IntraAlpha
Create free account Start free

Phreesia, Inc. PHR

i

Market dataready · fetched 2026-11-12T03:02:39.892Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003567405Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T03:02:39.456604+00:00

Share price$12.81
1D+1.6%
AH$11.93$12.22$12.50$12.79$13.085:30 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.$0.43$1.44$2.45$3.46$4.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEPHR PRICE$0.82$0.82$0.82$0.54$1.00$1.45$1.91$2.36$2.82$3.27$3.73$4.18
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.61302.4%31.4%
25Δ
30Δ18.18279.7%48.4%
35Δ15.57213.2%28.0%
40Δ12.5286.7%6.5%
45Δ13.0594.3%5.9%
50Δ13.57101.9%5.4%
55Δ14.10109.5%4.8%
60Δ14.62117.1%4.3%
65Δ15.15124.7%3.7%
70Δ15.67132.3%3.2%
75Δ16.20139.9%2.6%
80Δ16.73147.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.61
IV
302.4%
B/E move
31.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.18
IV
279.7%
B/E move
48.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
15.57
IV
213.2%
B/E move
28.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.52
IV
86.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.05
IV
94.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.57
IV
101.9%
B/E move
5.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.10
IV
109.5%
B/E move
4.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.62
IV
117.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.15
IV
124.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.67
IV
132.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.20
IV
139.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.73
IV
147.5%
B/E move
2.1%

Options history

IV · four-Friday blend55.74%
Daily EOD
PHR54.4%60.3%66.3%2026-10-19: 65.45%2026-10-21: 57.93%2026-10-22: 59.26%2026-10-23: 60.58%2026-10-26: 59.49%2026-10-27: 55.79%2026-10-28: 63.09%2026-10-29: 55.18%2026-10-30: 55.74%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.45%
57.93%
59.26%
60.58%
59.49%
55.79%
63.09%
55.18%
55.74%