HIMS Options History — December 2022

In December 2022, HIMS traded between $6.19 and $7.33. ATM implied volatility averaged 66.9%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 11.7% (HV 20d: 55.2%). 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 17 of 21 days. Put/call ratio averaged 0.37.

Notable Days

  • 2022-12-08: Highest Volume — 4,265 contracts
  • 2022-12-13: Largest IV drop — 18.7% change
  • 2022-12-12: Highest IV Rank — 45.7%
  • 2022-12-02: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.73$6.19$7.33$6.38$6.38
Max Pain$4.76$2.50$5.00$2.50$5.00
ATM IV66.9%55.0%82.8%73.0%63.4%
Expected Move18.3%15.8%21.3%20.9%18.2%
HV 20d55.2%41.7%85.9%85.9%41.7%
HV 60d70.5%69.2%72.5%72.1%69.7%
IV Rank27.8%14.4%45.7%34.6%23.8%
IV Percentile16.3%1.6%54.8%28.6%8.3%
Term Structure1.5%-7.9%6.8%-5.5%4.2%
VWIV59.7%45.1%68.0%68.0%47.1%
Skew 25d7.7%-10.9%30.0%22.5%-1.2%
Skew 10d14.3%-22.0%38.0%18.4%-4.6%
Call IV 25d56.3%34.0%63.4%47.7%61.4%
Put IV 25d64.0%52.1%73.0%70.1%60.2%
Bid-Ask Spread %27.836.0538.5527.6335.94
Gamma HHI0.240.190.370.220.22
Net GEX133.2K96.1K203.3K117.2K106.0K
Net DEX-11.7M-16.2M-7.6M-10.8M-8.3M
Net VEX-48.2K-52.9K-41.5K-41.5K-46.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.051.340.250.47
Total Volume1,190.6191714,265672744
Total OI48,867.33343,60456,76848,38645,365

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$6.38$2.5073.0%20.9%85.9%34.6%68.0%22.5%-5.5%117.2K-10.8M-41.5K0.2527.63N/AN/A53713541,2897,097
2022-12-02$6.59$2.5074.2%21.3%84.1%36.0%51.5%30.0%-7.9%126.1K-11.5M-42.7K0.0527.94N/AN/A4712441,4047,069
2022-12-05$6.71$5.0076.5%19.4%83.8%38.6%63.4%6.6%-0.5%132.4K-12.2M-43.3K0.0538.55N/AN/A1,5047241,7397,079
2022-12-06$6.61$5.0073.9%19.1%80.9%35.7%66.0%15.4%2.1%128.3K-11.9M-43.8K0.0733.94N/AN/A1,1567842,1587,082
2022-12-07$7.00$5.0066.6%18.3%60.4%27.4%62.4%10.5%0.9%148.9K-14.1M-46.8K0.0716.17N/AN/A2,19214742,8397,085
2022-12-08$7.21$5.0070.6%18.7%60.7%32.0%60.9%6.9%-1.9%163.9K-15.5M-51.2K0.0525.89N/AN/A4,07519044,3217,190
2022-12-09$7.17$5.0074.1%18.1%53.5%35.9%62.9%6.1%3.1%174.7K-15.5M-52.8K0.1923.85N/AN/A1,70032846,4947,271
2022-12-12$7.17$5.0082.8%18.0%49.8%45.7%65.5%9.9%1.6%177.8K-15.4M-52.1K0.9727.44N/AN/A31830746,6367,495
2022-12-13$7.33$5.0067.4%17.2%47.5%28.3%59.4%6.2%3.4%203.3K-16.2M-52.6K0.0830.14N/AN/A2,50220946,7097,776
2022-12-14$7.21$5.0060.7%17.4%48.4%20.7%60.4%9.2%4.0%199.3K-15.6M-52.9K1.3424.61N/AN/A17423347,9857,925
2022-12-15$6.89$5.0063.0%18.1%45.9%23.3%64.4%-0.0%1.0%120.8K-13.7M-50.0K0.228.65N/AN/A1,28427848,0228,141
2022-12-16$6.79$5.0060.0%17.2%46.6%19.9%59.6%10.4%2.4%119.6K-13.1M-50.7K0.4235.46N/AN/A72630348,6528,116
2022-12-19$6.69$5.0065.0%18.6%46.9%25.6%59.4%27.2%0.8%116.1K-9.6M-50.1K0.126.05N/AN/A4124937,5646,040
2022-12-20$6.64$5.0061.7%17.7%47.0%21.9%59.0%2.4%4.0%117.1K-9.5M-50.5K0.6134.87N/AN/A26616237,7816,059
2022-12-21$6.76$5.0055.0%15.8%47.2%14.4%54.5%8.0%6.8%122.5K-10.0M-50.6K0.2235.38N/AN/A3207137,9556,029
2022-12-22$6.50$5.0065.3%18.7%46.3%25.9%62.2%1.0%0.4%110.0K-9.0M-48.7K0.3424.03N/AN/A30910438,0315,963
2022-12-23$6.45$5.0063.6%18.2%46.0%24.0%61.2%-2.3%2.0%109.2K-8.9M-48.0K0.4923.93N/AN/A1155638,0746,040
2022-12-27$6.24$5.0063.6%18.2%47.2%24.0%60.5%-10.9%1.5%101.2K-8.0M-45.4K0.4434.27N/AN/A1,14350638,0896,074
2022-12-28$6.19$5.0064.2%18.4%45.6%24.8%45.1%10.0%4.6%96.1K-7.6M-44.5K1.0934.17N/AN/A73880337,9206,287
2022-12-29$6.38$5.0060.6%17.4%44.4%20.6%59.7%-6.3%5.3%106.7K-8.3M-46.6K0.1435.46N/AN/A2293338,4716,898
2022-12-30$6.38$5.0063.4%18.2%41.7%23.8%47.1%-1.2%4.2%106.0K-8.3M-46.7K0.4735.94N/AN/A50523938,4766,889