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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nature's Sunshine Products (NATR) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.1
Avg Daily Volume: 43,319    Market Cap: 390.87M
Sector: Health Care    Short Interest: 0.77
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 7, 2024 AC 4.0 $13.86 @$15.00 $1.38
($13.86)
9.2% 10.31% O 7.5% I $14.90 $0.93
( $14.90 )
-32.61%
May 7, 2024 AC 3.1 $19.12 @$20.00 $1.25
($19.12)
6.25% -27.19% O -17.57% O $15.76 $5.00
( $15.76 )
300.0%
March 12, 2024 AC 2.6 $17.20 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2023 AC 2.6 $18.26 @$17.50
Aug. 9, 2023 AC 2.7 $14.09 @$15.00
May 9, 2023 AC 3.1 $10.74 @$10.00
March 15, 2023 AC 3.0 $9.71 @$10.00
Aug. 9, 2022 AC 4.0 $10.50 @$10.00
May 5, 2022 AC 3.8 $15.70 @$15.00
March 8, 2022 AC 4.4 $16.81 @$17.50

 
 
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