ThetaOwl

NATR

Nature's Sunshine Products, IncConsumer Defensive
$24.25
Bullish
Mkt Cap: $424.6M|Float: 11.9M|SI: 2.0%|DTC: 1.9
Data as of market close Apr 2, 2026
IV Rank
58
IV Pctl
78%
HV 20d
29.5%
52W Range
$11-$28
ATR(14)
$0.93
Exp. Move
±13.6%
P/C Ratio
0.15
Earnings
May 5
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Above
Exp. Move Wide
Low Put/Call

NATR Key Options Data

IV Rank
57.5%
Total GEX
$0.00B
Total DEX
$0.0M
Max Pain
$25.00
Expected Move
±13.6%
Put/Call OI
0.15
Net Premium
$0.0M
Spot Price
$24.25

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$3.30±13.6%$20.95$27.55
2026-05-1543±$4.85±20.0%$19.40$29.10
2026-08-21141±$5.15±21.2%$19.10$29.40

Explore NATR options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.