NATR · Natures Sunshine Products Inc

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$20.40 -0.12 (-0.58%) At close · Jul 24

Market Cap

$358.73M

17.58M

Options Chain

15-min delayed Underlying $20.40 · today Options Calculator

Positioning

Aug 21, 2026 · 27 days to expiry · 20 contracts

Put / call OI

0.15

Call-heavy positioning

Open interest

202

contracts outstanding

Volume

traded today

Max pain

$20.00

$0.40 below spot

ATM implied vol

77.5%

market's expected move

Open interest by strike

Calls Puts

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 27d Sep 18 55d Nov 20 118d Feb 19 209d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	121.6%	0.991	—		$0.20	-0.063	213.1%	1	1
Call · $10 In the money Last — Breakeven — Implied vol 121.6% Delta 0.991 ≈99% ITM Gamma 0.004 Theta -0.004 Vega 0.002 Open interest 0 Model this call Put · $10 Last $0.20 Breakeven $9.80 Implied vol 213.1% Delta -0.063 ≈6% ITM Gamma 0.011 Theta -0.027 Vega 0.007 Open interest 1 Model this put
0	—	82.9%	0.99	—		—	-0.086	159.1%	—	0
Call · $12.5 In the money Last — Breakeven — Implied vol 82.9% Delta 0.99 ≈99% ITM Gamma 0.006 Theta -0.003 Vega 0.002 Open interest 0 Model this call Put · $12.5 Last — Breakeven — Implied vol 159.1% Delta -0.086 ≈9% ITM Gamma 0.018 Theta -0.026 Vega 0.007 Open interest 0 Model this put
0	—	118.5%	0.869	—		$0.74	-0.213	254.1%	3	3
Call · $15 In the money Last — Breakeven — Implied vol 118.5% Delta 0.869 ≈87% ITM Gamma 0.032 Theta -0.027 Vega 0.012 Open interest 0 Model this call Put · $15 Last $0.74 Breakeven $14.26 Implied vol 254.1% Delta -0.213 ≈21% ITM Gamma 0.021 Theta -0.076 Vega 0.015 Open interest 3 Model this put
0	—	61.4%	0.845	—		—	-0.211	83.4%	—	0
Call · $17.5 In the money Last — Breakeven — Implied vol 61.4% Delta 0.845 ≈85% ITM Gamma 0.07 Theta -0.016 Vega 0.013 Open interest 0 Model this call Put · $17.5 Last — Breakeven — Implied vol 83.4% Delta -0.211 ≈21% ITM Gamma 0.063 Theta -0.025 Vega 0.018 Open interest 0 Model this put
18	16	103.5%	0.587	$2.90		$1.20	-0.411	51.4%	1	8
Call · $20 In the money Last $2.90 Breakeven $22.90 Implied vol 103.5% Delta 0.587 ≈59% ITM Gamma 0.069 Theta -0.043 Vega 0.022 Open interest 18 Model this call Put · $20 Last $1.20 Breakeven $18.80 Implied vol 51.4% Delta -0.411 ≈41% ITM Gamma 0.138 Theta -0.02 Vega 0.022 Open interest 8 Model this put
Underlying $20.40
48	2	55.7%	0.289	$0.45		$1.90	-0.661	69.3%	1	8
Call · $22.5 Last $0.45 Breakeven $22.95 Implied vol 55.7% Delta 0.289 ≈29% ITM Gamma 0.112 Theta -0.02 Vega 0.02 Open interest 48 Model this call Put · $22.5 In the money Last $1.90 Breakeven $20.60 Implied vol 69.3% Delta -0.661 ≈66% ITM Gamma 0.097 Theta -0.025 Vega 0.02 Open interest 8 Model this put
39	2	72%	0.175	$0.40		$1.90	-0.936	49.4%	1	7
Call · $25 Last $0.40 Breakeven $25.40 Implied vol 72% Delta 0.175 ≈18% ITM Gamma 0.065 Theta -0.02 Vega 0.016 Open interest 39 Model this call Put · $25 In the money Last $1.90 Breakeven $23.10 Implied vol 49.4% Delta -0.936 ≈94% ITM Gamma 0.055 Theta -0.005 Vega 0.006 Open interest 7 Model this put
70	1	101.2%	0.103	$0.17		—	—	—	—	0
Call · $30 Last $0.17 Breakeven $30.17 Implied vol 101.2% Delta 0.103 ≈10% ITM Gamma 0.032 Theta -0.019 Vega 0.012 Open interest 70 Model this call Put · $30 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $35 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $35 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.969	127.8%	—	0
Call · $40 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40 In the money Last — Breakeven — Implied vol 127.8% Delta -0.969 ≈97% ITM Gamma 0.012 Theta -0.008 Vega 0.003 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 275053 CUSIP 639027101 13F (30d) 20 filings 20 filers Visit website