HIMS Options History — January 2022

In January 2022, HIMS traded between $4.20 and $6.73. ATM implied volatility averaged 78.8%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded above realized volatility by 6.5% (HV 20d: 72.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.76.

Notable Days

  • 2022-01-24: Highest Volume — 12,603 contracts
  • 2022-01-05: Largest IV spike — 36.2% change
  • 2022-01-24: Highest IV Rank — 54.8%
  • 2022-01-24: Largest Expected Move — 28.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.23$4.20$6.73$6.73$4.85
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV78.8%60.0%98.1%62.9%90.7%
Expected Move22.8%17.2%28.1%18.0%26.0%
HV 20d72.3%58.7%86.2%80.3%76.6%
HV 60d71.0%68.7%74.2%70.6%74.2%
IV Rank34.3%14.4%54.8%17.4%47.0%
IV Percentile47.1%2.2%82.4%9.1%75.9%
Term Structure0.2%-13.0%7.8%6.0%-2.9%
VWIV80.9%62.9%98.0%62.9%90.8%
Skew 25d7.1%-19.6%66.6%-9.7%29.3%
Skew 10d17.1%-18.9%104.0%-8.8%46.8%
Call IV 25d80.1%63.0%94.0%63.0%78.0%
Put IV 25d87.1%47.9%152.9%53.3%107.3%
Bid-Ask Spread %14.124.2935.6710.166.01
Gamma HHI0.220.200.260.260.22
Net GEX58.6K47.3K92.7K92.7K65.2K
Net DEX-3.2M-5.7M-1.7M-5.5M-5.7M
Net VEX-48.4K-58.5K-41.5K-58.5K-54.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.122.430.340.29
Total Volume4,158.651,30112,6031,3015,528
Total OI49,588.6544,49857,51144,49857,269

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$6.73$7.5062.9%18.0%80.3%17.4%62.9%-9.7%6.0%92.7K-5.5M-58.5K0.3410.16N/AN/A97332835,9338,565
2022-01-04$6.48$7.5060.0%17.2%81.6%14.4%64.2%-16.4%6.3%84.0K-4.5M-54.5K0.126.07N/AN/A1,98023036,0048,567
2022-01-05$5.88$7.5081.7%23.4%85.7%37.4%81.7%-19.6%-13.0%64.6K-3.1M-51.5K0.9932.30N/AN/A1,3441,33637,2508,577
2022-01-06$5.75$7.5063.7%20.6%85.6%18.3%72.7%-1.7%6.8%58.2K-3.2M-49.9K0.637.77N/AN/A1,9631,23137,6378,021
2022-01-07$5.74$7.5075.8%20.8%85.0%31.1%74.2%-1.5%2.5%60.7K-3.1M-49.5K1.8824.18N/AN/A6131,15037,8068,062
2022-01-10$5.52$7.5066.6%21.5%85.2%21.3%73.4%3.4%3.0%54.3K-2.6M-47.4K0.955.14N/AN/A1,4681,40137,9068,098
2022-01-11$5.76$7.5069.4%21.2%86.2%24.3%76.2%-1.8%5.1%63.7K-3.2M-51.7K1.408.00N/AN/A8371,17538,5348,190
2022-01-12$5.60$7.5068.8%19.7%83.0%23.8%70.9%-10.6%7.8%56.6K-3.0M-48.9K1.6035.67N/AN/A7241,16038,9888,255
2022-01-13$5.28$7.5073.2%21.0%67.1%28.4%74.0%-5.6%5.6%53.2K-2.5M-46.5K1.025.39N/AN/A1,0941,12139,4038,011
2022-01-14$5.29$7.5076.5%21.9%66.6%31.9%78.3%-5.1%4.2%53.6K-2.4M-46.3K0.696.59N/AN/A1,5861,09239,7257,961
2022-01-18$4.97$7.5082.1%23.5%66.0%37.9%85.4%-7.7%-1.4%47.5K-1.7M-41.5K0.494.91N/AN/A2,4041,17939,8097,963
2022-01-19$4.86$7.5081.7%23.4%65.2%37.5%81.1%-11.1%-1.2%51.5K-1.7M-43.4K0.7021.26N/AN/A2,0841,46441,4087,993
2022-01-20$4.86$7.5076.0%21.8%63.0%31.4%76.2%-11.4%1.2%55.9K-1.7M-43.9K0.386.46N/AN/A4,0531,54242,5217,982
2022-01-21$4.84$7.5082.1%23.5%62.6%37.9%81.9%15.8%-0.8%52.6K-1.8M-46.4K2.434.29N/AN/A7971,93944,8968,012
2022-01-24$4.59$7.5098.1%28.1%60.3%54.8%98.0%18.2%-4.0%47.3K-1.9M-44.6K0.1623.28N/AN/A10,9081,69541,4177,654
2022-01-25$4.67$7.5097.2%27.9%61.6%53.9%97.2%66.6%-9.0%54.2K-3.8M-48.1K0.1623.18N/AN/A9,2501,46245,4517,409
2022-01-26$4.47$7.5097.9%28.1%62.3%54.6%98.0%15.8%-10.0%55.3K-4.4M-49.8K0.337.55N/AN/A4,3671,43448,4317,540
2022-01-27$4.20$7.5084.7%24.3%62.8%40.7%92.8%59.7%-2.8%49.5K-3.8M-45.5K0.3618.97N/AN/A3,5971,29049,4737,541
2022-01-28$4.28$7.5086.2%24.7%58.7%42.2%87.2%34.9%1.5%52.4K-3.9M-46.9K0.2625.24N/AN/A4,2791,09549,9667,545
2022-01-31$4.85$7.5090.7%26.0%76.6%47.0%90.8%29.3%-2.9%65.2K-5.7M-54.2K0.296.01N/AN/A4,2991,22949,7257,544