HIMS Options History — October 2021

In October 2021, HIMS traded between $7.24 and $8.45. ATM implied volatility averaged 83.8%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 27.9% (HV 20d: 55.9%). 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 4 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2021-10-29: Highest Volume — 5,411 contracts
  • 2021-10-11: Largest IV spike — 26.4% change
  • 2021-10-12: Highest IV Rank — 50.7%
  • 2021-10-06: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.82$7.24$8.45$7.32$7.79
Max Pain$9.88$7.50$10.00$7.50$10.00
ATM IV83.8%75.3%98.4%79.2%83.9%
Expected Move24.2%22.6%26.2%22.7%24.0%
HV 20d55.9%47.8%63.6%59.0%61.7%
HV 60d68.4%64.9%73.3%73.3%69.9%
IV Rank33.6%23.6%50.7%28.3%33.7%
IV Percentile55.8%41.5%78.0%46.4%57.0%
Term Structure-1.3%-5.0%11.5%11.5%-3.2%
VWIV88.9%81.8%96.1%81.8%91.1%
Skew 25d-8.3%-23.7%1.3%-23.7%-10.2%
Skew 10d-22.3%-42.8%0.2%-38.5%-3.2%
Call IV 25d91.3%84.8%97.1%97.1%89.8%
Put IV 25d82.9%71.4%95.2%73.4%79.6%
Bid-Ask Spread %13.525.3845.188.779.38
Gamma HHI0.280.230.320.230.29
Net GEX92.8K26.2K153.2K58.2K101.6K
Net DEX-288.3K-2.9M2.0M971.9K25.4K
Net VEX-67.3K-77.5K-60.8K-67.5K-68.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.130.960.320.13
Total Volume2,505.9051,0265,4112,3685,411
Total OI76,225.47669,99879,71174,44079,711

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$7.32$7.5079.2%22.7%59.0%28.3%81.8%-23.7%11.5%58.2K971.9K-67.5K0.328.77N/AN/A1,79457454,45019,990
2021-10-04$7.24$10.0088.8%25.3%58.9%39.4%96.1%-3.1%1.8%45.7K2.0M-60.8K0.2119.96N/AN/A2,00742054,49020,098
2021-10-05$7.36$10.0086.1%25.5%55.4%36.3%92.8%-1.3%0.6%43.3K1.6M-63.3K0.4910.74N/AN/A68733955,05120,482
2021-10-06$7.33$10.0084.3%26.2%55.4%34.2%95.8%-2.6%-1.0%38.1K2.0M-61.6K0.459.97N/AN/A73633055,40120,452
2021-10-07$7.45$10.0081.9%26.0%50.2%31.4%94.1%-0.9%-3.9%43.1K1.3M-63.7K0.3414.15N/AN/A89330255,46520,508
2021-10-08$7.38$10.0075.3%24.9%48.3%23.6%89.5%-3.4%-0.9%26.2K1.9M-61.5K0.5215.99N/AN/A73038055,70220,530
2021-10-11$7.51$10.0095.2%25.4%47.8%46.9%93.2%-2.2%-0.6%35.9K1.1M-63.1K0.4745.18N/AN/A1,55973656,18720,567
2021-10-12$7.93$10.0098.4%24.8%52.4%50.7%89.1%-0.4%0.3%105.4K-1.1M-64.8K0.268.30N/AN/A1,61541256,42820,481
2021-10-13$8.44$10.0085.6%24.5%57.6%35.7%89.1%-12.6%-5.0%126.4K-2.9M-69.8K0.336.34N/AN/A3,2801,07556,63020,364
2021-10-14$8.45$10.0084.1%24.1%57.5%34.0%87.4%-9.7%-1.9%128.8K-2.8M-68.9K0.1433.54N/AN/A2,55635957,08420,273
2021-10-15$8.39$10.0081.4%23.3%57.3%30.8%82.8%-8.0%-3.0%137.2K-2.7M-69.0K0.1442.97N/AN/A2,51834958,11420,300
2021-10-18$7.98$10.0080.9%23.2%50.8%30.2%83.9%-10.6%-0.5%118.7K-733.3K-65.8K0.435.38N/AN/A2,3641,02052,78517,213
2021-10-19$8.22$10.0080.0%22.9%50.5%29.2%82.8%-9.0%-0.8%138.6K-2.0M-72.7K0.505.43N/AN/A90945154,49217,375
2021-10-20$8.26$10.0079.2%22.7%50.6%28.3%88.0%-8.7%-1.7%136.1K-2.0M-74.6K0.136.31N/AN/A3,96851955,74618,348
2021-10-21$8.44$10.0081.6%23.4%51.1%31.1%82.8%-5.1%-3.0%153.2K-2.8M-77.5K0.527.31N/AN/A1,05455057,32818,507
2021-10-22$7.63$10.0078.9%22.6%62.5%27.9%85.5%-18.3%-0.3%103.4K117.5K-67.6K0.426.12N/AN/A3,0901,30157,48018,673
2021-10-25$7.97$10.0083.8%24.0%63.6%33.6%85.7%-11.9%-5.0%115.5K-725.4K-70.5K0.967.23N/AN/A1,3771,32158,36819,462
2021-10-26$7.80$10.0083.2%23.8%59.8%32.9%90.1%-19.4%-4.5%106.1K-218.2K-69.2K0.546.33N/AN/A1,20364658,74819,617
2021-10-27$7.45$10.0083.4%23.9%60.2%33.2%90.3%1.3%-1.6%82.1K1.2M-63.9K0.457.49N/AN/A1,22055359,00519,608
2021-10-28$7.82$10.0084.7%24.3%62.6%34.7%95.4%-15.5%-4.9%105.2K-486.9K-69.3K0.567.11N/AN/A1,29672059,28219,940
2021-10-29$7.79$10.0083.9%24.0%61.7%33.7%91.1%-10.2%-3.2%101.6K25.4K-68.5K0.139.38N/AN/A4,77363859,60120,110