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
$4.75
7-Day Straddle
$4.75
Avg IV
0.8%
IV Rank
16%
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 |
|---|---|---|---|---|
| 20260626 | $4.75 | $4.75 | 0.8% | 16% |
| 20260625 | $2.12 | $2.12 | 0.5% | 1% |
| 20260624 | $4.80 | $4.80 | 0.9% | 17% |
| 20260623 | $4.90 | $4.90 | 0.7% | 11% |
| 20260622 | $4.95 | $4.95 | 0.9% | 20% |
| 20260618 | $2.48 | $1.82 | 0.7% | 11% |
| 20260617 | $4.90 | $2.95 | 0.5% | 2% |
| 20260616 | $4.95 | $3.00 | 0.7% | 10% |
| 20260615 | $4.95 | $3.10 | 0.9% | 17% |
| 20260613 | $5.05 | $1.70 | 0.7% | 9% |
| 20260612 | $5.05 | $1.70 | 0.7% | 9% |
| 20260611 | $4.90 | $3.30 | 0.7% | 10% |
| 20260610 | $4.90 | $3.30 | 0.6% | 5% |
| 20260609 | $4.05 | $2.60 | 0.5% | 3% |
| 20260608 | $4.10 | $2.60 | 0.7% | 10% |
| 20260605 | $4.05 | $1.48 | 0.5% | 0% |
| 20260604 | $4.15 | $2.60 | 0.7% | 7% |
| 20260603 | $4.95 | $3.30 | 0.7% | 10% |
| 20260602 | $3.45 | $3.45 | 1.0% | 20% |
| 20260601 | $3.50 | $3.50 | 0.9% | 18% |
| 20260529 | $4.75 | $4.75 | 0.9% | 17% |
| 20260528 | $4.80 | $4.80 | 0.8% | 14% |
| 20260527 | $4.80 | $4.80 | 0.8% | 14% |
| 20260526 | $4.90 | $4.90 | 0.6% | 5% |
| 20260522 | $5.33 | $5.33 | 0.8% | 13% |
| 20260521 | $4.90 | $4.90 | 0.5% | 2% |
| 20260520 | $4.95 | $4.95 | 0.8% | 14% |
| 20260519 | $2.38 | $2.38 | 0.8% | 13% |
| 20260518 | $4.90 | $4.90 | 0.6% | 4% |
| 20260515 | $5.00 | $2.95 | 0.7% | 9% |
| 20260514 | $4.95 | $1.82 | 0.5% | 1% |
| 20260513 | $4.35 | $0.85 | 0.5% | 2% |
| 20260512 | $4.97 | $0.75 | 0.6% | 6% |
| 20260511 | $3.83 | $1.30 | 0.5% | 1% |
| 20260510 | $4.90 | $3.00 | 0.7% | 8% |
| 20260508 | $4.90 | $3.00 | 0.7% | 7% |
| 20260507 | $4.95 | $2.00 | 0.7% | 11% |
| 20260506 | $5.05 | $4.95 | 0.6% | 5% |
| 20260505 | $5.00 | $3.12 | 0.6% | 5% |
| 20260504 | $5.25 | $3.23 | 0.8% | 13% |
| 20260502 | $3.33 | $3.33 | 2.8% | 100% |
| 20260501 | $3.33 | $3.33 | 2.8% | 100% |
| 20260430 | $3.12 | $3.12 | 2.3% | 88% |
| 20260429 | $3.33 | $3.33 | 2.1% | 75% |
| 20260428 | $3.58 | $3.58 | 2.3% | 85% |
| 20260427 | $4.47 | $4.47 | 2.3% | 87% |
| 20260424 | $4.47 | $4.47 | 2.1% | 79% |
| 20260423 | $3.93 | $3.93 | 2.1% | 79% |
| 20260422 | $5.10 | $5.10 | 1.5% | 52% |
| 20260421 | $5.05 | $5.05 | 1.9% | 71% |
| 20260420 | $5.25 | $5.25 | 1.8% | 65% |
| 20260417 | $5.35 | $3.38 | 1.7% | 59% |
| 20260416 | $4.95 | $2.90 | 1.6% | 54% |
| 20260415 | $4.95 | $3.50 | 1.7% | 61% |
| 20260414 | $4.65 | $3.78 | 1.6% | 54% |
| 20260413 | $4.45 | $4.30 | 1.4% | 45% |
| 20260410 | $4.65 | $3.98 | 1.4% | 46% |
| 20260409 | $4.75 | $4.60 | 1.2% | 35% |
| 20260408 | $4.65 | $3.05 | 1.3% | 41% |
| 20260407 | $4.85 | $3.00 | 1.3% | 44% |