HIMS Options History — April 2021

In April 2021, HIMS traded between $10.03 and $14.15. ATM implied volatility averaged 65.6%. The 30-day expected move averaged 19.3%. IV traded below realized volatility by 9.9% (HV 20d: 75.5%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.32.

Notable Days

  • 2021-04-07: Highest Volume — 9,039 contracts
  • 2021-04-12: Largest IV spike — 25.4% change
  • 2021-04-05: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.33$10.03$14.15$13.62$12.30
Max Pain$14.64$12.50$15.00$15.00$15.00
ATM IV65.6%55.0%80.6%71.4%61.4%
Expected Move19.3%17.2%24.0%20.5%17.6%
HV 20d75.5%57.9%89.9%76.6%86.9%
HV 60d84.2%79.6%88.5%81.1%85.4%
Term Structure0.4%-6.4%10.3%6.9%2.9%
VWIV69.4%61.0%86.5%73.2%62.4%
Skew 25d-3.3%-8.6%2.1%-5.5%-1.6%
Skew 10d-5.8%-26.3%14.2%-20.7%-2.7%
Call IV 25d70.6%62.6%84.0%75.5%66.7%
Put IV 25d67.2%61.4%80.5%70.0%65.2%
Bid-Ask Spread %15.846.7450.966.7414.27
Gamma HHI0.260.190.300.260.27
Net GEX223.2K82.9K320.6K268.7K302.7K
Net DEX-624.2K-9.0M4.2M-6.7M-2.4M
Net VEX-67.9K-79.8K-42.5K-74.9K-77.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.030.800.480.10
Total Volume3,191.6675209,0391,685520
Total OI61,558.8150,84567,55150,84565,188

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$13.62$15.0071.4%20.5%76.6%0.0%73.2%-5.5%6.9%268.7K-6.7M-74.9K0.486.74N/AN/A1,13954639,94810,897
2021-04-05$14.15$12.5080.6%24.0%77.3%0.0%83.9%-3.5%0.6%320.6K-9.0M-78.0K0.1928.88N/AN/A1,45527140,41411,116
2021-04-06$13.65$12.5068.5%22.4%77.9%0.0%76.6%-6.1%3.0%273.9K-6.6M-72.7K0.4914.89N/AN/A2,02098040,97511,125
2021-04-07$13.07$12.5067.8%21.8%77.6%0.0%86.5%-5.8%-0.7%222.0K-4.3M-69.5K0.7850.96N/AN/A5,0693,97042,12311,882
2021-04-08$12.95$15.0061.8%18.6%77.4%0.0%67.9%-4.3%10.3%212.9K457.7K-70.0K0.4824.48N/AN/A2,1171,01747,58714,987
2021-04-09$12.97$15.0055.0%18.8%64.0%0.0%67.9%-2.6%6.4%191.5K1.4M-69.1K0.3211.13N/AN/A1,11335348,39715,257
2021-04-12$12.55$15.0069.0%20.0%59.4%0.0%69.4%-3.5%1.2%158.1K2.7M-65.7K0.4110.70N/AN/A1,40458249,15315,414
2021-04-13$12.19$15.0067.1%19.5%58.4%0.0%69.9%-5.0%0.3%140.0K3.3M-64.1K0.5723.71N/AN/A3,1921,80849,61615,708
2021-04-14$12.27$15.0066.5%19.1%57.9%0.0%66.6%-0.1%2.2%154.0K3.1M-63.2K0.2712.65N/AN/A82122150,55315,728
2021-04-15$12.98$15.0062.5%17.9%60.8%0.0%63.7%-2.3%-3.6%188.0K1.3M-67.3K0.8016.37N/AN/A1,4391,15450,12315,770
2021-04-16$12.36$15.0060.1%17.2%61.9%0.0%61.0%-1.3%1.2%223.3K4.2M-62.5K0.3510.16N/AN/A1,80262451,42516,126
2021-04-19$11.27$15.0064.8%18.6%62.4%0.0%67.9%-5.6%-2.7%155.4K2.6M-52.6K0.149.82N/AN/A2,89639142,76012,963
2021-04-20$10.03$15.0062.3%17.9%69.6%0.0%67.3%-1.1%-0.7%82.9K4.2M-42.5K0.187.26N/AN/A3,42163343,83513,135
2021-04-21$11.40$15.0068.2%19.5%85.8%0.0%69.5%-2.9%-3.9%204.2K748.1K-59.8K0.1110.40N/AN/A6,36069846,17413,920
2021-04-22$10.97$15.0066.1%18.9%86.6%0.0%71.8%-8.6%-1.6%188.4K1.1M-61.4K0.338.32N/AN/A1,97165649,70814,379
2021-04-23$11.45$15.0068.4%19.6%88.3%0.0%70.7%-8.3%-6.4%220.0K168.1K-68.0K0.109.31N/AN/A3,07629849,80214,906
2021-04-26$12.00$15.0065.0%18.6%89.9%0.0%65.3%0.2%-1.8%269.7K-1.5M-73.0K0.039.16N/AN/A2,4466850,90115,027
2021-04-27$12.03$15.0065.0%18.6%89.1%0.0%64.8%-2.7%0.1%291.3K-2.2M-76.1K0.0514.19N/AN/A6,77733751,37115,025
2021-04-28$12.41$15.0064.0%18.3%89.7%0.0%63.6%2.1%-2.5%317.1K-3.1M-79.8K0.0524.34N/AN/A1,1856249,38515,183
2021-04-29$12.23$15.0061.1%17.5%87.6%0.0%67.4%-1.9%-1.8%301.9K-2.6M-79.3K0.4514.94N/AN/A1,47366049,55515,194
2021-04-30$12.30$15.0061.4%17.6%86.9%0.0%62.4%-1.6%2.9%302.7K-2.4M-77.2K0.1014.27N/AN/A4714949,49115,697