−4.66%×1.01

2 older reports

Nov '24±5.8%▼−7.74%×1.34

Aug '24±5.5%▼−1.45%×0.27

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 9 expiries · Nov 2 close

0.71OI · 9 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

6 nearer expiries

3,633+6%Nov 62d0.438,443+217%0.43

7740%Nov 139d0.681,1450%0.68

12,0320%Nov 2016d0.6817,710+1%0.68

459+2%Nov 2723d0.361,274+37%0.36

208+20%Dec 430d0.62337+7%0.62

0—Dec 1137d—0——

30,994−1%Dec 1844d0.7342,4190%0.73

47,4550%Jan 1572d0.6277,0670%0.62

report · Feb 23 · after close · est.

18,7330%Mar 19135d26,200+1%

ExpiryPutsCallsP/C

6 nearer expiries

Nov 62d3,633+6%8,443+217%0.43

Nov 139d7740%1,1450%0.68

Nov 2016d12,0320%17,710+1%0.68

Nov 2723d459+2%1,274+37%0.36

Dec 430d208+20%337+7%0.62

Dec 1137d0—0——

Dec 1844d30,994−1%42,4190%0.73

Jan 1572d47,4550%77,0670%0.62

report · Feb 23 · after close · est.

Mar 19135d18,7330%26,200+1%0.71

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±20.1%

Funds 4

XLB±0.2%

RSP±0.0%

SPY±0.0%

IVV±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−2.11%as filednet margin · revenue +9.79% QoQ · −10.18% YoY

Revenue$3.1B+9.79%

Gross profit$84M2.71%−60.83%

Operating income−$97M−3.12%−172.11%

Pre-tax income−$103M+65.67%

Net income−$65M−2.11%+75.40%

Cost of revenue$3.0B+15.60%

Operating expenses$181M−27.78%

Tax−$38M−12.13%

Other expense−$7M+97.48%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 17:00 ET

Intraday

Event sensitivity

PPI ×1.68· ±3.0% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.0%5 of 10×1.68

CPIconsumer prices±3.0%4 of 10×1.66

NFPjobs report±2.3%3 of 10×1.28

FOMCrate decision±2.2%11 of 24×1.19

CPROFcorporate profits±2.0%5 of 12×1.08

PCEpersonal income & outlays±2.0%9 of 19×1.08

GDPgross domestic product±1.7%8 of 19×0.94

Bar = avg |move| to ±4% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS -0.23 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.23	—
Q2 FY26	Aug 4 '26 · confirmed	-0.86	—
Q1 FY26	Feb 24 '26 · confirmed	-0.81	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod