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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nature's Sunshine Products (NATR) - NASDAQ Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: May 19, 2025 to May 24, 2025
EVR: 4.2
Avg Daily Volume: 41,922    Market Cap: 269.2M
Sector: Health Care    Short Interest: 0.34
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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
March 11, 2025 AC 4.1 $14.50 @$15.00 $1.45
($14.50)
9.67% -11.03% O -6.75% I $13.52 $1.80
( $13.52 )
24.14%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 12, 2024 AC 2.6 $17.20 @$17.50
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
Nov. 3, 2022 AC 3.7 $8.32 @$7.50
Aug. 9, 2022 AC 4.0 $10.50 @$10.00

 
 
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