Ticker Options Intelligence

NATR options intelligence

Natures Sunshine Products Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 48 Market data through 31 Jul 2026 Checked 1 Aug 2026 11:36 · complete available chain

Call-side pressure

Bullish pressure

NATR currently carries bullish options pressure with a 48/100 conviction score. The nearest-chain expected move is 7.7%, with volume/open-interest participation at 0.02.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report
Primary read Bullish

Call-side pressure

Expected move 7.7%

Wider near-term move priced

Activity / OI 0.02

Current volume is quieter versus prior open interest

Put-call 0.00

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop -1.2%

RS -12.9

Expected move 7.7%
Put-call volume -
Volume / OI 0.02
Reference IV 0.32
Max pain 22.50
Underlying 20.15
Nearest expiry 21 Aug 2026
Contracts 74

Research Brief

NATR has a bullish chain read with 48/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 18.60–21.70; The largest call open-interest concentration is 30.00; the largest put concentration is 22.50. The most active strike by current volume is 17.50.

Priced range18.60–21.70
Call concentration30.00
Put concentration22.50
Max pain reference22.50
What would confirm it
  • Price holds or improves while call-side concentration remains elevated.
What would weaken it
  • Price weakens while call pressure fades or reverses toward puts.
  • Options and the weekly trend are not yet giving the same message.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 18.60 to 21.70. Max pain at 22.50 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
18.6020.15 ± 1.5521.70
Confirmation level

A close beyond 21.70 or below 18.60 at the 21 Aug expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 48/100

Evidence alignment, not probability

Pressure is 100/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure100 × 42%
+42.0

How strongly activity leans toward calls or puts.

Participation1 × 22%
+0.3

Volume relative to existing open interest and contract-level activity.

Trend agreement0 × 26%
+0.0

How closely the chain read agrees with the underlying trend backdrop.

Volatility53 × 10%
+5.3

The intensity of implied volatility and the priced move.

Reconstructed score47.6Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 30.00; the largest put concentration is 22.50. The most active strike by current volume is 17.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1
10.00-50.4%
0
0
12.50-38.0%
0
3
15.00-25.6%
0
0
17.50-13.2%
0
8
20.00-0.7%
20
20
22.5011.7%
63
7
25.0024.1%
39
0
30.0048.9%
70
0
35.0073.7%
0
0
40.0098.5%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Back-loaded volatility

0.88× front/back

Longer-dated options carry more implied volatility than the front expiry, so risk is priced farther out.

0.32 21 Aug 21d
0.24 18 Sep 49d
0.29 20 Nov 112d
0.37 19 Feb 203d

Volatility by Strike

Upside optionality premium

Nearest expiry, within 20% of spot

Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.

18
20
23
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

Forward validation is building. The earliest eligible stored read expires 21 Aug 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

High

A97/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
74 / 74
  • No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Directional flow, confirmation needed

35/100
Primary intent Directional flow, confirmation needed

There is useful activity, but aggregate chain data does not isolate participant intent.

Flow vs price divergence Bullish flow against weak price

Options are leaning call-side while the stock is down on the week, a divergence that needs price confirmation.

Why this matters

Directional flow, confirmation needed matters because it connects the options headline to the actual evidence: $662 of estimated gross traded notional, calls · 8-21 days · itm, and a bullish flow against weak price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+100
1W price-1.2%
Call premium100%
Put premium0%
Notional split C 100% / P 0% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.02 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Calls · 8-21 days · ITM
Calls · 8-21 days · ITM calls cluster with 2 contracts traded, $610 estimated gross traded notional, and 92% of visible notional.
$610
Calls · 8-21 days · OTM calls cluster with 2 contracts traded, $50 estimated gross traded notional, and 8% of visible notional.
$50
Calls · 8-21 days · ATM calls cluster with 2 contracts traded, $2 estimated gross traded notional, and 0% of visible notional.
$2

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Activity Anomaly

Warming up

-

3 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 3 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close20.15
1W-1.2%
RS-12.9
Fair value+15.4%
Options pressure100
Speculation1
Volatility53
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 7.7% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.32 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.00 history building
30d avg - · 1/10 sessions -
90d avg - · 1/30 sessions -
180d avg - · 1/60 sessions -
Volume/OI 0.02 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:29 Bearish
Pressure -90
Move 9.3%
30 Jul 11:14 Mixed
Pressure 9
Move 12.1%
30 Jul 15:28 Bullish
Pressure 54
Move 12.4%
30 Jul 16:34 Bullish
Pressure 54
Move 12.4%
30 Jul 17:02 Bullish
Pressure 54
Move 12.4%
31 Jul 00:05 Bullish
Pressure 54
Move 12.4%
1 Aug 10:36 Bullish
Pressure 100
Move 7.7%

Strike Map

Where activity is clustering

Full strike map
Strike10.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike12.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike15.00
Calls · V 0 · OI 0
Puts · V 0 · OI 3
Strike17.50
Calls · V 2 · OI 0
Puts · V 0 · OI 0
Strike20.00
Calls · V 2 · OI 20
Puts · V 0 · OI 8
Strike22.50
Calls · V 2 · OI 63
Puts · V 0 · OI 20
Strike25.00
Calls · V 0 · OI 39
Puts · V 0 · OI 7
Strike30.00
Calls · V 0 · OI 70
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts20
Avg IV0.32
Put-call-
Expiry18 Sep 2026
Contracts14
Avg IV0.24
Put-call-
Expiry20 Nov 2026
Contracts18
Avg IV0.29
Put-call-
Expiry19 Feb 2027
Contracts22
Avg IV0.37
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.49
Put IV2.82
Skew2.33
18 Sep 2026Call IV premium
Call IV0.14
Put IV0.02
Skew-0.12
20 Nov 2026Call IV premium
Call IV0.09
Put IV0.02
Skew-0.07
19 Feb 2027Put IV premium
Call IV0.12
Put IV0.48
Skew0.36

Contract Tape

Most active contracts

Full contract tape
ContractNATR260821C00022500
SideCall
Expiry21 Aug 2026
Strike22.50
Volume2
OI63
IV0.49
ContractNATR260821C00020000
SideCall
Expiry21 Aug 2026
Strike20.00
Volume2
OI20
IV0.01
ContractNATR260821C00017500
SideCall
Expiry21 Aug 2026
Strike17.50
Volume2
OI-
IV0.72
ContractNATR260821C00030000
SideCall
Expiry21 Aug 2026
Strike30.00
Volume-
OI70
IV0.68
ContractNATR260821C00025000
SideCall
Expiry21 Aug 2026
Strike25.00
Volume-
OI39
IV0.41
ContractNATR261120C00030000
SideCall
Expiry20 Nov 2026
Strike30.00
Volume-
OI21
IV0.29
ContractNATR260821P00022500
SidePut
Expiry21 Aug 2026
Strike22.50
Volume-
OI20
IV0.60
ContractNATR261120C00025000
SideCall
Expiry20 Nov 2026
Strike25.00
Volume-
OI19
IV0.17