HIMS Options History — November 2022

In November 2022, HIMS traded between $4.20 and $6.26. ATM implied volatility averaged 80.2%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded below realized volatility by 4.8% (HV 20d: 85.0%). 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 1 of 21 days. Put/call ratio averaged 0.64.

Notable Days

  • 2022-11-08: Highest Volume — 8,807 contracts
  • 2022-11-08: Largest IV drop — 24.1% change
  • 2022-11-07: Highest IV Rank — 78.5%
  • 2022-11-02: Largest Expected Move — 30.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.57$4.20$6.26$4.51$6.11
Max Pain$2.74$2.50$5.00$5.00$2.50
ATM IV80.2%67.6%111.9%100.7%68.8%
Expected Move21.9%19.4%30.1%28.9%19.7%
HV 20d85.0%65.6%100.0%66.4%88.1%
HV 60d70.2%58.7%74.3%62.1%73.6%
IV Rank42.8%28.6%78.5%66.0%29.9%
IV Percentile40.4%11.9%96.4%91.7%15.1%
Term Structure-4.6%-19.2%0.3%-13.5%-2.7%
VWIV75.5%65.3%102.8%99.2%68.6%
Skew 25d7.6%-6.6%31.3%4.4%9.4%
Skew 10d12.4%-18.3%68.1%-1.7%9.8%
Call IV 25d70.2%47.7%104.1%103.3%49.4%
Put IV 25d77.8%57.0%107.7%107.7%58.7%
Bid-Ask Spread %21.059.3047.2125.4610.73
Gamma HHI0.270.200.370.310.22
Net GEX106.6K54.2K155.1K65.9K107.3K
Net DEX-8.8M-12.6M-3.9M-4.9M-9.4M
Net VEX-38.7K-44.6K-28.7K-31.2K-39.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.081.260.890.08
Total Volume2,137.9052588,8071,140393
Total OI53,308.47646,20359,01052,77448,265

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$4.51$5.00100.7%28.9%66.4%66.0%99.2%4.4%-13.5%65.9K-4.9M-31.2K0.8925.46N/AN/A60353744,5238,251
2022-11-02$4.32$5.00105.1%30.1%67.2%70.9%102.8%3.2%-19.2%58.7K-4.3M-30.7K0.7028.49N/AN/A77454144,7488,265
2022-11-03$4.20$2.50110.5%24.6%67.3%77.0%81.0%-1.6%-7.6%54.2K-3.9M-28.7K0.6210.30N/AN/A88454844,8188,253
2022-11-04$4.22$2.50105.4%24.3%65.6%71.2%80.9%-6.6%-3.6%55.1K-3.9M-29.0K0.7827.02N/AN/A1,08284345,0028,090
2022-11-07$4.62$2.50111.9%23.2%71.9%78.5%81.8%9.3%-6.3%75.6K-5.5M-32.0K0.3947.21N/AN/A2,12483145,3628,396
2022-11-08$5.47$2.5084.9%22.2%94.6%48.1%75.6%1.7%-4.7%123.2K-9.4M-38.8K0.3326.51N/AN/A6,6242,18346,7638,474
2022-11-09$5.57$2.5073.8%21.2%94.6%35.5%72.6%8.0%-3.9%125.0K-9.5M-40.9K0.5632.42N/AN/A2,7771,56247,9639,367
2022-11-10$6.10$2.5072.7%20.9%99.2%34.3%71.2%6.6%-2.3%153.7K-12.2M-44.6K0.6538.25N/AN/A1,6951,10249,1509,465
2022-11-11$5.83$2.5071.5%20.5%100.0%33.0%69.1%-2.3%0.3%155.1K-11.0M-43.5K0.2912.93N/AN/A4,1491,19049,4919,519
2022-11-14$6.14$2.5071.1%20.4%92.8%32.5%71.4%8.7%-1.0%147.8K-12.4M-44.3K0.7914.43N/AN/A1,3181,04048,5759,718
2022-11-15$6.20$2.5071.3%20.4%92.8%32.7%71.1%8.2%-1.2%153.1K-12.6M-44.6K0.4025.62N/AN/A1,63966148,9739,875
2022-11-16$5.84$2.5069.7%20.0%89.8%30.9%65.3%1.8%-0.6%138.1K-10.4M-41.2K0.8414.45N/AN/A96881848,4459,886
2022-11-17$5.84$2.5070.9%20.3%88.6%32.3%72.2%2.3%-0.8%153.7K-10.5M-41.3K1.2614.58N/AN/A50463748,5869,777
2022-11-18$5.79$2.5070.2%20.1%89.0%31.5%73.3%1.0%-3.2%84.7K-9.9M-39.3K1.2025.96N/AN/A55166248,5799,783
2022-11-21$5.90$2.5070.3%20.1%86.0%31.6%71.2%5.0%-2.5%88.3K-8.5M-39.8K0.5210.85N/AN/A1,10557339,6436,560
2022-11-22$5.93$2.5067.6%19.4%85.5%28.6%68.2%28.2%-2.4%92.1K-8.7M-40.3K1.0211.05N/AN/A50852040,0866,788
2022-11-23$6.26$2.5069.0%19.8%86.6%30.2%68.4%14.1%-1.4%104.0K-10.0M-42.3K0.629.30N/AN/A95158540,3296,792
2022-11-25$6.17$2.5069.7%20.0%85.5%30.9%71.7%9.1%-3.0%104.6K-9.7M-41.3K1.0822.93N/AN/A12413440,6856,865
2022-11-28$6.06$2.5074.4%21.3%86.2%36.3%75.5%31.3%-8.5%102.5K-9.4M-40.6K0.249.80N/AN/A3779140,6476,984
2022-11-29$5.86$2.5075.2%21.6%87.9%37.2%74.5%18.3%-9.4%95.9K-8.4M-39.3K0.1223.74N/AN/A6157340,6997,038
2022-11-30$6.11$2.5068.8%19.7%88.1%29.9%68.6%9.4%-2.7%107.3K-9.4M-39.7K0.0810.73N/AN/A3642941,1867,079