HIMS Options History — June 2021

In June 2021, HIMS traded between $10.75 and $15.36. ATM implied volatility averaged 65.0%. The 30-day expected move averaged 18.4%. IV traded below realized volatility by 33.5% (HV 20d: 98.6%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.26.

Notable Days

  • 2021-06-11: Highest Volume — 16,335 contracts
  • 2021-06-22: Largest IV drop — 17.0% change
  • 2021-06-28: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.26$10.75$15.36$13.28$10.80
Max Pain$16.48$15.00$20.00$15.00$15.00
ATM IV65.0%58.9%71.8%58.9%66.2%
Expected Move18.4%16.9%20.6%16.9%19.0%
HV 20d98.6%69.0%116.0%111.5%69.0%
HV 60d91.8%88.8%93.7%92.3%90.5%
Term Structure1.5%-6.1%10.3%0.5%10.3%
VWIV68.0%55.8%82.2%69.9%70.9%
Skew 25d-3.2%-13.3%11.8%-12.6%4.2%
Skew 10d9.6%-31.4%83.4%-24.0%82.3%
Call IV 25d68.9%63.4%76.6%71.1%74.6%
Put IV 25d65.6%54.8%83.1%58.6%78.7%
Bid-Ask Spread %32.579.6365.9143.2914.88
Gamma HHI0.290.270.350.300.27
Net GEX320.5K177.9K572.0K388.2K230.4K
Net DEX-1.9M-25.0M5.8M-6.6M3.0M
Net VEX-94.0K-121.5K-77.9K-102.7K-81.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.030.810.260.18
Total Volume3,463.1361,30716,3352,6171,538
Total OI75,725.95568,10084,16071,95277,139

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$13.28$15.0058.9%16.9%111.5%0.0%69.9%-12.6%0.5%388.2K-6.6M-102.7K0.2643.29N/AN/A2,06954850,24621,706
2021-06-02$13.74$15.0064.6%18.5%111.4%0.0%69.1%-7.7%-5.6%425.9K-10.3M-110.1K0.3352.33N/AN/A1,81459250,39121,802
2021-06-03$13.93$20.0067.4%19.2%111.4%0.0%63.7%11.1%-0.6%447.0K-11.5M-110.2K0.1755.89N/AN/A1,47124650,57522,043
2021-06-04$14.06$20.0069.7%17.5%106.4%0.0%62.1%6.2%1.6%479.2K-12.4M-113.7K0.1565.61N/AN/A2,46137050,60422,092
2021-06-07$14.64$15.0070.9%18.0%106.7%0.0%65.3%-1.8%1.9%547.0K-18.4M-116.4K0.0465.91N/AN/A2,87010452,19521,988
2021-06-08$15.36$15.0067.4%17.9%104.3%0.0%61.7%-2.9%3.8%572.0K-25.0M-121.5K0.8021.44N/AN/A3,8163,04251,76021,980
2021-06-09$13.43$15.0061.2%17.5%116.0%0.0%66.6%-13.3%-0.4%381.4K-4.7M-110.4K0.0834.10N/AN/A3,65628952,38424,071
2021-06-10$12.64$15.0060.3%17.3%111.5%0.0%64.8%-5.6%-0.9%347.7K755.2K-100.8K0.1762.23N/AN/A3,48959853,68124,237
2021-06-11$12.22$15.0061.6%17.7%107.0%0.0%55.8%-7.8%0.2%316.5K3.4M-93.4K0.8127.39N/AN/A9,0067,32955,20024,391
2021-06-14$12.90$20.0061.0%17.5%106.3%0.0%66.0%-5.7%4.2%332.1K-1.3M-97.5K0.1553.42N/AN/A2,44136556,13124,409
2021-06-15$12.06$20.0062.3%17.9%110.4%0.0%65.2%-1.1%4.1%321.6K4.3M-89.7K0.6556.34N/AN/A2,9151,90957,43924,412
2021-06-16$11.73$20.0063.5%18.2%106.0%0.0%64.5%-3.2%2.0%322.1K4.4M-86.2K0.2320.71N/AN/A1,06424359,06223,763
2021-06-17$11.61$17.5064.3%18.4%105.5%0.0%66.0%-4.3%0.1%229.9K5.5M-83.3K0.1232.60N/AN/A1,72321459,68523,751
2021-06-18$11.22$17.5066.5%19.1%102.2%0.0%66.8%-3.5%-6.1%214.8K5.8M-81.8K0.7730.41N/AN/A1,6371,26760,40723,753
2021-06-21$11.19$17.5071.1%20.4%91.8%0.0%71.9%-3.2%0.1%218.0K2.1M-81.4K0.2616.22N/AN/A2,14156150,55017,550
2021-06-22$10.81$15.0059.1%16.9%90.2%0.0%66.9%-9.4%5.8%177.9K3.9M-77.9K0.0313.13N/AN/A2,0545751,38918,357
2021-06-23$11.02$15.0065.1%18.7%89.9%0.0%74.5%-10.3%0.3%205.8K2.9M-81.9K0.069.93N/AN/A3,55821752,21718,362
2021-06-24$10.78$15.0066.5%19.1%87.5%0.0%75.2%-10.8%4.6%216.8K2.6M-81.9K0.199.63N/AN/A1,44828054,10118,408
2021-06-25$10.76$15.0064.0%18.3%77.9%0.0%74.6%7.2%6.9%214.2K3.2M-82.1K0.0710.11N/AN/A1,97114554,97318,653
2021-06-28$10.84$15.0071.8%20.6%74.6%0.0%73.0%11.8%-3.0%229.1K2.9M-81.6K0.1410.55N/AN/A1,53321555,92318,705
2021-06-29$10.75$15.0067.3%19.3%70.7%0.0%82.2%-8.3%3.4%232.9K2.8M-82.0K0.0710.50N/AN/A2,71920456,77018,716
2021-06-30$10.80$15.0066.2%19.0%69.0%0.0%70.9%4.2%10.3%230.4K3.0M-81.6K0.1814.88N/AN/A1,29824058,39518,744