Nature's Sunshine Products, Inc. (NATR) Options History
Historical options analytics archive for NATR with monthly max pain, implied volatility, gamma exposure, and put/call data.
112 months of complete options data available.
NATR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NATR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 72.6% | 18.1% | $22.50 | $5.0K | -$95.1K | 0.00 |
| 2026-05 | 20 | 105.3% | 34.7% | $22.50 | $5.2K | -$109.1K | 0.55 |
| 2026-04 | 21 | 75.0% | 22.1% | $22.50 | $8.1K | -$347.9K | 0.36 |
| 2026-03 | 22 | 93.9% | 23.4% | $25.00 | $4.4K | -$146.9K | 0.43 |
| 2026-02 | 19 | 79.5% | 18.3% | $22.50 | $5.0K | -$193.4K | 0.13 |
| 2026-01 | 20 | 74.7% | 16.6% | $17.50 | $797 | -$100.1K | 0.18 |
This archive aggregates NATR's daily end-of-day options snapshots into monthly summaries, spanning 2012-10 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how NATR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 72.6%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Frequently asked NATR history questions
- How much options history is available for NATR?
- This archive holds 112 months of NATR options analytics, spanning 2012-10 through 2026-06. Each entry is a monthly rollup of NATR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the NATR archive.
- What data does each monthly NATR aggregate contain?
- Every monthly row summarizes that month of NATR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 72.6%, an average IV rank of 18.1%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.00.
- How is the NATR options-history archive built and how often does it update?
- The archive is derived from NATR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how NATR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.