HIMS Options History — May 2021

In May 2021, HIMS traded between $8.24 and $14.36. ATM implied volatility averaged 67.3%. The 30-day expected move averaged 18.8%. IV traded below realized volatility by 28.4% (HV 20d: 95.7%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.35.

Notable Days

  • 2021-05-19: Highest Volume — 17,759 contracts
  • 2021-05-17: Largest IV drop — 10.9% change
  • 2021-05-12: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.01$8.24$14.36$11.59$14.36
Max Pain$14.00$12.50$15.00$15.00$15.00
ATM IV67.3%61.1%75.6%65.7%63.5%
Expected Move18.8%17.3%21.6%18.8%18.2%
HV 20d95.7%86.2%109.7%87.4%109.7%
HV 60d87.6%83.2%92.9%85.3%90.9%
Term Structure-2.8%-6.4%0.5%-6.1%-2.5%
VWIV67.6%61.6%83.8%68.6%66.7%
Skew 25d-3.3%-16.6%3.0%-3.6%-3.2%
Skew 10d8.7%-29.9%66.4%-11.7%35.2%
Call IV 25d68.7%62.4%77.8%69.5%70.3%
Put IV 25d65.4%51.9%76.4%65.9%67.1%
Bid-Ask Spread %34.579.1361.769.9936.57
Gamma HHI0.250.210.300.250.30
Net GEX215.0K69.2K468.9K242.6K468.9K
Net DEX106.3K-17.1M6.1M-288.4K-17.1M
Net VEX-75.3K-121.6K-42.5K-69.2K-121.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.050.900.080.20
Total Volume4,833.1595317,7591,5475,508
Total OI73,913.2565,21789,48365,21771,323

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$11.59$15.0065.7%18.8%87.4%0.0%68.6%-3.6%-6.1%242.6K-288.4K-69.2K0.089.99N/AN/A1,42811949,53415,683
2021-05-04$11.35$15.0069.3%19.9%87.0%0.0%67.8%0.5%-6.4%215.7K756.9K-65.3K0.1812.09N/AN/A1,88134249,97715,693
2021-05-05$11.45$15.0067.2%19.3%86.2%0.0%66.7%1.4%-3.8%241.5K-188.1K-69.6K0.8516.25N/AN/A2,0371,72551,10915,476
2021-05-06$10.59$15.0068.9%17.4%89.9%0.0%64.7%-13.1%-2.4%158.5K3.3M-61.7K0.5561.76N/AN/A1,33673452,53117,081
2021-05-07$10.88$15.0065.5%17.3%90.8%0.0%62.2%-4.0%-1.9%192.1K2.2M-65.5K0.0560.81N/AN/A2,52111753,34616,759
2021-05-10$10.33$12.5070.3%18.0%91.7%0.0%65.1%-14.3%-1.3%171.8K3.2M-59.5K0.1857.69N/AN/A81114255,66916,827
2021-05-11$9.89$12.5075.6%18.2%92.2%0.0%65.9%-1.6%-0.3%145.9K3.8M-56.2K0.1460.50N/AN/A2,12230356,21016,867
2021-05-12$8.95$12.5075.3%21.6%97.2%0.0%76.4%-1.4%-5.5%69.9K5.3M-46.8K0.4754.63N/AN/A3,0201,40756,90816,870
2021-05-13$8.24$12.5073.2%21.0%96.1%0.0%83.8%-1.1%-5.9%81.2K5.9M-42.5K0.2359.51N/AN/A5,3921,24958,82817,705
2021-05-14$8.82$12.5073.2%21.0%100.7%0.0%74.5%-0.8%-6.1%69.2K6.1M-50.4K0.2421.85N/AN/A1,43034459,62718,519
2021-05-17$9.11$12.5065.2%18.7%98.0%0.0%65.5%1.3%0.5%118.5K5.9M-51.7K0.9061.21N/AN/A1,9491,75060,60218,534
2021-05-18$10.11$12.5066.3%19.0%97.7%0.0%65.3%-16.6%-1.5%221.3K3.7M-68.2K0.509.13N/AN/A4,4452,23061,20819,810
2021-05-19$10.51$12.5066.4%19.0%86.7%0.0%68.8%1.2%-3.2%209.9K2.9M-76.4K0.7425.77N/AN/A10,2147,54562,24820,968
2021-05-20$11.41$15.0065.6%18.8%90.8%0.0%69.6%-0.9%-1.7%232.6K3.2M-87.3K0.4211.22N/AN/A3,8491,63664,82623,603
2021-05-21$12.86$15.0067.4%19.3%99.1%0.0%68.1%-2.9%-1.6%321.7K-7.1M-106.9K0.4635.63N/AN/A11,4915,26964,62524,858
2021-05-24$12.10$15.0063.1%18.1%100.6%0.0%64.6%-3.6%-1.2%242.6K-2.4M-98.8K0.3012.74N/AN/A1,42942648,07419,839
2021-05-25$11.68$15.0061.7%17.7%101.4%0.0%65.5%-2.4%0.0%213.2K-511.5K-93.1K0.1011.14N/AN/A1,15011348,28219,891
2021-05-26$12.34$15.0061.1%17.5%102.7%0.0%61.6%-3.2%-1.3%266.6K-3.8M-96.5K0.0829.77N/AN/A2,51119148,69619,861
2021-05-27$13.64$15.0061.1%17.5%108.5%0.0%61.6%3.0%-2.9%416.7K-12.9M-119.0K0.3743.14N/AN/A4,7411,75650,00219,796
2021-05-28$14.36$15.0063.5%18.2%109.7%0.0%66.7%-3.2%-2.5%468.9K-17.1M-121.6K0.2036.57N/AN/A4,58392550,07621,247