HIMS Options History — January 2024 In January 2024, HIMS traded between $8.27 and $9.59. ATM implied volatility averaged 51.8%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 0.1% (HV 20d: 51.9%). Max pain ranged from $7.50 to $8.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.14.
Notable Days 2024-01-02 : Highest Volume — 10,662 contracts2024-01-08 : Largest IV spike — 7.5% change2024-01-08 : Highest IV Rank — 26.0%2024-01-30 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $8.71 $8.27 $9.59 $9.59 $8.61 Max Pain $7.95 $7.50 $8.00 $7.50 $8.00 ATM IV 51.8% 48.7% 55.5% 51.5% 52.1% Expected Move 14.8% 14.0% 15.7% 14.8% 14.9% HV 20d 51.9% 41.7% 55.6% 41.7% 46.0% HV 60d 53.1% 49.0% 54.1% 49.0% 53.2% IV Rank 22.4% 19.4% 26.0% 22.1% 22.6% IV Percentile 32.4% 21.0% 42.9% 30.2% 36.9% Term Structure 8.7% 0.4% 12.6% 0.4% 10.6% VWIV 52.2% 45.3% 55.2% 51.0% 45.3% Skew 25d 0.6% -9.0% 5.5% -2.1% -1.2% Skew 10d 0.8% -12.6% 18.2% -7.1% -12.3% Call IV 25d 53.4% 49.7% 56.7% 53.1% 56.2% Put IV 25d 54.0% 43.9% 59.3% 51.0% 55.0% Bid-Ask Spread % 45.92 8.97 73.34 33.02 56.96 Gamma HHI 0.30 0.25 0.34 0.30 0.30 Net GEX 328.0K 213.0K 459.6K 332.8K 397.6K Net DEX -21.6M -34.9M -17.2M -34.9M -17.7M Net VEX -126.6K -141.5K -115.3K -141.5K -121.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.02 0.38 0.03 0.28 Total Volume 2,488.905 885 10,662 10,662 985 Total OI 87,810.524 58,088 105,842 97,711 64,260
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $9.59 $7.50 51.5% 14.8% 41.7% 22.1% 51.0% -2.1% 0.4% 332.8K -34.9M -141.5K 0.03 33.02 N/A N/A 10,347 315 79,206 18,505 2024-01-03 $9.11 $7.50 50.7% 14.5% 46.1% 21.3% 51.7% -9.0% 1.7% 290.5K -29.6M -138.3K 0.10 8.97 N/A N/A 3,490 347 81,793 18,643 2024-01-04 $8.52 $8.00 51.4% 15.0% 52.0% 21.9% 53.4% -0.3% 9.5% 264.0K -22.6M -130.6K 0.05 30.36 N/A N/A 4,511 211 83,354 18,828 2024-01-05 $8.36 $8.00 51.7% 14.9% 52.2% 22.2% 55.2% -1.0% 10.2% 292.2K -21.2M -126.7K 0.38 17.96 N/A N/A 1,802 676 84,887 18,947 2024-01-08 $8.79 $8.00 55.5% 15.4% 54.6% 26.0% 54.9% -0.2% 9.4% 286.2K -26.6M -133.9K 0.09 70.67 N/A N/A 1,513 140 85,393 19,373 2024-01-09 $8.54 $8.00 52.6% 14.6% 55.6% 23.1% 52.5% -0.6% 9.5% 280.6K -22.9M -127.0K 0.12 73.34 N/A N/A 1,225 153 86,134 19,408 2024-01-10 $8.61 $8.00 49.8% 14.3% 55.5% 20.5% 50.4% 0.9% 10.1% 249.6K -23.7M -129.6K 0.07 68.65 N/A N/A 3,921 272 86,277 19,517 2024-01-11 $8.71 $8.00 48.7% 14.0% 54.3% 19.4% 49.9% -1.4% 12.3% 213.0K -23.3M -130.6K 0.32 70.03 N/A N/A 947 306 84,829 19,726 2024-01-12 $8.57 $8.00 48.8% 14.0% 54.0% 19.5% 50.1% 1.9% 10.7% 242.1K -22.1M -129.0K 0.06 69.22 N/A N/A 2,012 125 85,285 19,766 2024-01-16 $8.43 $8.00 51.7% 14.8% 54.2% 22.3% 53.0% -2.5% 9.0% 222.3K -19.0M -119.8K 0.12 69.39 N/A N/A 1,366 160 84,707 19,802 2024-01-17 $8.39 $8.00 53.9% 15.5% 53.4% 24.4% 52.6% 1.5% 10.3% 303.8K -18.1M -116.3K 0.28 12.64 N/A N/A 904 254 85,037 19,909 2024-01-18 $8.43 $8.00 51.4% 14.7% 53.1% 22.0% 51.7% 3.7% 5.7% 317.1K -18.3M -117.2K 0.30 25.48 N/A N/A 810 245 85,469 19,919 2024-01-19 $8.27 $8.00 53.9% 15.4% 52.8% 24.3% 54.7% 0.5% 8.4% 295.8K -17.3M -115.3K 0.07 12.83 N/A N/A 1,356 95 85,806 20,036 2024-01-22 $8.63 $8.00 52.3% 15.0% 52.1% 22.9% 52.5% 0.9% 5.9% 350.1K -17.2M -121.2K 0.14 72.64 N/A N/A 1,714 241 50,893 7,195 2024-01-23 $8.73 $8.00 51.2% 14.7% 51.4% 21.8% 53.1% 2.8% 8.6% 368.8K -18.0M -123.4K 0.14 66.89 N/A N/A 1,604 219 51,493 7,404 2024-01-24 $8.86 $8.00 50.0% 14.3% 51.6% 20.7% 51.0% 3.3% 9.0% 398.7K -18.9M -122.8K 0.02 67.48 N/A N/A 4,881 107 51,924 7,601 2024-01-25 $9.07 $8.00 51.9% 14.9% 52.0% 22.5% 50.6% 3.7% 8.9% 458.6K -21.8M -130.6K 0.08 54.12 N/A N/A 1,922 150 54,702 7,624 2024-01-26 $8.86 $8.00 52.3% 15.0% 52.3% 22.9% 53.6% 2.3% 9.4% 431.4K -20.0M -127.8K 0.16 61.83 N/A N/A 815 130 55,513 7,831 2024-01-29 $9.00 $8.00 51.7% 14.8% 52.4% 22.3% 53.9% 5.5% 12.6% 459.6K -20.5M -129.0K 0.03 11.03 N/A N/A 1,075 36 55,356 7,923 2024-01-30 $8.86 $8.00 54.8% 15.7% 52.5% 25.2% 54.4% 4.0% 9.6% 433.7K -19.5M -125.9K 0.08 10.76 N/A N/A 819 66 55,801 7,945 2024-01-31 $8.61 $8.00 52.1% 14.9% 46.0% 22.6% 45.3% -1.2% 10.6% 397.6K -17.7M -121.7K 0.28 56.96 N/A N/A 770 215 56,274 7,986
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