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
$2.47
7-Day Straddle
$1.52
Avg IV
0.9%
IV Rank
17%
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 |
|---|---|---|---|---|
| 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% |
| 20260630 | $1.80 | $1.80 | 0.7% | 10% |
| 20260629 | $1.58 | $1.58 | 0.8% | 16% |
| 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% |