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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nature's Sunshine Products (NATR) - NASDAQ Next Earnings Date: OS Estimate: Aug. 19, 2026 AC
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 5.3
Avg Daily Volume: 82,488    Market Cap: 478.5M
Sector: Health Care    Short Interest: 1.28
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
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 $1.35
($25.08)
5.4% 11.12% O -1.27% I $24.76 $2.45
( $24.76 )
81.48%
Nov. 6, 2025 AC 4.5 $13.73 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 2.6 $18.26 @$17.50

 
 
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