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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nature's Sunshine Products (NATR) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 5.3
Avg Daily Volume: 64,399    Market Cap: 390.87M
Sector: Health Care    Short Interest: 0.77
Live Interactive Chart
Days to Next Earnings: 17 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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 12, 2024 AC 4.7 $17.20 @$17.50 $2.28
($17.20)
13.03% 26.27% O 15.63% O $19.89 $3.73
( $19.89 )
63.6%
Aug. 9, 2022 AC 4.7 $10.50 @$10.00 $1.00
($10.50)
10.0% -4.28% I -0.85% I $10.41 $0.50
( $10.41 )
-50.0%
May 5, 2022 AC 4.3 $15.70 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 8, 2022 AC 4.7 $16.81 @$17.50
May 9, 2017 AC 2.9 $8.80 @$10.00
March 7, 2017 AC 2.5 $11.10 @$10.00
Aug. 8, 2016 AC 1.7 $12.66 @$12.50
May 10, 2016 AC 1.8 $9.22 @$10.00
Feb. 25, 2016 AC 1.8 $7.96 @$10.00
Aug. 10, 2015 AC 2.0 $12.93 @$12.50

 
 
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