HIMS Options History — February 2021

In February 2021, HIMS traded between $14.72 and $24.28. ATM implied volatility averaged 117.0%. The 30-day expected move averaged 34.4%. IV traded above realized volatility by 30.9% (HV 20d: 86.0%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 16 of 16 trading days. Term structure was in contango for 5 of 16 days. Put/call ratio averaged 0.28.

Notable Days

  • 2021-02-16: Highest Volume — 13,249 contracts
  • 2021-02-10: Largest IV spike — 15.9% change
  • 2021-02-04: Largest Expected Move — 39.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.18$14.72$24.28$22.17$14.77
Max Pain$18.59$17.50$20.00$17.50$17.50
ATM IV117.0%106.9%132.8%132.8%110.8%
Expected Move34.4%31.5%39.3%39.3%31.8%
HV 20d86.0%86.0%86.0%86.0%86.0%
Term Structure-1.2%-10.1%4.3%-10.1%0.8%
VWIV124.0%115.1%142.0%142.0%120.8%
Skew 25d-17.2%-22.7%-10.5%-22.4%-15.2%
Skew 10d-34.0%-60.6%-22.6%-36.7%-60.6%
Call IV 25d129.4%118.3%150.7%150.7%118.3%
Put IV 25d112.2%103.1%128.4%128.4%103.1%
Bid-Ask Spread %19.1512.6428.2023.1619.18
Gamma HHI0.200.160.240.190.20
Net GEX345.5K162.5K586.6K363.7K209.5K
Net DEX-24.0M-39.0M-7.4M-30.7M-9.1M
Net VEX-85.6K-94.4K-74.2K-83.7K-79.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.060.510.320.32
Total Volume6,578.1252,63213,2494,72012,400
Total OI39,784.31332,90848,53732,90848,537

Daily Data (16 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-04$22.17$17.50132.8%39.3%0.0%0.0%142.0%-22.4%-10.1%363.7K-30.7M-83.7K0.3223.16N/AN/A3,5821,13826,2316,677
2021-02-05$24.01$17.50117.7%38.5%0.0%0.0%134.0%-19.3%-3.9%440.9K-38.3M-86.8K0.4119.29N/AN/A4,1981,71926,8996,958
2021-02-08$24.28$17.50118.0%36.8%0.0%0.0%130.4%-15.6%-2.6%468.7K-39.0M-85.1K0.1815.03N/AN/A4,71586527,3737,157
2021-02-09$23.40$17.50106.9%35.3%0.0%0.0%122.0%-19.4%-1.5%498.6K-35.7M-86.7K0.5118.97N/AN/A3,3831,73128,8247,308
2021-02-10$22.19$17.50124.0%35.5%0.0%0.0%125.8%-14.5%-0.6%478.1K-31.1M-90.7K0.3112.64N/AN/A4,3461,35330,3698,225
2021-02-11$21.37$17.50124.3%35.6%0.0%0.0%129.5%-18.3%-3.6%457.8K-26.8M-91.2K0.3223.27N/AN/A4,2861,38331,1488,952
2021-02-12$22.35$17.50117.0%33.6%0.0%0.0%122.0%-20.4%2.8%546.6K-32.4M-94.4K0.1724.38N/AN/A2,69646832,2978,943
2021-02-16$22.07$20.00118.1%33.9%0.0%0.0%120.4%-14.9%0.0%586.6K-29.7M-85.3K0.0618.82N/AN/A12,52672332,2558,868
2021-02-17$20.99$20.00113.7%32.6%0.0%0.0%116.1%-12.0%4.3%235.7K-27.3M-86.2K0.3916.39N/AN/A4,0101,56035,2109,246
2021-02-18$19.12$20.00117.2%33.6%0.0%0.0%119.0%-22.7%-0.3%323.9K-17.7M-85.1K0.4319.49N/AN/A3,2801,42235,9019,806
2021-02-19$19.20$20.00116.1%33.3%0.0%0.0%115.1%-18.5%-0.9%202.3K-17.3M-88.1K0.4517.35N/AN/A1,81581736,46110,303
2021-02-22$17.84$20.00109.9%31.5%0.0%0.0%118.7%-17.9%3.0%172.2K-14.4M-83.5K0.2317.36N/AN/A3,52681925,9187,533
2021-02-23$17.43$20.00113.8%32.6%0.0%0.0%119.5%-13.4%-2.3%162.5K-12.8M-81.5K0.0815.77N/AN/A9,51376326,9417,975
2021-02-24$16.95$20.00114.3%32.8%0.0%0.0%125.3%-19.7%-0.6%217.1K-14.4M-87.9K0.1428.20N/AN/A8,2101,11731,4008,264
2021-02-25$14.72$17.50116.9%33.5%0.0%0.0%123.2%-10.5%-3.6%164.3K-7.4M-74.2K0.1817.04N/AN/A5,8211,06536,1238,447
2021-02-26$14.77$17.50110.8%31.8%86.0%0.0%120.8%-15.2%0.8%209.5K-9.1M-79.6K0.3219.18N/AN/A9,3993,00139,9098,628