HIMS Options History — December 2021

In December 2021, HIMS traded between $5.50 and $6.71. ATM implied volatility averaged 72.7%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded below realized volatility by 1.1% (HV 20d: 73.8%). 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 16 of 22 days. Put/call ratio averaged 0.39.

Notable Days

  • 2021-12-02: Highest Volume — 4,488 contracts
  • 2021-12-02: Largest IV spike — 69.3% change
  • 2021-12-03: Highest IV Rank — 48.8%
  • 2021-12-03: Largest Expected Move — 26.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.24$5.50$6.71$6.20$6.57
Max Pain$7.84$7.50$10.00$10.00$7.50
ATM IV72.7%46.5%92.4%46.5%66.0%
Expected Move21.1%13.3%26.5%13.3%18.9%
HV 20d73.8%58.4%81.6%64.6%80.9%
HV 60d65.5%60.0%70.5%61.5%70.5%
IV Rank27.9%0.0%48.8%0.0%20.7%
IV Percentile33.0%0.0%74.8%0.0%16.6%
Term Structure5.2%-13.1%36.4%28.6%0.7%
VWIV76.2%63.7%92.3%92.3%66.6%
Skew 25d-4.7%-32.4%16.5%-32.4%-17.7%
Skew 10d-0.5%-46.3%32.2%-46.3%-16.0%
Call IV 25d77.1%62.5%103.4%85.3%66.7%
Put IV 25d72.4%45.3%97.1%52.9%49.0%
Bid-Ask Spread %15.512.7251.386.4716.74
Gamma HHI0.230.200.270.270.25
Net GEX64.6K47.2K83.2K47.2K83.2K
Net DEX-84.1K-5.4M3.9M3.9M-5.2M
Net VEX-54.3K-59.7K-46.1K-50.2K-57.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.160.970.400.24
Total Volume2,078.9091,0274,4883,0961,742
Total OI64,606.13642,29381,52775,80744,008

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$6.20$10.0046.5%13.3%64.6%0.0%92.3%-32.4%28.6%47.2K3.9M-50.2K0.406.47N/AN/A2,20788955,76420,043
2021-12-02$6.04$10.0078.7%22.6%63.2%34.2%86.2%10.1%23.6%48.3K3.4M-52.0K0.344.22N/AN/A3,3591,12956,92120,022
2021-12-03$5.87$10.0092.4%26.5%63.1%48.8%92.1%-19.5%-13.1%51.3K2.9M-52.9K0.972.72N/AN/A1,2291,19558,48120,170
2021-12-06$6.00$7.5078.4%25.9%64.1%33.9%81.2%8.0%-1.0%52.7K2.8M-54.0K0.3737.76N/AN/A1,73363358,93320,408
2021-12-07$6.40$7.5089.3%22.5%69.4%45.5%77.4%0.1%2.3%68.9K2.6M-56.6K0.369.56N/AN/A2,04873759,27320,443
2021-12-08$6.51$7.5082.9%22.4%70.3%38.7%78.8%0.8%1.7%58.7K1.9M-59.3K0.6351.38N/AN/A65240858,85620,505
2021-12-09$6.30$7.5083.9%23.0%69.8%39.7%79.1%-6.1%-2.1%65.6K3.0M-54.7K0.3915.88N/AN/A1,05741159,05320,503
2021-12-10$6.08$7.5061.9%21.5%69.7%16.4%78.4%-3.4%5.3%58.0K3.4M-50.9K0.5310.66N/AN/A68336359,27520,585
2021-12-13$5.90$7.5078.5%22.4%69.3%34.0%79.8%-2.4%0.4%57.9K3.6M-49.2K0.2713.62N/AN/A2,13558459,52320,559
2021-12-14$5.50$7.5065.6%23.4%58.4%20.4%85.5%-2.0%1.5%48.5K3.6M-46.1K0.3810.78N/AN/A1,04839560,16320,463
2021-12-15$6.33$7.5080.6%23.1%81.2%36.2%79.5%-5.3%0.8%70.5K2.2M-57.1K0.5012.09N/AN/A2,8751,44460,74520,547
2021-12-16$6.12$7.5073.9%21.2%81.5%29.2%75.4%-2.8%-0.4%63.4K2.7M-54.8K0.4013.24N/AN/A1,51260760,77920,619
2021-12-17$6.42$7.5073.3%21.0%78.8%28.5%73.5%4.6%2.4%67.9K2.5M-57.8K0.5211.95N/AN/A1,31167760,92720,600
2021-12-20$6.16$7.5078.7%22.6%79.7%34.2%75.4%3.3%-2.2%63.2K-4.0M-53.4K0.4816.64N/AN/A1,10652833,8318,462
2021-12-21$6.38$7.5070.6%20.2%80.8%25.6%70.6%1.2%7.0%69.7K-4.5M-56.6K0.308.09N/AN/A1,04530934,0108,459
2021-12-22$6.43$7.5069.7%20.0%78.1%24.6%70.1%4.0%2.5%71.9K-4.6M-56.5K0.358.13N/AN/A75826934,3628,508
2021-12-23$6.71$7.5066.5%19.1%79.2%21.3%66.8%16.5%7.1%83.1K-5.4M-59.7K0.1832.41N/AN/A1,57928334,6038,516
2021-12-27$6.59$7.5069.3%19.9%79.4%24.2%68.7%-20.6%6.1%78.3K-4.9M-56.2K0.2732.18N/AN/A1,00226834,1438,548
2021-12-28$6.41$7.5067.7%19.4%79.8%22.6%64.8%-21.3%6.8%73.5K-4.3M-54.7K0.1810.22N/AN/A1,62129534,3398,542
2021-12-29$6.06$7.5055.5%15.9%81.6%9.6%63.7%3.0%36.4%61.8K-3.2M-49.9K0.165.75N/AN/A1,91830234,5388,596
2021-12-30$6.39$7.5070.5%20.2%81.1%25.6%70.6%-22.3%-0.5%77.1K-4.5M-54.6K0.3010.74N/AN/A1,06632435,2758,435
2021-12-31$6.57$7.5066.0%18.9%80.9%20.7%66.6%-17.7%0.7%83.2K-5.2M-57.0K0.2416.74N/AN/A1,40933335,4618,547