HIMS Options History — June 2023

In June 2023, HIMS traded between $8.25 and $9.43. ATM implied volatility averaged 52.0%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 15.9% (HV 20d: 36.1%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.52.

Notable Days

  • 2023-06-23: Highest Volume — 4,880 contracts
  • 2023-06-14: Largest IV drop — 18.9% change
  • 2023-06-13: Highest IV Rank — 23.0%
  • 2023-06-01: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.79$8.25$9.43$8.86$9.43
Max Pain$8.62$8.00$10.00$10.00$9.00
ATM IV52.0%47.6%60.8%54.9%49.7%
Expected Move14.5%13.6%15.8%15.8%14.3%
HV 20d36.1%24.1%51.7%50.7%38.1%
HV 60d51.8%49.0%57.0%56.9%50.9%
IV Rank13.1%8.0%23.0%16.4%10.4%
IV Percentile3.0%0.4%17.9%1.6%2.8%
Term Structure11.4%0.2%17.0%0.4%11.5%
VWIV50.5%43.7%56.1%56.1%49.2%
Skew 25d3.0%-9.0%13.8%-0.8%3.0%
Skew 10d10.1%-18.9%37.4%4.5%7.4%
Call IV 25d49.4%42.3%57.6%57.6%49.9%
Put IV 25d52.3%41.5%58.9%56.7%52.9%
Bid-Ask Spread %24.187.2984.6421.047.29
Gamma HHI0.160.130.180.150.13
Net GEX100.8K56.4K159.2K100.2K133.6K
Net DEX-7.9M-13.1M-5.8M-7.6M-13.1M
Net VEX-104.8K-119.8K-98.4K-108.4K-119.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.022.801.061.78
Total Volume1,680.5243154,8804572,993
Total OI66,531.95261,16870,61364,24970,613

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$8.86$10.0054.9%15.8%50.7%16.4%56.1%-0.8%0.4%100.2K-7.6M-108.4K1.0621.04N/AN/A22223543,19721,052
2023-06-02$8.93$10.0053.4%15.3%51.4%14.6%53.6%5.2%0.2%97.3K-7.7M-105.3K0.1415.35N/AN/A1,53321643,27821,159
2023-06-05$8.98$9.0058.2%15.2%49.7%20.1%54.3%7.1%10.2%115.1K-8.2M-105.8K0.0855.32N/AN/A1,52012344,50021,223
2023-06-06$9.21$9.0052.4%15.3%51.7%13.4%52.0%7.3%7.6%144.8K-9.1M-107.7K0.1911.40N/AN/A1,13321044,80121,310
2023-06-07$9.14$9.0056.0%14.8%37.3%17.5%51.6%4.1%10.5%154.7K-9.2M-108.6K0.2018.15N/AN/A88817645,24220,924
2023-06-08$9.18$9.0053.7%14.6%36.4%14.9%52.1%1.9%12.6%159.2K-9.5M-108.2K1.3123.13N/AN/A19725845,37020,898
2023-06-09$9.00$9.0050.3%14.4%36.5%11.1%52.3%5.0%14.3%133.3K-8.3M-103.3K0.1621.68N/AN/A1,93630645,51221,026
2023-06-12$9.02$9.0056.3%14.3%34.3%17.9%50.6%2.8%12.6%135.7K-8.1M-102.0K0.6421.54N/AN/A40826246,41521,290
2023-06-13$9.04$9.0060.8%13.9%34.6%23.0%48.8%4.9%13.4%134.5K-8.0M-102.1K0.1336.10N/AN/A1,22516246,55721,441
2023-06-14$8.73$9.0049.3%14.1%35.3%10.0%49.7%2.0%12.4%84.6K-6.6M-100.7K0.2184.64N/AN/A2,02743346,75821,328
2023-06-15$8.82$8.0050.2%14.4%35.4%11.0%49.9%-0.7%11.4%61.1K-6.8M-102.0K0.1918.47N/AN/A1,72233447,13621,678
2023-06-16$8.61$8.0047.8%13.7%35.0%8.2%48.5%0.8%15.0%66.5K-5.8M-100.7K0.1527.63N/AN/A1,67525347,95921,738
2023-06-20$8.39$8.0051.5%14.8%33.0%12.4%50.4%3.2%12.2%56.4K-6.3M-98.4K0.2016.23N/AN/A1,73135141,40619,762
2023-06-21$8.43$8.0050.6%14.5%31.6%11.4%43.7%-2.5%11.8%60.5K-6.6M-99.3K0.1715.47N/AN/A1,79231341,96620,006
2023-06-22$8.32$8.0047.6%13.6%30.6%8.0%47.5%3.3%15.5%65.4K-6.5M-101.3K0.1116.35N/AN/A2843143,24220,283
2023-06-23$8.36$8.0048.5%13.9%26.5%9.0%50.1%-9.0%14.4%64.0K-6.3M-100.9K0.0247.99N/AN/A4,7968443,35420,308
2023-06-26$8.25$8.0051.2%14.7%24.1%12.1%49.8%3.1%11.1%78.5K-6.4M-102.8K0.4210.76N/AN/A2269547,63720,360
2023-06-27$8.36$8.0052.7%15.1%24.6%13.8%51.5%13.8%10.1%79.1K-6.7M-102.9K2.8016.57N/AN/A3811,06647,69120,412
2023-06-28$8.46$8.0048.6%13.9%24.2%9.2%48.1%4.2%17.0%75.3K-7.2M-105.0K0.068.96N/AN/A1,2296847,87921,023
2023-06-29$9.11$8.0049.0%14.0%36.5%9.6%50.7%3.7%15.1%117.0K-11.1M-114.4K0.9813.68N/AN/A1,2081,18948,41521,022
2023-06-30$9.43$9.0049.7%14.3%38.1%10.4%49.2%3.0%11.5%133.6K-13.1M-119.8K1.787.29N/AN/A1,0751,91848,94121,672