HIMS Options History — July 2023

In July 2023, HIMS traded between $8.25 and $9.18. ATM implied volatility averaged 73.2%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 23.9% (HV 20d: 49.3%). Max pain ranged from $9.00 to $9.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.05.

Notable Days

  • 2023-07-13: Highest Volume — 7,195 contracts
  • 2023-07-12: Largest IV spike — 17.3% change
  • 2023-07-31: Highest IV Rank — 54.0%
  • 2023-07-31: Largest Expected Move — 25.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.68$8.25$9.18$9.11$8.91
Max Pain$9.00$9.00$9.00$9.00$9.00
ATM IV73.2%52.3%88.2%52.3%88.2%
Expected Move21.4%15.0%25.3%15.0%25.3%
HV 20d49.3%40.4%55.0%40.4%48.4%
HV 60d49.4%46.2%53.0%51.3%46.8%
IV Rank37.0%13.3%54.0%13.3%54.0%
IV Percentile56.6%5.2%84.9%5.2%84.9%
Term Structure-8.9%-20.3%11.6%9.5%-20.3%
VWIV74.2%52.0%87.1%52.0%87.1%
Skew 25d3.6%-3.0%8.8%4.1%5.8%
Skew 10d4.8%-27.3%27.0%19.8%3.5%
Call IV 25d73.4%49.6%83.9%49.6%83.9%
Put IV 25d77.0%53.8%89.7%53.8%89.7%
Bid-Ask Spread %26.066.9174.8063.4819.24
Gamma HHI0.160.150.200.170.15
Net GEX31.7K-61.7K109.6K77.5K87.9K
Net DEX-7.6M-12.3M-2.7M-10.8M-12.3M
Net VEX-117.7K-137.3K-108.3K-116.5K-137.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.045.150.420.39
Total Volume2,571.955747,1955742,407
Total OI82,959.8572,30991,06472,30985,567

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$9.11$9.0052.3%15.0%40.4%13.3%52.0%4.1%9.5%77.5K-10.8M-116.5K0.4263.48N/AN/A40516949,22323,086
2023-07-05$8.91$9.0056.7%16.2%41.1%18.3%56.2%-0.5%11.6%58.8K-9.2M-111.8K5.1574.80N/AN/A7433,82449,35823,099
2023-07-06$8.68$9.0060.5%19.4%40.9%22.7%69.1%3.5%-5.7%6.5K-6.9M-112.9K4.1721.60N/AN/A3101,29349,56826,267
2023-07-07$8.25$9.0062.2%20.0%44.3%24.6%69.8%-0.8%-4.5%-19.0K-4.2M-111.3K0.9315.59N/AN/A1,8771,75150,57427,477
2023-07-10$8.61$9.0067.1%20.0%47.4%30.1%71.9%4.8%-5.6%7.4K-6.6M-116.6K0.456.91N/AN/A76434752,40128,773
2023-07-11$8.66$9.0062.3%20.3%47.1%24.6%69.1%6.4%-9.5%14.0K-7.0M-118.4K0.5920.41N/AN/A2,1741,27252,90328,759
2023-07-12$8.73$9.0073.0%20.9%47.2%36.8%74.9%3.4%-8.6%12.7K-7.7M-118.8K2.4519.75N/AN/A1,2403,03253,44229,530
2023-07-13$9.13$9.0074.9%21.5%50.0%38.9%74.5%7.8%-9.1%59.1K-11.1M-127.0K0.3663.10N/AN/A5,3001,89555,04232,258
2023-07-14$8.86$9.0073.7%21.1%49.5%37.6%73.4%4.0%-10.5%45.1K-8.4M-122.6K0.5211.33N/AN/A90847456,58433,043
2023-07-17$9.18$9.0077.7%22.3%51.0%42.1%77.2%5.5%-13.0%109.6K-11.6M-124.9K1.4416.84N/AN/A64392356,45033,167
2023-07-18$9.09$9.0077.3%22.1%50.3%41.6%76.5%8.8%-12.6%86.9K-10.7M-125.1K0.388.44N/AN/A85132156,67133,534
2023-07-19$8.89$9.0077.0%22.1%50.0%41.3%75.3%3.0%-11.2%44.8K-8.5M-119.7K1.1616.95N/AN/A68179256,95033,560
2023-07-20$8.36$9.0079.8%22.9%54.9%44.5%80.1%0.6%-12.6%-61.7K-3.3M-112.0K0.438.92N/AN/A2,00085957,11133,592
2023-07-21$8.25$9.0077.4%22.2%55.0%41.7%75.6%5.2%-11.1%1.9K-2.7M-108.3K0.629.67N/AN/A1,04364657,56233,502
2023-07-24$8.32$9.0079.3%22.7%55.0%43.9%79.7%-3.0%-10.3%2.7K-4.9M-109.1K0.2455.89N/AN/A1,43535150,82626,868
2023-07-25$8.32$9.0079.2%22.7%54.8%43.8%77.9%3.6%-10.1%10.6K-5.2M-109.8K0.6328.71N/AN/A1,07067051,84327,135
2023-07-26$8.25$9.0080.2%23.0%54.7%44.9%80.5%0.7%-9.4%12.1K-5.1M-109.9K0.5135.38N/AN/A56829152,33127,347
2023-07-27$8.38$9.0083.3%23.9%54.8%48.4%82.7%0.3%-18.1%21.6K-5.8M-111.8K0.0511.63N/AN/A5,37028152,78227,283
2023-07-28$8.64$9.0081.7%23.4%48.8%46.6%81.1%8.2%-17.2%56.4K-9.5M-129.4K0.0412.65N/AN/A2,3728756,38227,347
2023-07-31$8.91$9.0088.2%25.3%48.4%54.0%87.1%5.8%-20.3%87.9K-12.3M-137.3K0.3919.24N/AN/A1,73067758,19027,377