HIMS Options History — February 2022

In February 2022, HIMS traded between $4.20 and $5.26. ATM implied volatility averaged 91.6%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 10.8% (HV 20d: 80.8%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.93.

Notable Days

  • 2022-02-23: Highest Volume — 7,430 contracts
  • 2022-02-23: Largest IV drop — 13.5% change
  • 2022-02-22: Highest IV Rank — 62.5%
  • 2022-02-22: Largest Expected Move — 30.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.73$4.20$5.26$4.89$5.18
Max Pain$3.03$2.50$7.50$7.50$2.50
ATM IV91.6%82.6%105.3%87.1%90.3%
Expected Move26.2%24.8%30.2%25.0%25.9%
HV 20d80.8%72.8%95.0%75.7%92.5%
HV 60d75.9%73.6%80.7%74.3%79.9%
IV Rank48.0%38.4%62.5%43.1%46.6%
IV Percentile77.0%55.6%90.1%71.6%77.4%
Term Structure-5.7%-16.8%-0.2%-0.2%-6.2%
VWIV94.4%85.4%108.5%87.1%90.3%
Skew 25d16.9%-8.7%88.9%39.0%-8.7%
Skew 10d23.6%-16.8%133.1%61.3%-16.8%
Call IV 25d87.3%77.4%92.5%77.4%87.1%
Put IV 25d104.2%77.4%170.6%116.4%78.5%
Bid-Ask Spread %13.687.6040.977.6011.14
Gamma HHI0.250.210.340.230.23
Net GEX73.3K55.1K93.1K69.4K88.0K
Net DEX-6.3M-8.9M-4.6M-6.1M-8.7M
Net VEX-53.8K-63.3K-47.0K-56.3K-61.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.331.700.331.39
Total Volume3,2311,7787,4304,5272,359
Total OI57,447.57946,26464,27358,05849,466

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$4.89$7.5087.1%25.0%75.7%43.1%87.1%39.0%-0.2%69.4K-6.1M-56.3K0.337.60N/AN/A3,4081,11950,4797,579
2022-02-02$4.72$7.5088.9%25.5%75.6%45.1%89.4%88.9%-1.1%69.3K-5.4M-53.3K0.3623.48N/AN/A3,0511,10350,8567,561
2022-02-03$4.38$2.5092.8%25.0%72.8%49.2%92.4%29.9%-2.1%58.1K-4.7M-48.8K1.7028.56N/AN/A6591,11951,1657,468
2022-02-04$4.45$2.5089.3%26.3%73.5%45.4%93.4%10.9%-5.6%61.3K-4.9M-48.8K1.2411.94N/AN/A8991,11651,4677,434
2022-02-07$4.66$2.5092.7%24.8%76.4%49.1%91.0%21.1%-2.0%69.8K-5.5M-51.6K1.498.85N/AN/A8201,21951,7117,406
2022-02-08$4.66$2.5082.6%25.1%75.7%38.4%88.3%28.0%-6.0%71.4K-5.5M-51.0K1.379.65N/AN/A9421,28851,9147,452
2022-02-09$4.95$2.5091.3%26.2%77.6%47.6%93.3%29.7%-6.3%80.4K-6.9M-54.5K0.7011.26N/AN/A1,8271,27852,4037,476
2022-02-10$4.89$2.5091.0%26.1%77.2%47.3%93.3%31.9%-6.3%81.5K-6.7M-54.9K0.8940.97N/AN/A1,3461,20053,2017,471
2022-02-11$4.68$2.5092.6%26.6%76.0%49.0%97.0%-0.3%-7.8%74.6K-6.0M-53.5K0.719.42N/AN/A1,6791,19953,3717,513
2022-02-14$4.54$2.5097.3%27.9%76.5%54.0%108.5%6.4%-9.2%57.5K-5.3M-50.4K1.0012.55N/AN/A1,3521,34854,2307,475
2022-02-15$4.88$2.5089.1%25.6%78.6%45.3%97.5%11.4%-5.6%89.3K-6.6M-55.7K0.6210.58N/AN/A1,9481,21254,4487,694
2022-02-16$4.80$2.5093.4%26.8%78.4%49.8%104.3%9.6%-10.6%93.1K-6.3M-54.0K0.9610.56N/AN/A1,2741,22655,2567,690
2022-02-17$4.47$2.5091.3%26.2%82.3%47.6%94.0%3.1%-3.7%59.2K-5.2M-50.9K0.868.93N/AN/A1,6041,37255,8847,685
2022-02-18$4.33$2.5095.5%27.4%82.9%52.1%98.1%2.3%-5.1%56.7K-4.6M-48.9K1.0511.44N/AN/A1,4911,56756,3107,963
2022-02-22$4.20$2.50105.3%30.2%81.5%62.5%106.5%1.9%-16.8%55.1K-5.6M-47.0K0.3615.21N/AN/A3,5081,26841,4534,811
2022-02-23$4.80$2.5091.1%26.1%95.0%47.4%91.5%8.9%-5.0%85.9K-8.2M-58.3K0.688.09N/AN/A4,4193,01143,9444,837
2022-02-24$5.04$2.5091.7%26.3%94.8%48.0%91.7%10.2%-6.3%81.8K-8.3M-60.1K0.548.43N/AN/A3,0671,64243,3835,577
2022-02-25$5.26$2.5087.5%25.1%92.1%43.6%85.4%-3.4%-2.7%90.6K-8.9M-63.3K1.4611.26N/AN/A9951,45443,8855,586
2022-02-28$5.18$2.5090.3%25.9%92.5%46.6%90.3%-8.7%-6.2%88.0K-8.7M-61.1K1.3911.14N/AN/A9861,37343,8835,583