HIMS Options History — August 2023

In August 2023, HIMS traded between $6.72 and $8.73. ATM implied volatility averaged 64.8%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 22.1% (HV 20d: 42.7%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.37.

Notable Days

  • 2023-08-08: Highest Volume — 23,976 contracts
  • 2023-08-08: Largest IV drop — 37.9% change
  • 2023-08-07: Highest IV Rank — 97.5%
  • 2023-08-02: Largest Expected Move — 27.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.27$6.72$8.73$8.73$6.74
Max Pain$7.52$7.00$9.00$9.00$7.00
ATM IV64.8%41.0%126.7%92.7%41.0%
Expected Move17.1%11.8%27.5%26.6%11.8%
HV 20d42.7%36.2%49.8%47.5%36.6%
HV 60d43.2%41.9%47.1%46.9%42.0%
IV Rank27.7%0.7%97.5%59.1%0.7%
IV Percentile29.2%0.4%99.6%88.5%0.4%
Term Structure0.5%-22.6%10.4%-21.9%8.0%
VWIV61.6%41.0%99.2%93.9%41.0%
Skew 25d-1.9%-7.6%5.4%-2.7%-7.6%
Skew 10d-2.1%-25.4%16.0%-2.9%-7.7%
Call IV 25d61.9%34.4%100.9%97.3%38.8%
Put IV 25d60.0%31.2%96.2%94.6%31.2%
Bid-Ask Spread %27.205.8072.029.287.67
Gamma HHI0.150.130.170.150.15
Net GEX100.1K68.6K179.5K88.9K68.6K
Net DEX-6.2M-11.9M-1.4M-11.9M-5.3M
Net VEX-125.4K-141.3K-115.5K-137.7K-117.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.071.300.450.81
Total Volume3,962.56582923,9764,7811,480
Total OI99,555.82687,106116,42887,10693,242

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$8.73$9.0092.7%26.6%47.5%59.1%93.9%-2.7%-21.9%88.9K-11.9M-137.7K0.459.28N/AN/A3,2891,49259,38327,723
2023-08-02$8.36$9.0095.9%27.5%49.2%62.7%99.2%-4.7%-22.6%80.4K-10.0M-136.7K0.0816.04N/AN/A2,54320262,17528,661
2023-08-03$8.23$8.00101.7%20.8%48.7%69.3%77.5%-0.0%-2.0%81.5K-9.5M-141.0K0.2058.31N/AN/A1,05421164,39228,696
2023-08-04$8.16$8.00104.5%20.9%45.4%72.4%77.0%-3.2%-2.1%81.2K-9.2M-141.3K0.1546.79N/AN/A1,98730665,00428,795
2023-08-07$7.97$9.00126.7%23.5%43.0%97.5%84.7%-2.5%-9.2%84.0K-8.7M-138.7K0.1256.20N/AN/A10,5141,31166,05028,735
2023-08-08$7.39$9.0078.7%19.0%49.8%43.2%65.2%1.9%2.8%87.2K-3.9M-125.6K0.1558.29N/AN/A20,7763,20073,25529,160
2023-08-09$7.33$8.0059.6%17.1%49.4%21.6%63.6%-5.7%4.9%179.5K-5.5M-128.8K0.4528.80N/AN/A5,9692,65881,02429,037
2023-08-10$7.17$8.0056.7%16.3%45.3%18.8%61.3%-2.1%7.4%160.3K-4.5M-123.3K0.3219.79N/AN/A5,8001,85983,59429,114
2023-08-11$7.21$7.0058.3%16.7%45.2%20.6%58.2%-3.8%4.7%167.9K-5.3M-125.2K0.3117.54N/AN/A1,76354184,21729,004
2023-08-14$7.13$7.0056.1%16.1%41.8%18.1%58.4%-3.6%7.8%144.5K-4.0M-122.4K0.1468.94N/AN/A2,73938884,50329,362
2023-08-15$7.20$7.0053.1%15.2%42.6%14.7%55.8%-3.2%10.4%143.1K-5.4M-127.9K0.3426.01N/AN/A1,48551185,46628,358
2023-08-16$7.04$7.0052.6%15.1%42.6%14.1%54.4%-5.4%9.5%118.5K-4.2M-122.9K0.5017.52N/AN/A1,46473286,11128,477
2023-08-17$6.88$7.0055.9%16.0%38.6%17.9%56.8%2.1%0.1%109.9K-2.7M-119.8K1.3012.89N/AN/A1,1701,51986,58628,896
2023-08-18$6.79$7.0054.9%15.7%38.6%16.8%55.0%0.6%-0.2%71.2K-1.4M-117.1K0.6857.94N/AN/A1,36593087,01029,418
2023-08-21$6.97$7.0051.3%14.7%40.2%12.6%51.0%5.4%3.0%71.4K-6.9M-121.2K0.136.82N/AN/A1,59320564,59622,824
2023-08-22$6.72$7.0053.5%15.3%41.2%15.1%56.8%-5.1%2.8%70.9K-5.5M-115.5K0.0772.02N/AN/A1,84112465,39322,798
2023-08-23$6.86$7.0051.7%14.8%42.7%13.1%53.4%-0.9%0.7%83.1K-6.3M-119.4K0.417.82N/AN/A97439566,46622,861
2023-08-24$6.75$7.0050.0%14.3%41.7%11.0%54.0%-5.6%2.7%77.5K-5.6M-116.3K0.317.19N/AN/A1,22938267,12123,121
2023-08-25$6.83$7.0050.2%14.4%39.8%11.3%51.0%-1.0%0.5%82.0K-6.2M-122.0K0.166.59N/AN/A74812267,95523,411
2023-08-28$6.86$7.0052.3%15.0%37.0%13.8%55.9%0.3%-3.0%85.5K-6.6M-121.9K0.725.80N/AN/A53138268,74223,434
2023-08-29$6.95$7.0049.9%14.3%38.0%10.9%49.9%2.0%-0.2%85.5K-7.0M-120.8K0.196.12N/AN/A2,12540168,99523,658
2023-08-30$6.92$7.0042.7%12.2%36.2%2.6%42.7%1.2%6.3%80.1K-6.6M-121.3K0.4511.28N/AN/A57125869,04023,921
2023-08-31$6.74$7.0041.0%11.8%36.6%0.7%41.0%-7.6%8.0%68.6K-5.3M-117.7K0.817.67N/AN/A81966169,28323,959