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Natures Sunshine Products Inc NATR

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T23:08:36.734Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:01.145078367Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:08:35.531593+00:00

Share price$12.41
1D+1.3%
AH$12.20$12.31$12.42$12.52$12.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNATR
Sold putSold callAH

Natures Sunshine Products Inc options

Live interpolated NATR call and put midpoint premiums by absolute delta.Natures Sunshine Products Inc$0.48$2.32$4.17$6.02$7.87$7.75$10.40$13.06$15.71$18.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NATR spot · $12.41NATR PRICE$0.74$1.13$1.30$1.30$1.18$1.00$0.83$0.95$1.31$1.66$2.02$2.37$2.73$1.32$1.16$1.00$0.84$0.69$0.68$1.53$2.38$3.23$4.08$4.94$7.33
PutsExpensive2.73×
CallsExpensive3.58×
SkewBullish-37.04 pp
Implied moveBullish±$1.50
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.69205.3%113.0%
25Δ32.23298.7%168.8%10.01189.2%30.0%
30Δ25.84280.5%118.7%10.52158.0%24.6%
35Δ18.86212.8%62.5%11.04126.8%19.1%
40Δ16.41165.0%41.7%11.5595.6%13.7%
45Δ14.80120.0%27.4%12.0664.3%8.3%
50Δ13.2075.0%13.0%12.6340.0%3.7%
55Δ12.2659.9%6.5%13.4955.2%3.6%
60Δ11.8467.7%5.9%14.3570.3%3.6%
65Δ11.4275.6%5.4%15.2185.5%3.5%
70Δ10.9983.5%4.8%16.07100.7%3.4%
75Δ10.5791.4%4.3%16.93115.8%3.3%
80Δ10.1599.3%3.7%19.33147.6%3.3%

20Δ

Calls
Pseudo strike
25.69
IV
205.3%
B/E move
113.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
32.23
IV
298.7%
B/E move
168.8%
Puts
Pseudo strike
10.01
IV
189.2%
B/E move
30.0%

30Δ

Calls
Pseudo strike
25.84
IV
280.5%
B/E move
118.7%
Puts
Pseudo strike
10.52
IV
158.0%
B/E move
24.6%

35Δ

Calls
Pseudo strike
18.86
IV
212.8%
B/E move
62.5%
Puts
Pseudo strike
11.04
IV
126.8%
B/E move
19.1%

40Δ

Calls
Pseudo strike
16.41
IV
165.0%
B/E move
41.7%
Puts
Pseudo strike
11.55
IV
95.6%
B/E move
13.7%

45Δ

Calls
Pseudo strike
14.80
IV
120.0%
B/E move
27.4%
Puts
Pseudo strike
12.06
IV
64.3%
B/E move
8.3%

50Δ

Calls
Pseudo strike
13.20
IV
75.0%
B/E move
13.0%
Puts
Pseudo strike
12.63
IV
40.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
12.26
IV
59.9%
B/E move
6.5%
Puts
Pseudo strike
13.49
IV
55.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
11.84
IV
67.7%
B/E move
5.9%
Puts
Pseudo strike
14.35
IV
70.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
11.42
IV
75.6%
B/E move
5.4%
Puts
Pseudo strike
15.21
IV
85.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
10.99
IV
83.5%
B/E move
4.8%
Puts
Pseudo strike
16.07
IV
100.7%
B/E move
3.4%

75Δ

Calls
Pseudo strike
10.57
IV
91.4%
B/E move
4.3%
Puts
Pseudo strike
16.93
IV
115.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
10.15
IV
99.3%
B/E move
3.7%
Puts
Pseudo strike
19.33
IV
147.6%
B/E move
3.3%

Options history

No recorded observations