HIMS Options History — May 2022

In May 2022, HIMS traded between $3.10 and $4.37. ATM implied volatility averaged 91.4%, placing in the 55.1% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 20.2% (HV 20d: 71.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.49.

Notable Days

  • 2022-05-10: Highest Volume — 2,200 contracts
  • 2022-05-31: Largest IV spike — 68.7% change
  • 2022-05-05: Highest IV Rank — 100.0%
  • 2022-05-02: Largest Expected Move — 34.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.71$3.10$4.37$4.31$4.00
Max Pain$4.40$2.50$5.00$5.00$5.00
ATM IV91.4%42.3%130.8%121.5%71.4%
Expected Move25.5%12.1%34.8%34.8%20.5%
HV 20d71.2%48.7%91.2%55.7%91.0%
HV 60d81.1%78.3%85.4%79.0%81.1%
IV Rank55.1%0.0%100.0%99.0%32.8%
IV Percentile60.9%0.0%100.0%99.6%18.7%
Term Structure2.7%-32.0%38.7%-28.1%-13.3%
VWIV93.0%57.3%122.2%121.5%97.2%
Skew 25d-0.4%-65.8%16.9%-9.3%6.1%
Skew 10d2.6%-99.1%34.6%3.4%7.9%
Call IV 25d97.2%82.0%187.8%110.0%83.8%
Put IV 25d96.8%87.2%138.9%100.7%89.9%
Bid-Ask Spread %16.335.9062.5927.7662.59
Gamma HHI0.200.180.220.190.22
Net GEX36.3K26.0K49.4K44.5K42.5K
Net DEX-3.6M-4.7M-2.0M-4.5M-4.5M
Net VEX-36.8K-45.2K-28.9K-45.2K-39.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.162.191.090.31
Total Volume1,246.9526592,2001,019830
Total OI47,850.42940,68051,97548,84841,951

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$4.31$5.00121.5%34.8%55.7%99.0%121.5%-9.3%-28.1%44.5K-4.5M-45.2K1.0927.76N/AN/A48753241,8626,986
2022-05-03$4.31$5.00120.2%34.5%52.3%97.3%119.8%-6.1%-27.5%44.6K-4.5M-44.3K2.197.90N/AN/A22749841,9456,986
2022-05-04$4.37$5.00121.2%34.8%48.7%98.7%121.2%-4.3%-32.0%49.4K-4.7M-42.2K1.016.83N/AN/A51251741,9896,991
2022-05-05$4.16$5.00129.5%27.9%50.8%100.0%89.0%-18.6%-8.1%41.5K-4.2M-41.9K0.4816.90N/AN/A1,08851842,1657,039
2022-05-06$4.00$5.00130.8%28.2%51.9%100.0%93.0%-65.8%-7.8%39.8K-3.3M-40.4K0.1919.26N/AN/A1,38326043,0397,028
2022-05-09$3.68$5.00106.2%31.8%57.0%70.8%109.6%16.9%-8.9%32.4K-3.2M-36.5K0.2012.45N/AN/A1,46529343,1657,007
2022-05-10$3.51$5.0097.0%29.9%58.3%59.9%93.5%5.2%-13.6%30.8K-2.9M-35.1K0.165.90N/AN/A1,90229843,7106,981
2022-05-11$3.10$5.0085.0%24.4%68.1%45.6%110.8%2.4%16.6%26.0K-2.0M-28.9K0.2026.15N/AN/A1,79136044,0976,907
2022-05-12$3.15$5.00104.7%30.0%65.4%69.1%100.1%7.1%-4.4%28.1K-2.1M-30.9K0.5413.91N/AN/A99753845,1236,837
2022-05-13$3.45$5.0084.3%24.2%76.9%44.8%82.1%3.9%32.8%33.0K-2.7M-34.8K0.358.16N/AN/A1,11039445,2186,757
2022-05-16$3.45$5.00102.1%29.3%76.3%66.0%104.3%3.7%-10.3%32.8K-2.7M-33.8K0.518.84N/AN/A64232744,8196,660
2022-05-17$3.65$5.0098.7%28.3%76.6%61.9%84.5%4.8%18.3%35.8K-3.9M-36.6K0.5113.26N/AN/A89545545,1095,056
2022-05-18$3.37$5.0062.0%17.8%79.7%18.4%68.2%8.3%35.3%30.8K-3.1M-33.7K0.697.71N/AN/A39126845,5545,216
2022-05-19$3.56$5.0094.9%27.2%82.2%57.4%122.2%7.3%-18.2%35.4K-3.5M-35.2K0.247.34N/AN/A89621245,5275,225
2022-05-20$3.51$2.5087.8%25.2%81.8%48.9%100.2%6.9%-19.0%34.4K-3.7M-35.3K0.419.86N/AN/A57723745,7825,147
2022-05-23$3.52$2.5059.9%17.2%80.8%15.9%64.2%4.3%28.9%32.8K-3.5M-33.4K0.1615.76N/AN/A1,19119536,5094,171
2022-05-24$3.41$2.5059.3%17.0%81.0%15.2%76.7%1.9%31.5%31.6K-3.6M-33.7K0.3028.24N/AN/A73922037,1544,170
2022-05-25$3.61$2.5059.6%17.1%84.5%15.5%59.4%6.4%38.7%36.7K-3.8M-36.1K0.3015.30N/AN/A71421437,3424,194
2022-05-26$3.70$2.5080.4%23.0%85.3%40.2%78.7%3.1%15.4%37.2K-4.2M-36.4K0.297.88N/AN/A75321837,4484,196
2022-05-27$4.04$5.0042.3%12.1%91.2%0.0%57.3%7.8%31.1%42.4K-4.6M-39.2K0.2620.96N/AN/A82521737,5744,223
2022-05-31$4.00$5.0071.4%20.5%91.0%32.8%97.2%6.1%-13.3%42.5K-4.5M-39.3K0.3162.59N/AN/A63519537,7264,225