Open
⌘K
Sign in Sign up

Phreesia PHR 12.71 -0.47 -3.57%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for PHR.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±15.95%
Average actual move
11.60%
Beyond the implied move
0 / 1
Median IV change
-38.62%
Reaction session Implied Actual Used ATM IV before → after
December 10, 2024 ±15.95% +11.60% 0.73× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →