HIMS Options History — September 2022

In September 2022, HIMS traded between $5.32 and $6.68. ATM implied volatility averaged 73.9%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 12.1% (HV 20d: 61.8%). Max pain ranged from $6.00 to $6.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.99.

Notable Days

  • 2022-09-26: Highest Volume — 4,267 contracts
  • 2022-09-13: Largest IV spike — 48.2% change
  • 2022-09-13: Highest IV Rank — 55.8%
  • 2022-09-26: Largest Expected Move — 22.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.93$5.32$6.68$6.21$5.64
Max Pain$6.00$6.00$6.00$6.00$6.00
ATM IV73.9%61.9%91.7%69.0%72.2%
Expected Move20.7%19.4%22.3%19.8%20.7%
HV 20d61.8%55.9%67.5%61.6%60.6%
HV 60d57.5%54.8%59.3%57.0%56.4%
IV Rank35.6%22.1%55.8%30.2%33.8%
IV Percentile27.0%4.4%77.8%13.5%21.4%
Term Structure6.8%-1.2%15.6%0.9%8.6%
VWIV71.6%58.9%78.5%70.4%58.9%
Skew 25d6.3%-8.0%32.7%32.7%2.7%
Skew 10d7.9%-25.7%54.2%54.2%-9.9%
Call IV 25d68.4%47.1%80.2%47.1%74.5%
Put IV 25d74.7%62.2%81.6%79.8%77.2%
Bid-Ask Spread %43.909.5464.2953.1631.92
Gamma HHI0.230.180.300.290.22
Net GEX71.2K12.4K123.4K90.9K68.3K
Net DEX-8.8M-11.8M-6.5M-9.8M-8.0M
Net VEX-49.1K-55.9K-42.0K-53.5K-46.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.047.340.081.64
Total Volume1,389.952724,2674741,977
Total OI52,273.8149,49555,01452,01752,216

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$6.21$6.0069.0%19.8%61.6%30.2%70.4%32.7%0.9%90.9K-9.8M-53.5K0.0853.16N/AN/A4403441,80510,212
2022-09-02$6.11$6.0070.5%20.2%61.4%31.8%70.4%5.5%-1.2%86.2K-9.2M-51.7K7.3464.29N/AN/A5943341,55910,196
2022-09-06$6.01$6.0085.1%21.8%61.4%48.3%78.5%11.2%2.3%78.3K-8.8M-51.0K2.3761.89N/AN/A7861,86541,54010,560
2022-09-07$6.54$6.0080.8%20.3%66.7%43.5%71.0%9.3%9.6%101.0K-11.0M-55.7K0.6446.61N/AN/A1,41190641,64511,116
2022-09-08$6.62$6.0082.2%20.7%60.3%45.0%72.0%12.4%5.9%91.5K-11.4M-54.5K0.2134.27N/AN/A3507442,37511,136
2022-09-09$6.68$6.0063.3%19.4%58.7%23.7%68.5%10.7%11.6%123.4K-11.8M-55.9K0.0754.48N/AN/A7054642,49911,152
2022-09-12$6.65$6.0061.9%20.1%58.6%22.1%70.6%6.9%8.4%99.5K-11.6M-54.8K0.3937.20N/AN/A73628742,73911,152
2022-09-13$6.02$6.0091.7%20.4%67.5%55.8%70.3%4.6%7.0%57.7K-8.8M-50.2K0.6060.73N/AN/A1,24274542,75311,211
2022-09-14$6.02$6.0073.5%21.1%67.0%35.2%71.8%-8.0%5.4%57.6K-9.0M-50.0K0.7560.64N/AN/A97272842,90911,370
2022-09-15$6.13$6.0070.9%20.3%66.9%32.3%71.8%1.3%6.6%50.1K-9.0M-49.4K0.5347.57N/AN/A20510943,20111,813
2022-09-16$5.86$6.0071.5%20.5%65.8%33.0%71.6%6.7%4.8%12.4K-7.9M-47.1K0.7348.59N/AN/A1,8191,32943,26511,697
2022-09-19$5.80$6.0069.3%19.9%61.9%30.5%68.7%6.9%9.3%69.8K-8.2M-46.9K0.0746.95N/AN/A6474639,7539,742
2022-09-20$5.74$6.0070.3%20.1%62.0%31.6%71.0%3.1%8.2%72.7K-8.2M-47.7K0.2028.91N/AN/A4548940,3289,778
2022-09-21$5.66$6.0072.8%20.9%62.0%34.4%72.1%6.6%7.2%71.6K-8.0M-47.1K0.0444.59N/AN/A69340,6429,801
2022-09-22$5.48$6.0075.5%21.6%61.5%37.5%75.4%9.4%9.3%63.6K-7.1M-44.2K0.7862.12N/AN/A20516040,6689,776
2022-09-23$5.36$6.0076.9%22.0%60.3%39.0%71.2%5.1%2.0%57.2K-6.7M-43.7K0.1047.48N/AN/A9479740,6789,919
2022-09-26$5.32$6.0077.6%22.3%56.3%39.9%76.8%-4.7%6.8%54.0K-6.5M-42.0K0.4029.16N/AN/A3,0421,22540,8159,955
2022-09-27$5.37$6.0077.5%22.2%55.9%39.7%73.3%-3.5%6.7%55.3K-7.0M-44.6K1.1820.91N/AN/A73686941,52110,324
2022-09-28$5.75$6.0067.9%19.5%60.9%28.9%71.2%7.5%15.6%70.4K-8.4M-47.5K1.169.54N/AN/A82295141,54410,333
2022-09-29$5.57$6.0070.9%20.3%60.8%32.2%78.2%5.6%8.4%63.0K-7.7M-46.0K1.6030.90N/AN/A60496541,72210,330
2022-09-30$5.64$6.0072.2%20.7%60.6%33.8%58.9%2.7%8.6%68.3K-8.0M-46.7K1.6431.92N/AN/A7491,22841,86910,347