HIMS Options History — October 2023

In October 2023, HIMS traded between $5.79 and $6.49. ATM implied volatility averaged 67.0%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 39.7% (HV 20d: 27.4%). Max pain ranged from $7.00 to $7.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.19.

Notable Days

  • 2023-10-23: Highest Volume — 4,179 contracts
  • 2023-10-11: Largest IV spike — 33.1% change
  • 2023-10-30: Highest IV Rank — 60.1%
  • 2023-10-30: Largest Expected Move — 25.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.19$5.79$6.49$6.49$5.96
Max Pain$7.00$7.00$7.00$7.00$7.00
ATM IV67.0%49.0%87.6%51.2%87.3%
Expected Move20.0%14.4%25.1%14.7%25.0%
HV 20d27.4%22.5%33.0%22.5%28.9%
HV 60d32.6%29.9%36.4%36.4%31.2%
IV Rank39.3%20.9%60.1%23.2%59.9%
IV Percentile53.0%11.1%89.3%14.7%89.3%
Term Structure-8.0%-23.0%14.7%14.7%-23.0%
VWIV69.5%44.3%87.6%44.3%85.9%
Skew 25d1.4%-9.2%10.6%7.3%10.6%
Skew 10d12.9%-9.1%77.6%59.9%32.9%
Call IV 25d70.0%42.1%88.0%42.1%83.7%
Put IV 25d71.4%47.4%94.4%49.4%94.4%
Bid-Ask Spread %24.747.4774.2366.878.85
Gamma HHI0.170.140.410.150.17
Net GEX61.5K-178.2K115.7K67.2K115.7K
Net DEX-3.3M-4.5M-2.1M-4.2M-2.5M
Net VEX-102.1K-108.6K-93.1K-108.0K-95.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.010.780.050.12
Total Volume1,312.0911734,1791,614578
Total OI99,153.63695,058102,12295,738102,122

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$6.49$7.0051.2%14.7%22.5%23.2%44.3%7.3%14.7%67.2K-4.2M-108.0K0.0566.87N/AN/A1,5377770,87624,862
2023-10-03$6.21$7.0051.8%14.9%26.5%23.8%53.6%-7.5%12.2%55.1K-3.0M-101.1K0.3112.13N/AN/A48715370,20924,849
2023-10-04$6.21$7.0050.2%14.4%26.6%22.1%51.8%-9.2%12.9%53.9K-2.4M-98.1K0.7843.63N/AN/A17914070,37324,825
2023-10-05$6.33$7.0051.0%18.9%27.4%23.0%64.7%2.1%-7.2%57.6K-3.0M-100.5K0.1912.07N/AN/A1,56629870,45224,794
2023-10-06$6.36$7.0049.0%18.5%26.2%20.9%63.9%2.6%-6.0%63.7K-3.6M-105.6K0.1419.53N/AN/A1,54021271,86725,003
2023-10-09$6.29$7.0052.7%18.7%26.3%24.7%62.8%6.9%-6.9%66.0K-3.3M-106.4K0.2211.38N/AN/A1,24527073,11125,058
2023-10-10$6.37$7.0050.5%18.4%26.5%22.5%63.1%-1.0%-6.3%75.4K-4.1M-108.6K0.038.74N/AN/A2,2876874,10924,996
2023-10-11$6.33$7.0067.3%19.3%26.3%39.5%66.4%0.2%-9.4%59.6K-3.6M-105.1K0.049.20N/AN/A2,55511472,95024,987
2023-10-12$6.24$7.0065.2%18.7%26.6%37.4%66.8%0.8%-7.7%64.9K-3.7M-107.0K0.1314.18N/AN/A4195574,85225,097
2023-10-13$6.22$7.0068.3%19.6%26.5%40.6%69.8%3.2%-9.3%56.3K-3.4M-105.1K0.1132.84N/AN/A1,00811375,02225,129
2023-10-16$6.28$7.0067.3%19.3%26.1%39.6%65.5%2.5%-11.7%61.7K-3.6M-105.6K0.357.47N/AN/A69324375,50725,175
2023-10-17$6.31$7.0068.5%19.6%25.0%40.7%68.9%1.3%-11.1%65.4K-4.2M-105.6K0.0710.50N/AN/A3672675,84525,164
2023-10-18$6.13$7.0069.7%20.0%27.1%42.0%70.7%3.4%-12.6%37.2K-3.3M-101.5K0.219.46N/AN/A1433075,82725,158
2023-10-19$6.03$7.0072.0%20.6%27.1%44.3%70.6%5.5%-11.0%3.0K-2.6M-98.8K0.2262.07N/AN/A66414775,84425,111
2023-10-20$6.03$7.0069.5%19.9%26.7%41.7%71.4%-0.7%-8.2%-178.2K-2.8M-96.4K0.7711.17N/AN/A52640576,39825,126
2023-10-23$6.21$7.0075.3%21.6%28.3%47.6%76.0%2.4%-10.6%94.3K-3.9M-100.7K0.0163.62N/AN/A4,1364374,11123,674
2023-10-24$6.29$7.0077.4%22.2%28.4%49.8%77.4%1.3%-11.0%110.1K-4.5M-107.1K0.0523.84N/AN/A2,14910675,61623,625
2023-10-25$6.17$7.0079.3%22.7%29.3%51.8%81.6%-4.4%-13.5%107.6K-3.7M-101.3K0.0474.23N/AN/A1,0524576,20423,653
2023-10-26$6.05$7.0080.2%23.0%29.6%52.7%82.2%2.4%-14.5%109.5K-3.6M-99.1K0.079.13N/AN/A1,0627977,11523,669
2023-10-27$5.79$7.0083.1%23.8%33.0%55.6%83.3%0.7%-15.3%102.6K-2.2M-95.4K0.248.84N/AN/A88420977,65523,728
2023-10-30$5.83$7.0087.6%25.1%31.1%60.1%87.6%0.0%-21.5%104.7K-2.1M-93.1K0.0624.53N/AN/A9025477,98723,645
2023-10-31$5.96$7.0087.3%25.0%28.9%59.9%85.9%10.6%-23.0%115.7K-2.5M-95.4K0.128.85N/AN/A5186078,54523,577