NATR · Expected Move
Nature's Sunshine Products Inc.
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).
NATR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NATR Expected Move
30-Day Straddle
$9.10
7-Day Straddle
$9.00
30-Day ATM IV
108.3%
IV Rank
100%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261111 | $9.10 | $9.00 | 108.3% | 100% |
| 20261110 | $2.52 | $2.50 | 97.8% | 93% |
| 20261109 | $2.58 | $2.30 | 102.3% | 100% |
| 20261106 | $2.83 | $1.20 | 89.2% | 81% |
| 20261105 | $2.77 | $0.78 | — | — |
| 20261104 | $2.20 | $2.20 | 81.5% | 68% |
| 20261103 | $2.00 | $2.00 | 61.0% | 44% |
| 20261102 | $3.15 | $3.15 | 52.7% | 33% |
| 20261030 | $2.28 | $2.28 | 65.8% | 51% |
| 20261029 | $2.15 | $2.15 | — | — |
| 20261028 | $1.27 | $1.27 | 47.7% | 24% |
| 20261027 | $2.23 | $2.23 | 76.1% | 61% |
| 20261026 | $2.23 | $2.23 | 50.7% | 28% |
| 20261023 | $1.40 | $1.40 | 45.3% | 21% |
| 20261022 | $2.47 | $2.47 | 68.3% | 51% |
| 20261021 | $3.50 | $3.50 | 55.0% | 34% |
| 20261020 | $1.57 | $1.57 | 54.5% | 33% |
| 20261019 | $1.80 | $1.80 | 75.3% | 60% |
| 20261016 | $1.90 | $0.48 | 48.7% | 26% |
| 20261015 | $1.93 | $1.40 | 48.5% | 25% |
| 20261014 | $1.77 | $8.28 | — | — |
| 20261013 | $1.90 | $1.32 | 45.4% | 21% |
| 20261012 | $1.98 | $1.22 | — | — |
| 20261009 | $1.90 | $0.90 | 51.7% | 30% |
| 20261008 | $1.88 | $1.43 | 49.6% | 27% |
| 20261007 | $1.95 | $1.43 | 48.5% | 25% |
| 20261006 | $1.98 | $1.45 | 52.1% | 30% |
| 20261005 | $2.23 | $2.15 | 49.9% | 27% |
| 20261002 | $1.48 | $1.48 | 50.2% | 28% |
| 20261001 | $1.60 | $1.60 | 46.2% | 22% |
| 20260930 | $1.73 | $1.73 | 55.7% | 35% |
| 20260929 | $8.70 | $8.70 | — | — |
| 20260928 | $8.55 | $8.55 | 53.0% | 31% |
| 20260925 | $1.80 | $1.80 | 44.1% | 20% |
| 20260924 | $0.77 | $0.77 | 44.7% | 20% |
| 20260923 | $1.28 | $1.28 | 57.0% | 36% |
| 20260922 | $1.55 | $1.55 | 54.4% | 33% |
| 20260921 | $1.52 | $1.52 | 55.5% | 35% |
| 20260918 | $1.35 | $8.62 | — | — |
| 20260917 | $1.62 | $1.57 | 52.4% | 31% |
| 20260916 | $1.57 | $2.08 | 48.7% | 26% |
| 20260915 | $1.60 | $1.67 | 76.0% | 61% |
| 20260914 | $1.75 | $2.23 | 49.5% | 27% |
| 20260911 | $1.80 | $2.33 | 53.8% | 32% |
| 20260910 | $2.02 | $2.38 | 48.2% | 25% |
| 20260909 | $2.12 | $2.35 | 50.6% | 28% |
| 20260908 | $2.33 | $1.43 | 49.0% | 26% |
| 20260904 | $2.65 | $1.45 | 64.0% | 46% |
| 20260903 | $2.15 | $1.53 | 61.6% | 42% |
| 20260902 | $1.95 | $1.95 | 45.0% | 21% |
| 20260901 | $2.58 | $2.58 | 49.5% | 27% |
| 20260831 | $1.12 | $1.12 | 58.4% | 38% |
| 20260828 | $1.32 | $1.32 | 49.7% | 27% |
| 20260827 | $1.92 | $1.92 | 87.5% | 76% |
| 20260826 | $1.52 | $1.52 | 54.0% | 33% |
| 20260825 | $1.52 | $1.52 | 49.3% | 26% |
| 20260824 | $1.18 | $1.18 | 51.3% | 29% |
| 20260821 | $1.58 | $1.72 | 47.5% | 24% |
| 20260820 | $2.45 | $1.22 | 46.8% | 23% |
| 20260819 | $2.67 | $1.70 | 47.6% | 24% |
More on NATR
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.