How often does Natures Sunshine Products move more than the options market prices?

1 of the last 8 reports moved at least as far as the implied move.

NATRNasdaqPharmaceutical Preparations

Natures Sunshine Products Inc (NATR) earnings date, market-implied expected move, and options open interest by expiry

12.22

+0.20 · +1.68%

post 12.03 −1.56%

After hours15:59 ETdelayed

Open12.01Volume140,788Mkt cap$211.5M

Day11.95 – 12.0397%52-wk11.93 – 28.141%

NATR

Natures Sunshine Products Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−19.47%

vs ±21.3% implied · ×0.92

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+0.68%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

152 managers

Top fund weight

0.01%

NATR weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Natures Sunshine Products (NATR) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±15.1%
avg realized: ±11.7%

Aug 9 '24Aug 9 '24confirmed±24.7%▼−13.85%×0.56

Nov 7 '24Nov 7 '24confirmed±13.9%▲+7.50%×0.54

Mar 11 '25Mar 11 '25confirmed±16.2%▼−6.76%×0.42

Jul 31 '25Jul 31 '25confirmed±17.6%▲+12.78%×0.73

Q3 FY25Nov 6 '25confirmed±11.6%▲+30.52%×2.64

Q1 FY26Mar 10 '26confirmed±8.6%▼−1.28%×0.15

May 7 '26May 7 '26confirmed±6.9%▼−1.30%×0.19

Q2 FY26Aug 6 '26confirmed±21.3%▼−19.47%×0.92

quarterimplied−35%0+35%realized×

Q2 FY26±21.3%▼−19.47%×0.92

May '26±6.9%▼−1.30%×0.19

Q1 FY26±8.6%▼−1.28%×0.15

Q3 FY25±11.6%▲+30.52%×2.64

Jul '25±17.6%▲+12.78%×0.73

Mar '25±16.2%▼−6.76%×0.42

2 older reports

Nov '24±13.9%▲+7.50%×0.54

Aug '24±24.7%▼−13.85%×0.56

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 2 expiries · Aug 24 close

0.47OI · 2 expiries · Aug 24 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

21+11%Nov 2017d450%

70%Feb 19108d0.8880%0.88

ExpiryPutsCallsP/C

Nov 2017d21+11%450%0.47

Feb 19108d70%80%0.88

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

3.02%as filednet margin · revenue −4.81% QoQ · +1.95% YoY

Revenue

$117M−4.81% QoQ

Gross profit

$86M−4.23% QoQ

73.66% margin

Operating income

$5M−42.58% QoQ

4.69% margin

Pre-tax income

$5M−34.20% QoQ

Net income

$4M−30.87% QoQ

3.02% margin

Cost of revenue

$31M−6.39% QoQ

Operating expenses

$81M+0.32% QoQ

SG&A $45M

Other operating $36M

Other expense

$115,000

Tax

$2M−39.81% QoQ

Revenue$117M−4.81%

Gross profit

$86M−4.23%

73.66% margin

Operating income

$5M−42.58%

4.69% margin

Pre-tax income

$5M−34.20%

Net income

$4M−30.87%

3.02% margin

Cost of revenue

$31M−6.39%

Operating expenses

$81M+0.32%

SG&A $45M

Other operating $36M

Other expense

$115,000

Tax$2M−39.81%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×2.06· ±3.7% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.7%3 of 10×2.06

FOMCrate decision±1.8%8 of 24×0.97

PCEpersonal income & outlays±1.7%11 of 19×0.95

CPROFcorporate profits±1.6%5 of 12×0.90

CPIconsumer prices±1.6%5 of 10×0.87

GDPgross domestic product±1.6%7 of 19×0.86

PPIproducer prices±1.2%4 of 10×0.68

Bar = avg |move| to ±4% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.19 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.19	—
Q1 FY26	Mar 10 '26 · confirmed	0.29	—
Q3 FY25	Nov 6 '25 · confirmed	0.30	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod