HIMS Options History — July 2022

In July 2022, HIMS traded between $4.79 and $6.19. ATM implied volatility averaged 85.1%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 29.6% (HV 20d: 55.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.75.

Notable Days

  • 2022-07-28: Highest Volume — 9,511 contracts
  • 2022-07-07: Largest IV drop — 28.0% change
  • 2022-07-12: Highest IV Rank — 68.9%
  • 2022-07-13: Largest Expected Move — 26.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.60$4.79$6.19$4.79$6.19
Max Pain$4.63$2.50$5.00$5.00$5.00
ATM IV85.1%63.0%103.3%73.7%89.6%
Expected Move24.8%21.1%26.7%21.1%25.7%
HV 20d55.5%49.6%61.2%60.5%55.0%
HV 60d70.2%68.7%71.4%69.4%70.3%
IV Rank48.3%23.4%68.9%35.4%53.4%
IV Percentile52.0%6.0%90.9%17.5%68.7%
Term Structure-5.6%-13.3%13.0%13.0%-11.6%
VWIV84.7%73.9%92.5%73.9%88.0%
Skew 25d3.5%-3.1%7.8%4.7%2.1%
Skew 10d7.6%-27.6%33.7%4.2%18.2%
Call IV 25d82.0%75.4%89.1%81.5%86.0%
Put IV 25d85.5%79.2%92.6%86.2%88.1%
Bid-Ask Spread %21.487.5749.5521.3420.24
Gamma HHI0.280.220.320.300.22
Net GEX98.4K73.8K160.3K73.8K160.3K
Net DEX-10.8M-13.8M-7.3M-7.3M-13.8M
Net VEX-53.5K-57.4K-47.7K-47.7K-57.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.032.370.880.11
Total Volume1,892.957819,5117812,273
Total OI50,638.347,79356,03847,79356,038

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$4.79$5.0073.7%21.1%60.5%35.4%73.9%4.7%13.0%73.8K-7.3M-47.7K0.8821.34N/AN/A41536641,9415,852
2022-07-05$5.07$2.5090.0%26.0%59.5%53.9%89.0%4.8%-8.2%82.6K-8.4M-51.2K0.097.57N/AN/A2,07218241,9715,854
2022-07-06$5.16$2.5087.6%25.4%59.4%51.1%83.7%2.4%-6.2%91.1K-9.5M-51.6K0.167.68N/AN/A79313043,3405,893
2022-07-07$5.51$2.5063.0%26.4%61.2%23.4%87.3%3.2%-6.8%93.8K-11.4M-54.7K0.4316.99N/AN/A1,82277943,4665,898
2022-07-08$5.58$5.0075.3%24.6%60.7%37.2%79.6%3.6%-1.0%96.9K-11.5M-54.8K1.0312.83N/AN/A79982743,8056,466
2022-07-11$5.37$5.0096.0%26.2%55.5%60.7%88.2%1.2%-5.9%98.1K-10.6M-54.7K0.4013.40N/AN/A58223343,8646,545
2022-07-12$5.31$5.00103.3%26.4%55.6%68.9%91.8%0.9%-7.2%97.5K-10.2M-54.2K0.7524.49N/AN/A64448443,7626,750
2022-07-13$5.43$5.0093.1%26.7%52.4%57.4%92.3%1.3%-10.0%97.2K-11.0M-54.2K0.7914.46N/AN/A72657543,8606,747
2022-07-14$5.40$5.0093.0%26.7%53.0%57.2%92.5%5.0%-8.1%92.1K-10.8M-52.6K0.9012.46N/AN/A65559143,8367,017
2022-07-15$5.52$5.0084.4%24.2%49.6%47.5%85.3%4.8%-4.9%97.5K-11.2M-52.9K2.3714.74N/AN/A1,0012,37543,8117,023
2022-07-18$5.48$5.0087.3%25.0%49.7%50.8%87.0%7.1%-10.7%90.9K-9.8M-51.8K1.467.92N/AN/A7861,14942,0157,596
2022-07-19$5.76$5.0082.8%23.7%50.1%45.7%78.0%7.6%2.1%91.8K-11.0M-55.0K0.357.64N/AN/A93832642,2918,362
2022-07-20$6.10$5.0084.0%24.1%52.1%47.1%78.3%6.8%-2.0%101.7K-12.6M-57.3K0.3521.97N/AN/A98534642,8208,447
2022-07-21$6.17$5.0086.9%24.9%51.7%50.4%77.9%3.2%-8.6%103.3K-12.6M-55.2K1.4821.93N/AN/A54180142,4378,473
2022-07-22$5.85$5.0076.0%21.8%55.9%38.0%82.9%-3.1%-0.9%97.6K-10.9M-54.5K1.2146.49N/AN/A55266742,5558,754
2022-07-25$5.88$5.0082.5%23.7%56.0%45.4%77.9%7.8%-4.8%97.5K-11.0M-53.3K0.4935.66N/AN/A54126442,5398,764
2022-07-26$5.65$5.0082.7%23.7%58.6%45.6%87.7%1.2%-8.9%96.0K-10.0M-50.8K1.0835.09N/AN/A62767642,6778,771
2022-07-27$5.78$5.0081.4%23.3%56.1%44.2%83.3%2.1%-7.8%102.1K-10.6M-52.1K0.6137.22N/AN/A51131442,7778,440
2022-07-28$6.03$5.0089.2%25.6%57.1%52.9%89.7%3.5%-13.3%107.1K-11.7M-53.2K0.0349.55N/AN/A9,27423742,8218,488
2022-07-29$6.19$5.0089.6%25.7%55.0%53.4%88.0%2.1%-11.6%160.3K-13.8M-57.4K0.1120.24N/AN/A2,04323047,5518,487