PHR · Expected Move
Phreesia, Inc.
The expected move for PHR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
PHR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PHR Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$2.23
30-Day ATM IV
61.4%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to PHR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
PHR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.88 | $2.23 | 61.4% | 28% |
| 20261106 | $2.85 | $1.52 | — | — |
| 20261105 | $2.45 | $1.40 | 85.9% | 66% |
| 20261104 | $1.27 | $1.27 | 76.0% | 50% |
| 20261103 | $0.97 | $0.97 | 48.7% | 9% |
| 20261102 | $1.07 | $1.07 | 60.7% | 27% |
| 20261030 | $1.00 | $1.00 | 47.2% | 6% |
| 20261029 | $1.30 | $1.30 | — | — |
| 20261028 | $1.00 | $1.00 | 70.8% | 42% |
| 20261027 | $0.97 | $0.97 | 47.2% | 6% |
| 20261026 | $1.25 | $1.25 | 49.6% | 10% |
| 20261023 | $1.73 | $1.73 | 64.8% | 33% |
| 20261022 | $1.45 | $1.45 | 51.5% | 13% |
| 20261021 | $1.52 | $1.52 | 55.8% | 19% |
| 20261020 | $1.40 | $1.40 | 51.4% | 13% |
| 20261019 | $1.93 | $1.93 | — | — |
| 20261016 | $2.02 | $0.97 | — | — |
| 20261015 | $1.60 | $1.05 | 50.2% | 11% |
| 20261014 | $1.50 | $0.68 | 53.4% | 16% |
| 20261013 | $1.50 | $0.85 | 49.3% | 9% |
| 20261012 | $1.48 | $0.90 | 82.1% | 60% |
| 20261009 | $1.55 | $0.85 | 108.3% | 100% |
| 20261008 | $1.45 | $0.75 | 52.5% | 20% |
| 20261007 | $1.57 | $0.72 | 56.4% | 29% |
| 20261006 | $1.42 | $0.55 | 50.1% | 15% |
| 20261005 | $1.50 | $0.65 | 56.0% | 28% |
| 20261002 | $0.55 | $0.55 | 45.9% | 6% |
| 20261001 | $0.72 | $0.72 | 50.8% | 16% |
| 20260930 | $0.70 | $0.70 | 51.1% | 17% |
| 20260929 | $0.75 | $0.75 | 48.5% | 12% |
| 20260928 | $0.72 | $0.72 | 48.1% | 11% |
| 20260925 | $0.80 | $0.80 | 43.1% | 0% |
| 20260924 | $0.80 | $0.80 | 46.8% | 8% |
| 20260923 | $0.73 | $0.73 | 49.5% | 14% |
| 20260922 | $0.95 | $0.95 | 48.5% | 11% |
| 20260921 | $0.88 | $0.88 | 44.8% | 4% |
| 20260918 | $0.95 | $0.23 | 43.1% | 0% |
| 20260917 | $1.00 | $0.55 | 44.8% | 0% |
| 20260916 | $1.05 | $0.60 | 45.4% | 0% |
| 20260915 | $1.05 | $0.65 | 68.9% | 52% |
| 20260914 | $1.15 | $0.53 | 46.8% | 0% |
| 20260911 | $1.27 | $0.68 | 52.0% | 4% |
| 20260910 | $1.30 | $0.50 | 50.8% | 2% |
| 20260909 | $1.43 | $0.60 | 53.9% | 9% |
| 20260908 | $1.42 | $0.65 | 53.5% | 8% |
| 20260904 | $1.68 | $1.18 | 50.2% | 0% |
| 20260903 | $1.70 | $1.25 | 52.6% | 0% |
| 20260902 | $2.05 | $2.05 | 78.9% | 71% |
| 20260901 | $1.85 | $1.85 | 74.1% | 58% |
| 20260831 | $2.17 | $2.17 | 82.3% | 81% |
| 20260828 | $2.17 | $2.17 | 79.7% | 75% |
| 20260827 | $1.98 | $1.98 | 79.5% | 74% |
| 20260826 | $1.98 | $1.98 | 77.0% | 69% |
| 20260825 | $1.80 | $1.80 | 70.1% | 52% |
| 20260824 | $2.10 | $2.10 | 84.7% | 88% |
| 20260821 | $2.03 | $0.93 | 73.1% | 59% |
| 20260820 | $2.17 | $1.00 | 77.4% | 70% |
| 20260819 | $2.65 | $1.07 | 80.7% | 78% |
| 20260818 | $2.05 | $1.27 | 71.8% | 56% |
| 20260817 | $1.95 | $0.95 | 71.7% | 56% |
More on PHR
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.