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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Phreesia (PHR) - NYSE Next Earnings Date: OS Estimate: Sept. 1, 2026 AC
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 5.8
Avg Daily Volume: 1,570,731    Market Cap: 579.8M
Sector: None    Short Interest: 5.43
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
May 27, 2026 AC 5.6 $9.13 @$10.00 $1.70
($9.13)
17.0% 20.04% O 3.5% I $9.45 $1.27
( $9.45 )
-25.29%
March 30, 2026 AC 5.0 $11.41 @$12.50 $1.88
($11.41)
15.04% -31.9% O -26.55% O $8.38 $4.20
( $8.38 )
123.4%
Dec. 8, 2025 AC 4.7 $20.12 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 4, 2025 AC 4.6 $31.21 @$30.00
May 28, 2025 AC 5.2 $23.30 @$22.50
March 12, 2025 AC 5.8 $23.80 @$25.00
Dec. 9, 2024 AC 5.7 $21.63 @$22.50
Sept. 4, 2024 AC None $0.00 @$25.00
May 30, 2024 AC 5.4 $21.31 @$22.50
March 14, 2024 AC 5.7 $22.67 @$22.50

 
 
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