HIMS Options History — October 2022

In October 2022, HIMS traded between $4.05 and $5.69. ATM implied volatility averaged 88.0%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 30.1% (HV 20d: 57.9%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.56.

Notable Days

  • 2022-10-10: Highest Volume — 7,902 contracts
  • 2022-10-10: Largest IV spike — 14.3% change
  • 2022-10-20: Highest IV Rank — 64.3%
  • 2022-10-20: Largest Expected Move — 28.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.79$4.05$5.69$5.60$4.55
Max Pain$5.14$5.00$6.00$6.00$5.00
ATM IV88.0%67.1%99.3%71.2%97.4%
Expected Move25.5%19.2%28.5%20.4%27.9%
HV 20d57.9%44.4%69.9%60.4%67.1%
HV 60d58.8%55.6%62.1%56.3%62.1%
IV Rank51.6%28.0%64.3%32.6%62.2%
IV Percentile65.3%9.9%91.7%20.6%87.7%
Term Structure-6.7%-18.5%12.5%9.3%-16.6%
VWIV87.6%65.8%101.0%77.0%101.0%
Skew 25d6.7%-13.4%31.6%5.8%8.6%
Skew 10d9.5%-31.8%173.9%-12.4%1.0%
Call IV 25d85.9%54.5%101.8%73.7%101.8%
Put IV 25d92.6%74.2%123.4%79.5%110.3%
Bid-Ask Spread %28.0111.0360.9223.5226.12
Gamma HHI0.250.200.310.250.30
Net GEX53.8K35.1K68.4K64.0K66.9K
Net DEX-5.3M-8.0M-3.0M-7.6M-5.1M
Net VEX-36.1K-46.1K-29.3K-45.3K-32.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.344.484.080.94
Total Volume2,458.2388567,9022,3061,083
Total OI52,759.42950,89655,67352,87752,636

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$5.60$6.0071.2%20.4%60.4%32.6%77.0%5.8%9.3%64.0K-7.6M-45.3K4.0823.52N/AN/A4541,85242,16710,710
2022-10-04$5.68$6.0072.9%20.9%60.6%34.5%65.8%2.1%6.5%68.4K-8.0M-45.9K2.1326.13N/AN/A4931,05142,19810,675
2022-10-05$5.69$6.0067.1%19.2%51.2%28.0%71.9%19.7%12.5%68.3K-8.0M-46.1K4.4828.72N/AN/A4141,85342,26510,881
2022-10-06$5.66$5.0073.8%23.0%50.7%35.6%77.9%7.1%-2.9%67.1K-7.8M-45.2K3.7739.24N/AN/A3851,45242,27210,888
2022-10-07$5.34$5.0075.8%23.4%53.2%37.9%81.5%3.2%-3.0%50.3K-6.6M-42.6K1.9418.43N/AN/A49796242,30610,891
2022-10-10$5.01$5.0086.7%24.8%56.3%50.1%89.1%6.5%-3.5%36.6K-5.2M-38.7K0.4024.41N/AN/A5,6412,26142,28410,889
2022-10-11$5.03$5.0083.0%25.6%46.7%45.9%86.0%5.7%-6.3%39.3K-5.6M-37.4K0.7926.61N/AN/A2,5171,97641,3679,720
2022-10-12$4.99$5.0088.9%25.5%46.6%52.7%87.8%21.1%-9.2%41.6K-5.6M-37.6K2.0513.20N/AN/A7091,45141,4909,406
2022-10-13$4.96$5.0086.4%24.8%45.4%49.8%90.7%8.8%-7.8%39.4K-5.4M-36.6K1.4211.03N/AN/A9271,31641,5659,453
2022-10-14$4.80$5.0086.2%24.7%44.4%49.5%88.0%10.6%-6.3%35.2K-4.9M-34.8K1.6128.91N/AN/A8121,30541,7509,456
2022-10-17$4.36$5.0094.3%27.0%53.9%58.7%87.1%4.6%-9.0%35.1K-3.6M-30.5K0.3423.20N/AN/A3,9511,34541,7919,473
2022-10-18$4.40$5.0091.2%26.1%54.6%55.2%92.0%1.3%-3.1%52.2K-3.9M-32.1K1.8336.64N/AN/A6971,27344,5779,400
2022-10-19$4.05$5.0089.5%25.7%59.9%53.3%97.9%-12.8%-4.8%44.6K-3.0M-29.3K0.5624.37N/AN/A2,3881,33744,6029,417
2022-10-20$4.30$5.0099.3%28.5%65.4%64.3%91.3%17.4%-17.2%55.6K-3.9M-33.5K0.6528.31N/AN/A2,0671,34546,2659,261
2022-10-21$4.37$5.0098.3%28.2%66.0%63.2%89.7%6.6%-9.2%59.5K-4.0M-31.8K2.4828.61N/AN/A5381,33446,3659,308
2022-10-24$4.17$5.0095.3%27.3%67.3%59.9%96.5%-13.4%-9.2%54.8K-3.8M-30.4K0.5138.18N/AN/A1,10556744,1178,118
2022-10-25$4.36$5.0099.2%28.4%69.9%64.3%90.4%5.1%-18.5%62.1K-4.5M-31.7K0.3727.28N/AN/A99837144,3148,001
2022-10-26$4.47$5.0096.2%27.6%64.9%60.9%91.9%-0.5%-15.1%64.8K-4.8M-32.1K0.8814.56N/AN/A59752344,2878,050
2022-10-27$4.33$5.0098.5%28.2%64.9%63.5%93.1%0.8%-13.9%59.0K-4.4M-31.7K0.6239.81N/AN/A52832844,3708,233
2022-10-28$4.47$5.0097.5%28.0%66.3%62.3%92.0%31.6%-13.4%63.9K-4.8M-32.5K0.8760.92N/AN/A49342744,4868,244
2022-10-31$4.55$5.0097.4%27.9%67.1%62.2%101.0%8.6%-16.6%66.9K-5.1M-32.6K0.9426.12N/AN/A55752644,4898,147