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NATR - Nature`s Sunshine Products
Implied Volatility Analysis

Implied Volatility:
417.0%

Nature`s Sunshine Products has an Implied Volatility (IV) of 417.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NATR is 45 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for NATR is 1.44 standard deviations away from its 1 year mean.

Market Cap$159.76M
Next Earnings Date11/3/2022 (32d)
Implied Volatility (IV) 30d
416.97
Implied Volatility Rank (IVR) 1y
45.12
Implied Volatility Percentile (IVP) 1y
96.59
Historical Volatility (HV) 30d
23.01
IV / HV
18.12
Open Interest
61.00

Data was calculated after the 9/30/2022 closing.

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