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Phreesia, Inc. PHR

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Market datapartial · fetched 2026-10-22T22:27:31.765Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.002415772Z

FundamentalsAlpha Vantage · unavailable

Share price$12.72
1D+3.2%
AH$12.15$12.31$12.46$12.61$12.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPHR
Sold putSold callAH

Phreesia, Inc. options

Live interpolated PHR call and put midpoint premiums by absolute delta.Phreesia, Inc.$0.27$1.33$2.40$3.47$4.53$8.99$10.77$12.54$14.32$16.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PHR spot · $12.72PHR PRICE$0.40$0.43$0.46$0.49$0.52$0.55$0.59$0.62$0.65$1.06$1.48$1.89$2.31$0.38$0.48$0.57$0.67$0.76$1.03$1.39$1.76$2.13$2.49$2.91$3.57$4.22
PutsExpensive1.34×
CallsExpensive1.07×
SkewBearish+7.48 pp
Implied moveBearish±$1.98
TiltBearish32.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.45130.5%56.0%9.6295.8%27.4%
25Δ18.58118.7%49.4%10.2888.9%23.0%
30Δ17.71106.8%42.8%10.9381.9%18.6%
35Δ16.8495.0%36.3%11.5975.0%14.1%
40Δ15.9783.2%29.7%12.2568.0%9.7%
45Δ15.1071.4%23.1%12.7868.2%7.6%
50Δ14.2459.6%16.5%13.2473.0%6.9%
55Δ13.3747.8%9.9%13.7077.7%6.1%
60Δ12.5036.1%3.4%14.1682.4%5.4%
65Δ12.0544.4%3.1%14.6287.2%4.7%
70Δ11.6052.8%2.8%15.1291.3%4.0%
75Δ11.1561.2%2.5%15.8992.2%3.1%
80Δ10.7069.6%2.2%16.6693.1%2.3%

20Δ

Calls
Pseudo strike
19.45
IV
130.5%
B/E move
56.0%
Puts
Pseudo strike
9.62
IV
95.8%
B/E move
27.4%

25Δ

Calls
Pseudo strike
18.58
IV
118.7%
B/E move
49.4%
Puts
Pseudo strike
10.28
IV
88.9%
B/E move
23.0%

30Δ

Calls
Pseudo strike
17.71
IV
106.8%
B/E move
42.8%
Puts
Pseudo strike
10.93
IV
81.9%
B/E move
18.6%

35Δ

Calls
Pseudo strike
16.84
IV
95.0%
B/E move
36.3%
Puts
Pseudo strike
11.59
IV
75.0%
B/E move
14.1%

40Δ

Calls
Pseudo strike
15.97
IV
83.2%
B/E move
29.7%
Puts
Pseudo strike
12.25
IV
68.0%
B/E move
9.7%

45Δ

Calls
Pseudo strike
15.10
IV
71.4%
B/E move
23.1%
Puts
Pseudo strike
12.78
IV
68.2%
B/E move
7.6%

50Δ

Calls
Pseudo strike
14.24
IV
59.6%
B/E move
16.5%
Puts
Pseudo strike
13.24
IV
73.0%
B/E move
6.9%

55Δ

Calls
Pseudo strike
13.37
IV
47.8%
B/E move
9.9%
Puts
Pseudo strike
13.70
IV
77.7%
B/E move
6.1%

60Δ

Calls
Pseudo strike
12.50
IV
36.1%
B/E move
3.4%
Puts
Pseudo strike
14.16
IV
82.4%
B/E move
5.4%

65Δ

Calls
Pseudo strike
12.05
IV
44.4%
B/E move
3.1%
Puts
Pseudo strike
14.62
IV
87.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
11.60
IV
52.8%
B/E move
2.8%
Puts
Pseudo strike
15.12
IV
91.3%
B/E move
4.0%

75Δ

Calls
Pseudo strike
11.15
IV
61.2%
B/E move
2.5%
Puts
Pseudo strike
15.89
IV
92.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
10.70
IV
69.6%
B/E move
2.2%
Puts
Pseudo strike
16.66
IV
93.1%
B/E move
2.3%

Options history

No recorded observations