HIMS Options History — July 2021

In July 2021, HIMS traded between $7.88 and $10.95. ATM implied volatility averaged 79.6%. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 16.1% (HV 20d: 63.6%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2021-07-21: Highest Volume — 11,635 contracts
  • 2021-07-06: Largest IV spike — 15.4% change
  • 2021-07-30: Largest Expected Move — 28.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.34$7.88$10.95$10.95$7.88
Max Pain$11.79$10.00$15.00$15.00$10.00
ATM IV79.6%62.6%97.9%63.1%97.9%
Expected Move22.9%18.0%28.1%18.1%28.1%
HV 20d63.6%44.3%73.7%69.0%72.9%
HV 60d88.6%85.3%90.9%90.2%87.0%
Term Structure-3.2%-10.1%9.2%9.2%-7.6%
VWIV84.8%68.6%105.2%72.8%103.9%
Skew 25d-8.9%-23.1%-2.6%-7.5%-20.4%
Skew 10d-17.4%-49.1%75.0%75.0%-46.8%
Call IV 25d86.7%69.6%107.7%71.9%106.4%
Put IV 25d77.8%60.1%92.3%64.5%85.9%
Bid-Ask Spread %13.756.3926.4811.936.39
Gamma HHI0.240.210.330.270.23
Net GEX165.3K91.3K265.8K242.6K139.6K
Net DEX3.2M-531.7K7.7M2.8M1.7M
Net VEX-72.8K-83.1K-59.2K-82.1K-73.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.050.900.050.19
Total Volume3,821.811,23611,6351,8753,589
Total OI81,268.47667,87990,27477,67990,274

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$10.95$15.0063.1%18.1%69.0%0.0%72.8%-7.5%9.2%242.6K2.8M-82.1K0.0511.93N/AN/A1,7938258,81918,860
2021-07-02$10.40$15.0062.6%18.0%69.9%0.0%68.6%-9.4%8.0%182.3K4.6M-75.3K0.348.95N/AN/A4,5401,52558,70318,921
2021-07-06$10.61$12.5072.3%21.0%68.1%0.0%81.3%-8.2%-6.0%193.7K4.0M-80.1K0.0826.07N/AN/A1,2069958,55319,922
2021-07-07$10.57$12.5071.9%20.6%64.0%0.0%80.2%-2.6%-3.8%175.2K4.8M-76.9K0.0515.81N/AN/A1,3085958,37719,943
2021-07-08$10.24$12.5071.8%21.2%47.7%0.0%77.0%-7.2%-5.9%151.0K5.5M-74.1K0.9026.48N/AN/A65258458,73119,957
2021-07-09$10.16$12.5070.2%20.5%44.3%0.0%76.4%-4.1%-2.0%143.0K5.9M-71.3K0.2318.97N/AN/A1,13625759,01419,809
2021-07-12$10.60$12.5071.5%20.9%47.2%0.0%74.6%-3.6%-3.7%177.0K4.4M-77.5K0.0613.89N/AN/A8,06747359,71119,955
2021-07-13$9.95$12.5072.4%21.2%45.4%0.0%76.0%-4.8%-2.8%256.8K5.0M-70.8K0.8323.96N/AN/A1,20999962,06820,049
2021-07-14$9.11$12.5073.9%21.2%49.2%0.0%76.5%-9.5%-1.0%91.3K7.7M-59.2K0.2613.06N/AN/A3,33687761,67420,044
2021-07-15$9.72$12.5073.0%20.9%56.2%0.0%76.5%-3.0%-3.2%265.8K5.7M-66.9K0.2514.15N/AN/A1,54039264,31420,012
2021-07-16$9.11$12.5070.8%20.3%59.6%0.0%70.8%-5.7%3.0%97.2K6.9M-63.4K0.1417.51N/AN/A2,95242364,97919,911
2021-07-19$9.60$12.5079.8%22.9%63.1%0.0%84.7%-4.6%-4.4%143.1K-531.7K-70.2K0.1512.11N/AN/A2,05931053,88713,992
2021-07-20$8.72$12.5080.8%23.2%70.4%0.0%86.0%-7.7%-5.4%110.8K1.1M-62.9K0.4011.28N/AN/A5,3532,15354,72214,005
2021-07-21$8.86$10.0078.8%22.6%70.6%0.0%77.9%-8.7%0.7%143.3K-327.5K-67.1K0.7510.48N/AN/A6,6534,98258,42213,546
2021-07-22$8.39$10.0087.9%25.2%71.4%0.0%98.8%-13.7%-1.5%129.0K2.9M-68.5K0.179.57N/AN/A8,4501,42663,13917,334
2021-07-23$8.57$10.0091.5%26.2%72.4%0.0%94.7%-11.0%-5.1%189.8K-20.3K-83.1K0.398.86N/AN/A2,00979170,02318,397
2021-07-26$8.20$10.0094.8%27.2%73.2%0.0%105.2%-16.6%-10.0%164.9K1.1M-77.7K0.338.94N/AN/A1,72557770,02318,397
2021-07-27$8.20$10.0096.7%27.7%72.9%0.0%98.8%-11.5%-10.1%161.6K1.1M-76.4K0.618.46N/AN/A85352169,96618,616
2021-07-28$8.32$10.0097.4%27.9%73.6%0.0%98.2%-4.7%-9.8%168.1K844.5K-78.7K0.097.51N/AN/A1,66615170,72919,018
2021-07-29$8.04$10.0093.0%26.7%73.7%0.0%102.9%-23.1%-6.5%144.6K1.9M-73.8K0.1614.36N/AN/A3,00148070,91118,911
2021-07-30$7.88$10.0097.9%28.1%72.9%0.0%103.9%-20.4%-7.6%139.6K1.7M-73.7K0.196.39N/AN/A3,01057971,27918,995