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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nature's Sunshine Products (NATR) - NASDAQ Next Earnings Date: OS Estimate: Oct. 1, 2025 AC
OS Projected Window: Sept. 29, 2025 to Oct. 4, 2025
EVR: 4.5
Avg Daily Volume: 87,918    Market Cap: 291.8M
Sector: Health Care    Short Interest: 1.09
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
July 31, 2025 AC 4.6 $14.01 @$15.00 $1.80
($14.01)
12.0% 14.2% O 12.77% O $15.80 $1.07
( $15.80 )
-40.56%
May 6, 2025 AC 4.2 $12.41 @$12.50 $1.07
($12.41)
8.56% 14.98% O 6.76% I $13.25 $0.75
( $13.25 )
-29.91%
March 11, 2025 AC 4.1 $14.50 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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