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Nature's Sunshine Products, Inc. Common Stock NATR

i

Market dataready · fetched 2026-11-12T02:50:59.152Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:00.659979524Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:50:58.609772+00:00

Share price$10.31
1D-6.5%
AH$10.23$10.45$10.66$10.87$11.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNATR
Sold putSold callAH

Nature's Sunshine Products, Inc. Common Stock options

Live interpolated NATR call and put midpoint premiums by absolute delta.Nature's Sunshine Products, Inc. Common Stock$1.11$1.55$2.00$2.45$2.90$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENATR PRICE$1.30$1.30$1.30$1.16$1.56$1.96$2.36$2.77
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ32.08681.4%223.8%
35Δ18.87501.0%95.7%
40Δ15.15400.4%59.6%
45Δ
50Δ
55Δ
60Δ9.99157.1%8.1%
65Δ9.50174.0%7.2%
70Δ9.00190.9%6.3%
75Δ8.50207.8%5.4%
80Δ8.00224.7%4.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
32.08
IV
681.4%
B/E move
223.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
18.87
IV
501.0%
B/E move
95.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
15.15
IV
400.4%
B/E move
59.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.99
IV
157.1%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.50
IV
174.0%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.00
IV
190.9%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.50
IV
207.8%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.00
IV
224.7%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.73%
Daily EOD
NATR58.0%70.7%83.4%2026-10-19: 65.45%2026-10-20: 59.97%2026-10-22: 70.80%2026-10-23: 67.50%2026-10-26: 81.64%2026-10-27: 68.27%2026-10-28: 74.37%2026-10-29: 76.02%2026-10-30: 59.73%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.45%
59.97%
70.80%
67.50%
81.64%
68.27%
74.37%
76.02%
59.73%