HIMS Options History — June 2022

In June 2022, HIMS traded between $3.75 and $4.79. ATM implied volatility averaged 72.0%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded below realized volatility by 1.1% (HV 20d: 73.1%). 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 21 of 21 days. Put/call ratio averaged 0.46.

Notable Days

  • 2022-06-28: Highest Volume — 2,681 contracts
  • 2022-06-02: Largest IV spike — 56.1% change
  • 2022-06-13: Highest IV Rank — 59.9%
  • 2022-06-13: Largest Expected Move — 27.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.25$3.75$4.79$4.04$4.50
Max Pain$3.81$2.50$5.00$5.00$5.00
ATM IV72.0%48.5%95.4%48.5%78.9%
Expected Move21.2%13.9%27.3%13.9%22.6%
HV 20d73.1%57.8%93.0%91.2%59.1%
HV 60d71.8%67.7%80.8%80.1%69.4%
IV Rank33.5%7.0%59.9%7.0%41.3%
IV Percentile23.7%0.8%84.5%0.8%31.3%
Term Structure10.3%2.0%31.0%29.4%9.4%
VWIV75.2%62.5%81.9%80.9%79.2%
Skew 25d4.7%-0.8%8.8%4.9%5.0%
Skew 10d7.9%-6.1%29.4%4.6%6.2%
Call IV 25d81.3%77.0%86.5%82.6%84.9%
Put IV 25d86.0%80.3%91.5%87.6%89.9%
Bid-Ask Spread %22.936.0252.9523.4316.66
Gamma HHI0.260.220.310.220.30
Net GEX53.6K41.2K74.8K43.0K66.0K
Net DEX-5.4M-7.0M-4.1M-4.7M-6.4M
Net VEX-41.3K-47.1K-36.5K-39.0K-45.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.061.230.580.54
Total Volume1,102.6674622,6816021,040
Total OI44,081.85742,03147,52242,07447,493

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$4.04$5.0048.5%13.9%91.2%7.0%80.9%4.9%29.4%43.0K-4.7M-39.0K0.5823.43N/AN/A38022237,8494,225
2022-06-02$4.25$5.0075.7%21.0%93.0%37.7%75.9%6.4%8.7%54.6K-5.1M-42.4K0.1651.77N/AN/A1,67926137,7794,252
2022-06-03$4.05$5.0052.3%20.6%92.9%11.3%76.4%4.5%8.3%44.3K-4.7M-39.5K0.1752.95N/AN/A1,42324038,4734,325
2022-06-06$4.14$5.0053.7%20.6%92.1%12.9%72.4%3.5%10.9%47.1K-4.7M-40.1K0.4852.39N/AN/A42720438,5004,324
2022-06-07$4.06$5.0062.9%20.1%87.0%23.2%70.3%3.9%12.6%45.5K-4.5M-39.0K0.4644.04N/AN/A40718938,5664,342
2022-06-08$4.21$2.5075.0%21.5%85.4%36.9%77.1%5.2%6.3%49.2K-4.8M-40.7K0.1839.57N/AN/A88216038,5594,324
2022-06-09$3.92$5.0077.1%22.1%76.0%39.3%76.8%4.9%5.1%44.2K-4.4M-37.7K1.0730.29N/AN/A22824339,2264,331
2022-06-10$3.88$2.5075.1%21.5%76.3%37.1%74.9%3.4%7.9%43.2K-4.4M-37.6K0.387.20N/AN/A56621739,2464,421
2022-06-13$3.75$2.5095.4%27.3%71.6%59.9%72.6%7.3%31.0%41.3K-4.1M-36.5K0.256.02N/AN/A53513439,5114,417
2022-06-14$3.83$2.5082.8%23.7%71.8%45.7%80.0%4.7%2.0%41.2K-4.4M-37.3K0.316.94N/AN/A1,24838239,5164,440
2022-06-15$4.10$2.5057.1%16.4%73.0%16.7%62.5%8.8%12.2%49.1K-5.2M-41.1K0.4312.15N/AN/A88337740,0654,684
2022-06-16$4.08$2.5070.7%20.3%65.9%32.0%71.2%6.8%11.4%49.7K-4.8M-39.5K0.147.38N/AN/A89212340,0944,645
2022-06-17$4.27$2.5074.7%21.4%65.1%36.5%75.0%6.9%7.7%56.0K-5.5M-41.5K0.3916.71N/AN/A41916240,5724,655
2022-06-21$4.39$2.5073.4%21.0%64.8%35.1%73.6%-0.8%9.3%58.9K-5.9M-42.0K0.2617.11N/AN/A41410739,0064,432
2022-06-22$4.38$2.5075.0%21.5%64.9%36.9%75.2%0.8%6.1%59.3K-5.8M-41.7K0.3217.11N/AN/A35111139,1394,428
2022-06-23$4.60$2.5073.9%21.2%64.2%35.6%73.8%1.7%8.4%64.8K-6.5M-43.5K1.2315.29N/AN/A29636539,0554,438
2022-06-24$4.67$5.0074.2%21.3%62.3%36.0%74.2%4.7%5.9%65.4K-6.6M-43.2K0.4417.60N/AN/A1,46064639,1254,693
2022-06-27$4.79$5.0075.0%21.5%62.3%36.9%75.0%5.0%8.6%74.8K-7.0M-46.4K0.8815.97N/AN/A1,06894540,0805,158
2022-06-28$4.61$5.0079.4%22.8%58.1%41.9%79.5%5.2%8.2%59.0K-6.3M-46.2K0.0617.25N/AN/A2,52116039,8545,955
2022-06-29$4.63$5.0081.8%23.5%57.8%44.6%81.9%6.6%6.9%69.0K-6.8M-47.1K0.9613.71N/AN/A40238741,5595,963
2022-06-30$4.50$5.0078.9%22.6%59.1%41.3%79.2%5.0%9.4%66.0K-6.4M-45.3K0.5416.66N/AN/A67436641,6315,862