NATR (Nature's Sunshine Products Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where NATR's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on NATR are priced rich or cheap relative to its own recent 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.

NATR IV Rank Summary
Current
17%
Compressed — premium buying regime
30-Day Avg
24%
60-Day Avg
17%
90-Day Avg
27%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in NATR's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
NATR IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260811 17% 0.9%
20260810 18% 0.9%
20260806 11% 0.7%
20260805 45% 1.5%
20260804 47% 1.6%
20260803 38% 1.4%
20260731 32% 1.2%
20260730 33% 1.2%
20260729 36% 1.3%
20260728 32% 1.2%
20260727 26% 1.1%
20260724 25% 1.1%
20260723 22% 1.0%
20260722 24% 1.0%
20260721 22% 1.0%
20260720 20% 0.9%
20260716 16% 0.8%
20260715 23% 1.0%
20260714 31% 1.2%
20260713 21% 1.0%
20260710 14% 0.8%
20260709 19% 0.9%
20260708 23% 1.0%
20260707 18% 0.9%
20260706 12% 0.8%
20260702 27% 1.1%
20260701 10% 0.7%
20260630 10% 0.7%
20260629 16% 0.8%
20260626 16% 0.8%
20260625 1% 0.5%
20260624 17% 0.9%
20260623 11% 0.7%
20260622 20% 0.9%
20260618 11% 0.7%
20260617 2% 0.5%
20260616 10% 0.7%
20260615 17% 0.9%
20260613 9% 0.7%
20260612 9% 0.7%
20260611 10% 0.7%
20260610 5% 0.6%
20260609 3% 0.5%
20260608 10% 0.7%
20260605 0% 0.5%
20260604 7% 0.7%
20260603 10% 0.7%
20260602 20% 1.0%
20260601 18% 0.9%
20260529 17% 0.9%
20260528 14% 0.8%
20260527 14% 0.8%
20260526 5% 0.6%
20260522 13% 0.8%
20260521 2% 0.5%
20260520 14% 0.8%
20260519 13% 0.8%
20260518 4% 0.6%
20260515 9% 0.7%
20260514 1% 0.5%
20260513 2% 0.5%
20260512 6% 0.6%
20260511 1% 0.5%
20260510 8% 0.7%
20260508 7% 0.7%
20260507 11% 0.7%
20260506 5% 0.6%
20260505 5% 0.6%
20260504 13% 0.8%
20260502 100% 2.8%
20260501 100% 2.8%
20260430 88% 2.3%
20260429 75% 2.1%
20260428 85% 2.3%
20260427 87% 2.3%
20260424 79% 2.1%
20260423 79% 2.1%
20260422 52% 1.5%
20260421 71% 1.9%
20260420 65% 1.8%
20260417 59% 1.7%
20260416 54% 1.6%
20260415 61% 1.7%
20260414 54% 1.6%
20260413 45% 1.4%
20260410 46% 1.4%
20260409 35% 1.2%
20260408 41% 1.3%
20260407 44% 1.3%
20260406 31% 1.1%