HIMS Options History — March 2021

In March 2021, HIMS traded between $12.59 and $16.44. ATM implied volatility averaged 103.8%. The 30-day expected move averaged 29.1%. IV traded above realized volatility by 11.9% (HV 20d: 91.9%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.20.

Notable Days

  • 2021-03-04: Highest Volume — 13,201 contracts
  • 2021-03-05: Largest IV spike — 21.0% change
  • 2021-03-08: Largest Expected Move — 34.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.20$12.59$16.44$15.37$13.26
Max Pain$15.76$15.00$20.00$17.50$15.00
ATM IV103.8%77.6%140.6%111.3%77.6%
Expected Move29.1%22.2%34.0%31.9%22.2%
HV 20d91.9%79.6%100.5%87.3%84.5%
Term Structure1.9%-3.3%7.9%0.9%4.0%
VWIV106.7%80.4%124.5%122.5%80.4%
Skew 25d-10.7%-18.9%0.1%-18.9%-2.2%
Skew 10d-24.1%-50.9%-3.9%-50.9%-6.9%
Call IV 25d109.7%81.1%130.9%124.3%82.8%
Put IV 25d99.0%80.6%116.1%105.4%80.6%
Bid-Ask Spread %23.029.2049.7010.559.20
Gamma HHI0.220.190.250.220.25
Net GEX333.1K179.1K649.3K301.5K234.5K
Net DEX-10.3M-23.5M-3.4M-11.4M-5.9M
Net VEX-81.7K-101.7K-66.4K-87.5K-73.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.080.450.110.25
Total Volume4,969.6521,55813,2013,2201,806
Total OI62,736.65240,09383,14254,77350,124

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-03-01$15.37$17.50111.3%31.9%87.3%0.0%122.5%-18.9%0.9%301.5K-11.4M-87.5K0.1110.55N/AN/A2,90131945,1299,644
2021-03-02$16.15$17.50110.0%31.5%89.0%0.0%116.0%-8.1%-0.1%367.3K-14.0M-92.1K0.2722.98N/AN/A3,6971,00446,6479,690
2021-03-03$15.07$17.50112.8%32.3%88.4%0.0%115.4%-10.9%-1.8%279.3K-8.8M-82.8K0.4513.28N/AN/A2,6141,17347,33510,439
2021-03-04$13.56$20.00108.9%31.0%91.2%0.0%114.8%-11.7%3.1%200.0K-4.1M-70.0K0.0845.01N/AN/A12,24096147,93010,499
2021-03-05$13.29$20.00131.8%33.5%88.8%0.0%121.6%-11.0%-1.3%266.3K-7.1M-82.0K0.1436.45N/AN/A10,3761,44957,30010,886
2021-03-08$12.95$15.00140.6%34.0%79.6%0.0%124.5%-14.8%-3.3%324.1K-8.4M-80.5K0.1643.06N/AN/A3,15651262,48510,532
2021-03-09$13.58$15.00123.5%31.8%83.1%0.0%122.3%-13.8%0.8%380.4K-10.5M-83.8K0.3149.70N/AN/A2,71784663,22110,652
2021-03-10$13.31$15.00109.3%31.3%83.1%0.0%116.6%-16.4%3.3%345.7K-9.1M-81.9K0.2124.21N/AN/A4,15688063,35111,177
2021-03-11$14.94$15.00114.0%32.7%96.8%0.0%118.0%-10.3%-2.0%481.6K-15.5M-94.7K0.1433.73N/AN/A3,90655064,03811,880
2021-03-12$15.86$15.00112.4%32.2%100.5%0.0%117.8%-9.8%1.8%555.1K-19.8M-101.7K0.2318.94N/AN/A2,17349463,65112,159
2021-03-15$16.20$15.00114.4%32.8%99.0%0.0%122.2%-16.2%-1.4%606.5K-22.4M-100.2K0.1526.85N/AN/A3,98758964,00312,234
2021-03-16$16.44$15.00117.0%33.5%99.6%0.0%120.0%-17.4%-1.4%649.3K-23.5M-99.5K0.1519.93N/AN/A3,63054465,36912,373
2021-03-17$15.52$15.00110.1%31.6%100.0%0.0%113.8%-16.3%3.1%489.1K-16.5M-89.0K0.1729.15N/AN/A5,68394265,77112,371
2021-03-18$15.69$15.00113.7%32.6%96.0%0.0%120.0%-16.0%-2.6%601.0K-19.7M-94.1K0.1115.10N/AN/A4,80552469,22812,898
2021-03-19$14.35$15.0097.7%28.0%99.8%0.0%97.6%-10.3%4.8%225.1K-6.3M-77.3K0.4016.97N/AN/A5,8692,33770,01713,125
2021-03-22$13.35$15.0084.0%24.1%99.7%0.0%92.9%-10.8%7.9%183.9K-5.5M-68.1K0.1911.54N/AN/A10,0381,94331,2098,884
2021-03-23$13.03$15.0084.7%24.3%99.7%0.0%89.0%-8.6%5.3%179.1K-4.6M-69.0K0.1824.28N/AN/A3,66466434,15110,457
2021-03-24$12.94$15.0084.4%24.2%99.6%0.0%89.3%-10.5%5.1%182.5K-4.5M-71.0K0.2124.82N/AN/A1,52232735,67611,022
2021-03-25$13.05$15.0084.5%24.2%87.6%0.0%86.0%-5.5%3.4%190.3K-4.5M-70.7K0.189.34N/AN/A2,89051035,97110,991
2021-03-26$13.32$15.0081.5%23.4%88.1%0.0%83.2%-2.5%2.6%230.1K-5.9M-74.7K0.089.48N/AN/A2,26218537,94311,001
2021-03-29$12.84$15.0082.7%23.7%87.1%0.0%84.8%-3.8%5.2%202.5K-4.2M-69.9K0.2917.81N/AN/A1,47342638,64210,911
2021-03-30$12.59$15.0079.8%22.9%84.3%0.0%84.6%0.1%5.4%185.9K-3.4M-66.4K0.2116.97N/AN/A1,28727139,06310,864
2021-03-31$13.26$15.0077.6%22.2%84.5%0.0%80.4%-2.2%4.0%234.5K-5.9M-73.3K0.259.20N/AN/A1,44536139,18910,935