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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nature's Sunshine Products (NATR) - NASDAQ Next Earnings Date: OS Estimate: Sept. 30, 2026 AC
OS Projected Window: Sept. 28, 2026 to Oct. 3, 2026
EVR: 5.7
Avg Daily Volume: 142,682    Market Cap: 288.0M
Sector: Consumer Defensive    Short Interest: 2.88
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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
Aug. 6, 2026 AC 5.3 $20.34 @$20.00 $2.45
($20.34)
12.25% -23.25% O -19.46% O $16.38 $6.00
( $16.38 )
144.9%
May 7, 2026 AC 5.3 $24.55 @$25.00 $2.00
($24.55)
8.0% -7.49% I -1.3% I $24.23 $1.00
( $24.23 )
-50.0%
March 10, 2026 AC 5.2 $25.08 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 AC 4.5 $13.73 @$12.50
July 31, 2025 AC 4.6 $14.01 @$15.00
May 6, 2025 AC 4.2 $12.41 @$12.50
March 11, 2025 AC 4.1 $14.50 @$15.00
Nov. 7, 2024 AC 4.0 $13.86 @$15.00
May 7, 2024 AC 3.1 $19.12 @$20.00
March 12, 2024 AC 2.6 $17.20 @$17.50

 
 
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