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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Phreesia (PHR) - NYSE Next Earnings Date: Estimated on May 29, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 4.6
Avg Daily Volume: 547,866    Market Cap: 1.34B
Sector: None    Short Interest: 4.53
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
March 14, 2024 AC 4.7 $22.67 @$22.50 $4.17
($22.67)
18.53% 8.24% I 4.76% I $23.75 $2.93
( $23.75 )
-29.74%
Dec. 5, 2023 AC 4.1 $14.75 @$15.00 $3.08
($14.75)
20.53% 29.08% O 21.22% O $17.88 $3.77
( $17.88 )
22.4%
May 31, 2023 AC 4.2 $30.02 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 7, 2022 AC 3.7 $23.92 @$25.00
June 2, 2022 AC 3.7 $19.00 @$20.00
March 30, 2022 AC 3.4 $29.38 @$30.00
Dec. 8, 2021 AC 2.6 $54.00 @$55.00
Sept. 1, 2021 AC 2.2 $69.50 @$70.00
June 7, 2021 AC 2.0 $51.99 @$50.00
March 31, 2021 BO 2.0 $52.16 @$50.00

 
 
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