PHR · Phreesia, Inc.

Track PHR — free Ask ALVIS about PHR

$11.14 +0.28 (+2.58%) At close · Jul 29

Market Cap

$671.28M

61.81M

Options Chain

15-min delayed Underlying $11.14 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 16 contracts

Put / call OI

0.47

Call-heavy positioning

Open interest

297

contracts outstanding

Volume

traded today

Max pain

$10.00

$1.14 below spot

ATM implied vol

85.7%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Oct 16 78d Dec 18 141d Jan 15 169d Mar 19 232d Dec 17 505d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
2	2	411.2%	0.977	$6.72		—	—	—	—	0
Call · $2.5 In the money Last $6.72 Breakeven $9.22 Implied vol 411.2% Delta 0.977 ≈98% ITM Gamma 0.005 Theta -0.014 Vega 0.002 Open interest 2 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	2	180.4%	0.978	$6.11		$0.15	-0.04	220.5%	1	1
Call · $5 In the money Last $6.11 Breakeven $11.11 Implied vol 180.4% Delta 0.978 ≈98% ITM Gamma 0.01 Theta -0.006 Vega 0.002 Open interest 2 Model this call Put · $5 Last $0.15 Breakeven $4.85 Implied vol 220.5% Delta -0.04 ≈4% ITM Gamma 0.014 Theta -0.012 Vega 0.003 Open interest 1 Model this put
7	2	125.7%	0.922	$3.66		$0.27	-0.13	175.2%	10	54
Call · $7.5 In the money Last $3.66 Breakeven $11.16 Implied vol 125.7% Delta 0.922 ≈92% ITM Gamma 0.041 Theta -0.012 Vega 0.004 Open interest 7 Model this call Put · $7.5 Last $0.27 Breakeven $7.23 Implied vol 175.2% Delta -0.13 ≈13% ITM Gamma 0.043 Theta -0.023 Vega 0.006 Open interest 54 Model this put
145	1	109.8%	0.706	$1.10		$0.50	-0.213	61.5%	2	39
Call · $10 In the money Last $1.10 Breakeven $11.10 Implied vol 109.8% Delta 0.706 ≈71% ITM Gamma 0.115 Theta -0.024 Vega 0.009 Open interest 145 Model this call Put · $10 Last $0.50 Breakeven $9.50 Implied vol 61.5% Delta -0.213 ≈21% ITM Gamma 0.172 Theta -0.011 Vega 0.009 Open interest 39 Model this put
Underlying $11.14
43	1	49.9%	0.201	$0.26		$2.30	-0.796	51.4%	2	1
Call · $12.5 Last $0.26 Breakeven $12.76 Implied vol 49.9% Delta 0.201 ≈20% ITM Gamma 0.202 Theta -0.009 Vega 0.008 Open interest 43 Model this call Put · $12.5 In the money Last $2.30 Breakeven $10.20 Implied vol 51.4% Delta -0.796 ≈80% ITM Gamma 0.204 Theta -0.008 Vega 0.008 Open interest 1 Model this put
3	1	101.9%	0.15	$0.14		—	-0.965	66.5%	—	0
Call · $15 Last $0.14 Breakeven $15.14 Implied vol 101.9% Delta 0.15 ≈15% ITM Gamma 0.083 Theta -0.015 Vega 0.006 Open interest 3 Model this call Put · $15 In the money Last — Breakeven — Implied vol 66.5% Delta -0.965 ≈97% ITM Gamma 0.053 Theta -0.002 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		$6.35	-0.896	129%	4	0
Call · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $17.5 In the money Last $6.35 Breakeven $11.15 Implied vol 129% Delta -0.896 ≈90% ITM Gamma 0.052 Theta -0.013 Vega 0.006 Open interest 0 Model this put
0	—	—	—	—		—	-0.856	181.5%	—	0
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last — Breakeven — Implied vol 181.5% Delta -0.856 ≈86% ITM Gamma 0.046 Theta -0.024 Vega 0.006 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1412408 CUSIP 71944F106 13F (30d) 35 filings 35 filers Visit website Investor relations