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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. 10, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 6.1
Avg Daily Volume: 167,947    Market Cap: 215.6M
Sector: Consumer Defensive    Short Interest: 5.22
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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. 4, 2026 AC 5.7 $12.84 @$12.50 $1.65
($12.84)
13.2% -26.94% O -20.09% O $10.26 $10.10
( $10.26 )
512.12%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 10, 2026 AC 5.2 $25.08 @$25.00
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

 
 
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