HIMS Options History — September 2021

In September 2021, HIMS traded between $7.51 and $9.06. ATM implied volatility averaged 84.5%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 15.1% (HV 20d: 69.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.23.

Notable Days

  • 2021-09-07: Highest Volume — 7,308 contracts
  • 2021-09-13: Largest IV spike — 12.1% change
  • 2021-09-13: Highest IV Rank — 42.8%
  • 2021-09-13: Largest Expected Move — 26.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.34$7.51$9.06$8.15$7.53
Max Pain$9.17$7.50$10.00$7.50$10.00
ATM IV84.5%76.3%91.6%79.4%86.4%
Expected Move24.3%22.8%26.3%22.8%24.8%
HV 20d69.4%48.5%90.1%87.6%59.4%
HV 60d71.6%69.8%75.2%75.2%73.4%
IV Rank34.5%24.9%42.8%28.4%36.6%
IV Percentile61.0%49.7%69.7%52.4%66.1%
Term Structure4.8%2.1%7.6%4.6%2.1%
VWIV87.6%82.7%91.9%84.1%87.4%
Skew 25d-10.1%-20.6%-1.6%-9.5%-20.6%
Skew 10d-12.8%-32.4%11.3%2.0%-31.3%
Call IV 25d91.8%84.2%98.1%88.6%97.7%
Put IV 25d81.7%75.1%88.0%79.1%77.0%
Bid-Ask Spread %12.887.3522.7411.218.68
Gamma HHI0.270.220.430.310.22
Net GEX148.4K77.1K268.1K163.5K79.2K
Net DEX-3.0M-6.5M476.3K-2.4M-52.0K
Net VEX-74.7K-81.0K-68.5K-71.9K-69.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.070.570.250.21
Total Volume2,847.1431,1857,3082,9311,553
Total OI72,534.38167,68476,68269,37174,843

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$8.15$7.5079.4%22.8%87.6%28.4%84.1%-9.5%4.6%163.5K-2.4M-71.9K0.2511.21N/AN/A2,35457751,20818,163
2021-09-02$8.35$7.5084.2%24.2%88.0%34.0%86.1%-10.4%3.8%178.4K-3.0M-73.7K0.0710.93N/AN/A1,71111451,83918,250
2021-09-03$8.20$7.5076.3%23.5%88.1%24.9%87.2%-14.6%6.4%168.9K-2.7M-72.6K0.2111.73N/AN/A1,51332452,02518,169
2021-09-07$8.64$7.5083.7%24.3%90.1%33.5%90.0%-7.9%4.7%203.6K-4.4M-74.8K0.2512.23N/AN/A5,8481,46051,99418,163
2021-09-08$8.53$7.5085.4%24.5%88.1%35.4%88.7%-7.2%6.6%199.8K-4.1M-74.9K0.1722.74N/AN/A4,10571352,84918,326
2021-09-09$9.06$7.5090.1%25.8%88.1%41.0%89.4%-6.4%2.6%268.1K-6.5M-81.0K0.2813.04N/AN/A3,17090154,51218,978
2021-09-10$8.65$7.5081.7%23.4%82.3%31.2%91.4%-13.5%7.3%208.6K-4.7M-78.6K0.3119.81N/AN/A3,3701,04254,36919,371
2021-09-13$8.86$10.0091.6%26.3%82.6%42.8%90.9%-9.0%4.2%145.5K-5.1M-79.4K0.2421.80N/AN/A1,89844855,23319,490
2021-09-14$8.68$10.0085.7%24.6%69.4%35.9%89.0%-10.9%2.5%142.5K-4.5M-78.2K0.1912.71N/AN/A2,55247356,19219,689
2021-09-15$8.68$10.0084.0%24.1%61.7%33.8%88.5%-7.7%4.2%145.7K-4.5M-78.2K0.1010.60N/AN/A1,69517256,44319,696
2021-09-16$8.61$10.0085.9%24.6%57.8%36.1%86.8%-4.1%3.7%143.9K-4.3M-77.5K0.2112.43N/AN/A1,15924256,47919,896
2021-09-17$8.73$10.0084.5%24.2%48.5%34.4%83.5%-1.6%4.8%148.0K-4.5M-77.7K0.227.35N/AN/A2,31050656,75219,930
2021-09-20$7.99$10.0086.3%24.7%59.4%36.5%90.8%-19.8%5.6%113.5K-1.3M-68.7K0.579.79N/AN/A1,9461,10449,53518,149
2021-09-21$8.26$10.0086.4%24.8%60.0%36.6%82.7%-7.8%3.6%128.8K-2.3M-73.7K0.0811.05N/AN/A1,82915550,31918,384
2021-09-22$8.27$10.0084.6%24.2%56.4%34.5%86.6%-6.9%5.1%121.9K-1.9M-71.5K0.3910.61N/AN/A1,19146750,98119,184
2021-09-23$8.24$10.0083.4%23.9%55.6%33.1%86.1%-5.2%4.9%127.6K-2.2M-74.2K0.0912.31N/AN/A3,05126251,84319,263
2021-09-24$8.10$10.0080.8%23.2%56.1%30.1%83.9%-7.5%7.6%114.3K-1.6M-70.8K0.3716.29N/AN/A86432151,90519,178
2021-09-27$8.35$10.0083.9%24.1%56.2%33.8%85.3%-4.6%6.2%136.3K-3.1M-79.4K0.1113.60N/AN/A1,26813854,22619,360
2021-09-28$7.83$10.0086.9%24.9%60.2%37.2%89.9%-17.2%4.3%100.7K-1.0M-73.1K0.4011.24N/AN/A1,67667454,29919,604
2021-09-29$7.51$10.0083.8%24.0%61.5%33.6%91.9%-19.5%5.9%77.1K476.3K-68.5K0.0910.25N/AN/A4,25438054,49819,635
2021-09-30$7.53$10.0086.4%24.8%59.4%36.6%87.4%-20.6%2.1%79.2K-52.0K-69.6K0.218.68N/AN/A1,28726655,01019,833