HIMS Options History — November 2021

In November 2021, HIMS traded between $6.59 and $8.44. ATM implied volatility averaged 86.2%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 20.9% (HV 20d: 65.4%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2021-11-11: Highest Volume — 12,695 contracts
  • 2021-11-10: Largest IV drop — 22.2% change
  • 2021-11-09: Highest IV Rank — 78.5%
  • 2021-11-10: Largest Expected Move — 27.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.66$6.59$8.44$8.18$6.59
Max Pain$10.71$10.00$12.50$10.00$10.00
ATM IV86.2%72.8%122.2%89.3%83.3%
Expected Move23.5%20.9%27.3%25.6%23.9%
HV 20d65.4%59.1%76.1%63.5%62.1%
HV 60d62.8%56.5%70.6%70.6%61.5%
IV Rank36.5%20.8%78.5%40.0%33.1%
IV Percentile55.8%33.7%96.9%72.2%54.1%
Term Structure-2.2%-14.4%6.8%-7.2%-1.8%
VWIV84.1%73.9%101.7%92.6%82.1%
Skew 25d-5.8%-30.3%25.8%5.4%-25.8%
Skew 10d-3.4%-48.5%45.2%20.4%-18.9%
Call IV 25d85.9%66.6%103.0%95.1%83.8%
Put IV 25d80.1%54.6%105.7%100.6%58.0%
Bid-Ask Spread %15.233.6037.9822.916.51
Gamma HHI0.280.240.390.280.24
Net GEX80.2K-31.2K167.6K118.6K37.5K
Net DEX-236.3K-3.9M4.4M-1.6M2.9M
Net VEX-66.7K-75.5K-57.3K-72.2K-57.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.151.040.720.65
Total Volume4,741.4291,90412,6951,9043,988
Total OI81,912.66771,80693,18977,87876,452

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$8.18$10.0089.3%25.6%63.5%40.0%92.6%5.4%-7.2%118.6K-1.6M-72.2K0.7222.91N/AN/A1,11079457,81720,061
2021-11-02$8.06$10.0089.5%25.7%63.8%40.3%95.5%9.3%-7.8%110.6K-995.4K-70.1K0.8012.76N/AN/A1,4221,14357,83119,893
2021-11-03$8.26$10.0094.7%27.1%64.1%46.3%99.1%3.9%-14.4%124.0K-1.9M-73.0K0.916.60N/AN/A1,2951,18458,05720,290
2021-11-04$8.26$12.50103.5%24.1%64.0%56.7%90.0%-2.6%-2.9%140.7K-3.0M-74.7K0.1537.03N/AN/A5,73888758,36220,224
2021-11-05$8.30$12.50103.1%24.4%63.7%56.2%86.6%-1.3%-3.9%149.7K-3.1M-74.0K0.3626.81N/AN/A3,0301,07760,83520,253
2021-11-08$8.44$12.50109.0%25.0%63.7%63.0%88.3%-2.3%-3.7%167.6K-3.9M-75.5K0.2925.85N/AN/A2,69577961,79720,668
2021-11-09$8.30$12.50122.2%26.8%61.5%78.5%93.1%4.8%-9.5%149.7K-2.7M-72.5K0.2032.45N/AN/A4,82694462,27020,774
2021-11-10$7.96$12.5095.1%27.3%59.1%46.9%101.7%-10.5%-9.5%148.6K-2.3M-71.3K0.3037.98N/AN/A4,4161,31163,81220,678
2021-11-11$7.66$12.5076.0%21.8%60.4%24.5%76.7%-14.5%-0.6%64.9K509.6K-62.3K0.4621.62N/AN/A8,6884,00765,23620,816
2021-11-12$7.36$10.0076.3%21.9%61.6%24.9%76.8%-16.7%3.2%14.5K2.6M-60.6K0.267.02N/AN/A3,64995466,09122,696
2021-11-15$8.14$10.0076.1%21.8%70.2%24.6%77.6%-5.1%2.9%97.4K-2.5M-68.3K1.045.58N/AN/A3,1443,26067,77423,012
2021-11-16$8.20$10.0074.1%21.2%69.4%22.2%76.6%5.7%6.8%92.1K-2.5M-70.3K0.8131.30N/AN/A1,8331,48767,39923,525
2021-11-17$8.12$10.0072.8%20.9%69.5%20.8%81.2%-8.8%3.1%60.0K-1.5M-69.4K0.636.07N/AN/A3,0691,92767,21923,500
2021-11-18$7.40$10.0074.6%21.4%76.1%22.9%79.3%5.7%1.6%-31.2K2.7M-62.7K0.857.64N/AN/A3,1142,64767,68123,756
2021-11-19$7.34$10.0076.0%21.8%67.5%24.5%76.9%-13.0%0.5%45.4K4.4M-62.6K0.495.36N/AN/A3,7551,84768,76424,425
2021-11-22$7.14$10.0076.4%21.9%65.8%24.9%76.1%-24.1%1.5%30.8K1.6M-63.4K0.733.60N/AN/A3,8512,81451,73620,070
2021-11-23$6.71$10.0080.2%23.0%68.7%29.4%80.4%-30.3%-0.8%37.9K1.9M-58.6K0.264.95N/AN/A3,62193053,13719,449
2021-11-24$6.87$10.0076.2%21.9%67.9%24.7%73.9%25.8%-0.0%43.1K1.2M-61.0K0.556.06N/AN/A1,57686254,56319,629
2021-11-26$6.89$10.0080.8%23.2%65.1%30.1%80.8%-11.2%-2.6%44.0K1.2M-61.7K0.366.48N/AN/A1,48953554,82019,904
2021-11-29$6.77$10.0081.5%23.4%65.3%30.9%80.6%-16.8%-2.2%37.4K1.9M-58.4K0.575.30N/AN/A2,4651,40754,93619,954
2021-11-30$6.59$10.0083.3%23.9%62.1%33.1%82.1%-25.8%-1.8%37.5K2.9M-57.3K0.656.51N/AN/A2,4151,57355,55220,900