HIMS Options History — August 2021 In August 2021, HIMS traded between $6.87 and $8.43. ATM implied volatility averaged 93.9%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 16.3% (HV 20d: 77.6%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.24.
Notable Days 2021-08-12 : Highest Volume — 16,375 contracts2021-08-12 : Largest IV drop — 14.0% change2021-08-10 : Highest IV Rank — 70.5%2021-08-03 : Largest Expected Move — 30.4%Monthly Statistics Metric Avg Min Max Open Close Price $7.74 $6.87 $8.43 $8.09 $7.82 Max Pain $7.84 $7.50 $10.00 $10.00 $7.50 ATM IV 93.9% 79.1% 115.3% 104.3% 79.1% Expected Move 26.0% 22.7% 30.4% 29.9% 22.7% HV 20d 77.6% 64.7% 86.3% 73.2% 86.3% HV 60d 79.9% 75.4% 86.0% 86.0% 75.4% IV Rank 43.4% 28.1% 70.5% 62.4% 28.1% IV Percentile 66.8% 52.1% 89.1% 77.0% 52.1% Term Structure -0.3% -12.7% 7.2% -11.5% 5.7% VWIV 98.4% 84.6% 122.8% 122.8% 86.1% Skew 25d -16.7% -29.8% 11.6% -27.6% -20.3% Skew 10d -30.9% -62.4% 37.3% -58.9% -21.9% Call IV 25d 103.6% 89.2% 124.4% 124.4% 95.7% Put IV 25d 87.0% 64.8% 105.6% 96.8% 75.4% Bid-Ask Spread % 13.85 5.67 31.52 9.55 9.00 Gamma HHI 0.28 0.24 0.39 0.25 0.30 Net GEX 154.6K 84.3K 285.4K 169.7K 143.8K Net DEX 186.5K -4.5M 4.1M 299.2K -1.1M Net VEX -72.1K -84.7K -58.9K -78.2K -69.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.05 0.97 0.10 0.12 Total Volume 4,604.773 1,425 16,375 4,822 1,625 Total OI 90,907.136 66,055 109,079 92,912 69,647
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-08-02 $8.09 $10.00 104.3% 29.9% 73.2% 0.0% 122.8% -27.6% -11.5% 169.7K 299.2K -78.2K 0.10 9.55 N/A N/A 4,398 424 73,625 19,287 2021-08-03 $8.15 $10.00 106.0% 30.4% 72.6% 0.0% 116.1% -18.2% -12.7% 176.0K 87.4K -79.8K 0.07 12.47 N/A N/A 2,987 201 74,798 19,696 2021-08-04 $8.09 $10.00 103.5% 29.7% 72.5% 0.0% 118.7% -27.2% -7.9% 181.8K 203.9K -80.1K 0.22 8.69 N/A N/A 2,716 591 76,737 19,860 2021-08-05 $8.07 $7.50 108.4% 27.3% 72.3% 62.4% 106.8% -29.3% -3.5% 196.4K -598.7K -81.0K 0.06 12.48 N/A N/A 5,139 283 77,970 19,991 2021-08-06 $8.18 $7.50 109.2% 27.5% 72.9% 63.3% 105.4% -8.5% -4.5% 192.7K -513.3K -81.3K 0.05 10.80 N/A N/A 5,309 284 78,070 20,512 2021-08-09 $8.24 $7.50 114.1% 27.2% 70.5% 69.0% 102.2% -21.5% -4.6% 219.7K -1.4M -82.1K 0.20 24.80 N/A N/A 3,431 678 80,226 20,701 2021-08-10 $7.83 $7.50 115.3% 26.7% 69.4% 70.5% 101.6% -29.8% -1.5% 171.6K 444.2K -75.7K 0.37 10.67 N/A N/A 3,541 1,322 79,813 20,891 2021-08-11 $7.48 $7.50 101.7% 29.2% 64.7% 54.5% 109.9% -9.0% -5.0% 147.4K 1.3M -71.2K 0.15 18.38 N/A N/A 10,505 1,560 80,811 21,256 2021-08-12 $8.32 $7.50 87.5% 25.1% 72.3% 37.9% 96.6% -10.6% 2.4% 201.4K -1.5M -81.6K 0.16 30.55 N/A N/A 14,063 2,312 81,004 21,367 2021-08-13 $8.43 $7.50 82.7% 23.7% 69.4% 32.3% 95.5% -19.4% 6.5% 285.4K -4.5M -84.7K 0.13 16.52 N/A N/A 5,685 756 87,169 21,910 2021-08-16 $7.47 $7.50 87.9% 25.2% 77.6% 38.4% 95.1% -26.2% 3.5% 131.8K 2.0M -68.2K 0.33 31.52 N/A N/A 4,506 1,500 83,536 21,871 2021-08-17 $6.91 $7.50 92.1% 26.4% 75.2% 43.4% 97.9% -11.3% 4.2% 84.3K 4.1M -58.9K 0.18 15.05 N/A N/A 6,144 1,083 82,622 21,785 2021-08-18 $7.42 $7.50 88.0% 25.2% 80.3% 38.6% 96.6% -6.6% 7.2% 103.0K 2.2M -65.7K 0.25 5.67 N/A N/A 2,326 575 83,828 21,612 2021-08-19 $6.87 $7.50 96.7% 27.7% 82.3% 48.7% 95.4% -4.2% -5.9% 100.7K 3.4M -61.3K 0.97 16.71 N/A N/A 876 846 85,819 21,582 2021-08-20 $7.11 $7.50 89.7% 25.7% 83.1% 40.5% 92.6% -1.8% 0.9% 106.4K 3.6M -62.7K 0.90 10.03 N/A N/A 898 806 85,724 21,721 2021-08-23 $7.24 $7.50 83.5% 24.0% 82.6% 33.3% 87.7% -29.6% 3.6% 109.7K 405.0K -63.4K 0.10 8.11 N/A N/A 1,809 178 48,951 17,104 2021-08-24 $7.70 $7.50 81.8% 23.4% 86.0% 31.2% 85.4% 11.6% 3.7% 127.8K -463.8K -67.5K 0.14 10.86 N/A N/A 1,253 172 49,084 17,374 2021-08-25 $7.53 $7.50 83.2% 23.8% 86.0% 32.9% 91.0% -23.4% 5.7% 127.2K -503.1K -66.9K 0.12 9.79 N/A N/A 2,669 309 49,942 17,468 2021-08-26 $7.53 $7.50 85.0% 24.4% 85.3% 35.0% 84.6% -22.4% 2.2% 129.9K -552.1K -66.4K 0.10 9.40 N/A N/A 1,770 171 50,182 17,519 2021-08-27 $7.76 $7.50 81.0% 23.2% 85.9% 30.4% 89.4% -20.9% 6.7% 140.1K -987.0K -69.4K 0.29 12.25 N/A N/A 2,125 620 50,457 17,829 2021-08-30 $7.99 $7.50 84.1% 24.1% 86.0% 34.0% 87.4% -10.7% -0.9% 153.7K -1.9M -71.2K 0.19 11.47 N/A N/A 2,400 459 50,713 17,893 2021-08-31 $7.82 $7.50 79.1% 22.7% 86.3% 28.1% 86.1% -20.3% 5.7% 143.8K -1.1M -69.9K 0.12 9.00 N/A N/A 1,451 174 51,440 18,207
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