NATR (Nature's Sunshine Products Inc.)
Expected Move & Straddle Price History
The expected move for NATR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current NATR Expected Move
30-Day Straddle
$1.80
7-Day Straddle
$1.80
Avg IV
0.8%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to NATR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NATR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260925 | $1.80 | $1.80 | 0.8% | 28% |
| 20260924 | $0.77 | $0.77 | 0.9% | 32% |
| 20260923 | $1.28 | $1.28 | 1.8% | 100% |
| 20260922 | $1.55 | $1.55 | 1.1% | 56% |
| 20260921 | $1.52 | $1.52 | 1.5% | 96% |
| 20260918 | $1.35 | $8.62 | 0.9% | 43% |
| 20260917 | $1.62 | $1.57 | 1.0% | 48% |
| 20260916 | $1.57 | $2.08 | 1.0% | 49% |
| 20260915 | $1.60 | $1.67 | 1.5% | 89% |
| 20260914 | $1.75 | $2.23 | 0.6% | 13% |
| 20260911 | $1.80 | $2.33 | 0.5% | 7% |
| 20260910 | $2.02 | $2.38 | 1.2% | 30% |
| 20260909 | $2.12 | $2.35 | 0.7% | 12% |
| 20260908 | $2.33 | $1.43 | 0.9% | 20% |
| 20260904 | $2.65 | $1.45 | 0.6% | 7% |
| 20260903 | $2.15 | $1.53 | 1.5% | 45% |
| 20260902 | $1.95 | $1.95 | 1.5% | 44% |
| 20260901 | $2.58 | $2.58 | 1.4% | 39% |
| 20260831 | $1.12 | $1.12 | 1.1% | 28% |
| 20260828 | $1.32 | $1.32 | 1.3% | 34% |
| 20260827 | $1.92 | $1.92 | 1.3% | 36% |
| 20260826 | $1.52 | $1.52 | 1.1% | 29% |
| 20260825 | $1.52 | $1.52 | 1.2% | 31% |
| 20260824 | $1.18 | $1.18 | 1.1% | 27% |
| 20260821 | $1.58 | $1.72 | 1.0% | 24% |
| 20260820 | $2.45 | $1.22 | 1.1% | 28% |
| 20260819 | $2.67 | $1.70 | 1.1% | 25% |
| 20260818 | $2.58 | $1.65 | 1.1% | 27% |
| 20260817 | $2.65 | $1.82 | 1.0% | 23% |
| 20260814 | $2.35 | $1.80 | 0.8% | 16% |
| 20260813 | $2.52 | $0.75 | 0.9% | 20% |
| 20260812 | $2.30 | $1.20 | 1.0% | 22% |
| 20260811 | $2.47 | $1.52 | 0.9% | 17% |
| 20260810 | $1.52 | $1.25 | 0.9% | 18% |
| 20260806 | $4.55 | $4.90 | 0.7% | 11% |
| 20260805 | $4.90 | $4.90 | 1.5% | 45% |
| 20260804 | $4.95 | $4.95 | 1.6% | 47% |
| 20260803 | $5.00 | $5.00 | 1.4% | 38% |
| 20260731 | $4.90 | $4.90 | 1.2% | 32% |
| 20260730 | $3.78 | $3.78 | 1.2% | 33% |
| 20260729 | $4.95 | $4.95 | 1.3% | 36% |
| 20260728 | $4.90 | $4.90 | 1.2% | 32% |
| 20260727 | $2.85 | $2.85 | 1.1% | 26% |
| 20260724 | $4.95 | $4.95 | 1.1% | 25% |
| 20260723 | $4.90 | $4.90 | 1.0% | 22% |
| 20260722 | $4.95 | $4.95 | 1.0% | 24% |
| 20260721 | $4.95 | $4.95 | 1.0% | 22% |
| 20260720 | $4.90 | $4.90 | 0.9% | 20% |
| 20260716 | $2.42 | $2.10 | 0.8% | 16% |
| 20260715 | $4.90 | $4.30 | 1.0% | 23% |
| 20260714 | $5.05 | $4.35 | 1.2% | 31% |
| 20260713 | $2.40 | $1.33 | 1.0% | 21% |
| 20260710 | $2.33 | $1.48 | 0.8% | 14% |
| 20260709 | $2.75 | $1.75 | 0.9% | 19% |
| 20260708 | $5.05 | $4.55 | 1.0% | 23% |
| 20260707 | $3.02 | $1.28 | 0.9% | 18% |
| 20260706 | $2.42 | $1.28 | 0.8% | 12% |
| 20260702 | $1.48 | $1.48 | 1.1% | 27% |
| 20260701 | $1.23 | $1.23 | 0.7% | 10% |