Some fraction of compact binaries that merge within a Hubble time may have formed from two massive stars in isolation. For this isolated-binary formation channel, binaries need to survive two supernova (SN) explosions in addition to surviving common-envelope evolution. For the SN explosions, both the mass loss and natal kicks change the orbital characteristics, producing either a bound or unbound binary. We show that gravitational waves (GWs) may be produced not only from the core-collapse SN process, but also from the SN mass loss and SN natal kick during the pre-SN to post-SN binary transition. We model the dynamical evolution of a binary at the time of the second SN explosion with an equation of motion that accounts for the finite timescales of the SN mass loss and the SN natal kick. From the dynamical evolution of the binary, we calculate the GW burst signals associated with the SN natal kicks. We find that such GW bursts may be of interest to future mid-band GW detectors like DECIGO. We also find that the energy radiated away from the GWs emitted due to the SN mass loss and natal kick may be a significant fraction, ${gtrsim}10%$, of the post-SN binarys orbital energy. For unbound post-SN binaries, the energy radiated away in GWs tends to be higher than that of bound binaries.
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