HIMS Options History — November 2023

In November 2023, HIMS traded between $5.87 and $8.89. ATM implied volatility averaged 58.5%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 0.7% (HV 20d: 59.2%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.17.

Notable Days

  • 2023-11-07: Highest Volume — 16,714 contracts
  • 2023-11-07: Largest IV drop — 55.6% change
  • 2023-11-06: Highest IV Rank — 100.0%
  • 2023-11-01: Largest Expected Move — 24.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.39$5.87$8.89$5.87$8.89
Max Pain$5.81$5.00$7.00$7.00$6.00
ATM IV58.5%44.4%132.9%85.2%48.0%
Expected Move15.3%12.7%24.4%24.4%13.8%
HV 20d59.2%29.3%69.9%29.3%64.0%
HV 60d41.4%27.6%46.6%27.6%46.6%
IV Rank29.3%15.3%100.0%57.7%18.7%
IV Percentile27.1%4.4%100.0%87.3%12.7%
Term Structure-2.5%-16.8%2.2%-16.8%-2.8%
VWIV53.1%41.0%89.6%89.6%46.8%
Skew 25d2.7%-6.6%10.1%2.0%1.5%
Skew 10d6.8%-8.3%29.7%29.7%4.5%
Call IV 25d51.9%35.4%90.8%90.8%50.5%
Put IV 25d54.6%40.5%92.8%92.8%52.0%
Bid-Ask Spread %31.256.8568.6817.047.48
Gamma HHI0.180.150.240.160.19
Net GEX244.6K111.0K420.1K111.0K224.9K
Net DEX-14.0M-26.5M-2.2M-2.2M-26.5M
Net VEX-122.9K-143.7K-92.9K-92.9K-143.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.020.700.470.11
Total Volume3,855.33359016,7148943,535
Total OI107,554.90597,272117,749102,38899,500

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$5.87$7.0085.2%24.4%29.3%57.7%89.6%2.0%-16.8%111.0K-2.2M-92.9K0.4717.04N/AN/A60828678,76823,620
2023-11-02$6.06$5.0091.9%19.1%30.9%64.6%66.6%4.6%-4.8%122.7K-3.3M-96.0K0.1619.98N/AN/A1,63126079,11323,707
2023-11-03$6.50$5.0096.4%19.8%40.1%69.2%68.7%3.1%-6.5%151.1K-6.8M-111.0K0.0417.24N/AN/A6,17323580,03723,921
2023-11-06$6.25$5.00132.9%23.4%42.4%100.0%79.2%2.4%-12.3%162.7K-6.7M-112.5K0.1751.47N/AN/A7,7851,30784,03023,940
2023-11-07$7.00$5.0059.1%15.5%58.5%29.3%54.8%2.6%-3.4%346.5K-12.6M-124.7K0.1022.67N/AN/A15,1351,57992,04424,700
2023-11-08$7.04$5.0052.0%14.9%58.4%22.5%52.5%8.4%-2.7%351.3K-11.5M-123.3K0.2659.14N/AN/A3,22984692,18424,435
2023-11-09$6.64$6.0051.8%14.9%62.3%22.4%51.8%2.6%-1.2%269.6K-7.5M-110.5K0.1210.17N/AN/A2,27628492,43924,888
2023-11-10$6.79$6.0047.7%13.7%62.6%18.4%50.0%4.5%2.2%298.9K-8.4M-111.4K0.0523.12N/AN/A9824792,45924,935
2023-11-13$7.00$6.0050.0%14.3%63.3%20.6%52.4%2.2%-2.5%357.0K-11.1M-120.0K0.1816.12N/AN/A97617592,65424,936
2023-11-14$7.38$6.0048.7%14.0%65.5%19.4%43.1%1.8%-2.7%265.3K-15.1M-125.5K0.1166.84N/AN/A4,37346992,72525,024
2023-11-15$7.72$6.0048.8%14.0%65.3%19.5%48.4%-0.3%-0.6%420.1K-19.0M-133.1K0.0466.84N/AN/A5,91723092,12225,234
2023-11-16$7.67$6.0047.9%13.7%64.8%18.6%47.6%-1.4%2.2%337.4K-17.3M-130.5K0.0810.23N/AN/A1,83314890,62525,278
2023-11-17$7.42$6.0048.1%13.8%66.6%18.8%47.9%0.9%-1.5%187.6K-14.6M-123.3K0.7064.27N/AN/A1,11477890,51625,326
2023-11-20$7.70$6.0045.2%12.9%67.0%16.0%46.1%-0.5%1.3%194.4K-13.6M-124.6K0.0264.29N/AN/A1,8263674,69322,605
2023-11-21$7.56$6.0047.7%13.7%67.8%18.4%41.0%6.2%-2.3%198.8K-12.7M-120.1K0.1768.68N/AN/A5048674,64222,630
2023-11-22$8.09$6.0046.4%13.3%69.9%17.2%46.5%4.8%0.4%204.1K-17.5M-132.0K0.1116.27N/AN/A3,78342674,73822,662
2023-11-24$8.21$6.0046.5%13.3%68.8%17.2%46.6%4.9%-0.3%231.5K-19.3M-133.2K0.4522.85N/AN/A43619476,05222,706
2023-11-27$8.32$6.0044.4%12.7%65.2%15.3%46.6%-6.6%1.9%231.7K-20.8M-133.8K0.1911.39N/AN/A1,94436276,08622,864
2023-11-28$8.45$6.0045.5%13.0%65.1%16.3%43.8%3.9%-0.3%236.7K-21.9M-137.1K0.0713.31N/AN/A2,45016176,87222,911
2023-11-29$8.73$6.0045.2%13.0%65.2%16.1%45.8%10.1%-0.3%233.0K-25.0M-141.0K0.046.85N/AN/A6,29924477,00623,026
2023-11-30$8.89$6.0048.0%13.8%64.0%18.7%46.8%1.5%-2.8%224.9K-26.5M-143.7K0.117.48N/AN/A3,19334276,42823,072