HIMS Options History — February 2024

In February 2024, HIMS traded between $8.61 and $13.59. ATM implied volatility averaged 70.5%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 11.8% (HV 20d: 58.8%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.12.

Notable Days

  • 2024-02-27: Highest Volume — 77,794 contracts
  • 2024-02-27: Largest IV drop — 42.4% change
  • 2024-02-26: Highest IV Rank — 90.3%
  • 2024-02-26: Largest Expected Move — 35.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.14$8.61$13.59$8.89$13.00
Max Pain$8.25$8.00$10.00$8.00$10.00
ATM IV70.5%50.1%122.7%51.5%50.1%
Expected Move20.9%14.4%35.2%17.9%14.4%
HV 20d58.8%37.3%114.2%44.5%114.0%
HV 60d52.4%46.2%75.6%51.8%75.6%
IV Rank40.3%20.7%90.3%22.1%20.7%
IV Percentile66.6%26.6%98.8%33.3%26.6%
Term Structure-10.0%-40.5%-0.1%-0.4%-0.1%
VWIV73.9%52.1%123.8%64.5%52.1%
Skew 25d0.3%-4.3%4.6%4.2%-2.4%
Skew 10d1.8%-22.5%53.0%-0.1%-16.1%
Call IV 25d74.0%54.7%122.3%61.5%54.7%
Put IV 25d74.4%52.4%121.8%65.7%52.4%
Bid-Ask Spread %41.079.7061.8349.6549.16
Gamma HHI0.340.150.730.320.15
Net GEX639.9K367.5K1.5M457.1K857.9K
Net DEX-33.1M-87.7M-17.7M-20.2M-63.4M
Net VEX-138.8K-174.5K-119.7K-128.3K-173.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.050.280.080.28
Total Volume9,687.145677,7948088,558
Total OI68,428.956,03593,29164,69091,830

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$8.89$8.0051.5%17.9%44.5%22.1%64.5%4.2%-0.4%457.1K-20.2M-128.3K0.0849.65N/AN/A7466256,6947,996
2024-02-02$8.80$8.0051.0%18.1%37.3%21.6%64.3%1.5%-1.4%447.9K-19.5M-124.0K0.0749.40N/AN/A9547056,8397,987
2024-02-05$8.61$8.0054.0%19.4%37.5%24.4%66.7%3.0%-4.8%408.7K-17.7M-119.7K0.0942.66N/AN/A4203657,3068,016
2024-02-06$9.41$8.0055.5%19.8%45.8%26.0%69.6%3.2%-3.2%590.5K-24.9M-132.1K0.0834.64N/AN/A6,50154857,4218,085
2024-02-07$9.41$8.0067.8%19.4%44.2%37.7%69.7%2.1%-3.3%591.6K-24.8M-131.2K0.1639.46N/AN/A2,09532957,3048,180
2024-02-08$9.89$8.0068.4%19.6%47.0%38.3%68.8%4.6%-5.1%715.0K-29.8M-135.7K0.0516.73N/AN/A7,07335557,6238,078
2024-02-09$9.93$8.0068.2%19.6%47.0%38.1%68.2%4.2%-6.4%662.6K-29.4M-135.2K0.1722.60N/AN/A1,79730556,4248,234
2024-02-12$9.98$8.0070.0%20.1%46.2%39.8%71.5%-1.8%-7.8%689.1K-30.0M-133.4K0.069.70N/AN/A3,23718456,6068,298
2024-02-13$9.48$8.0072.1%20.7%50.1%41.8%73.7%-0.3%-6.3%546.4K-24.5M-126.3K0.0650.01N/AN/A3,71820656,1028,329
2024-02-14$10.00$8.0071.3%20.4%52.7%41.0%71.4%2.7%-6.5%764.5K-30.2M-133.5K0.2021.43N/AN/A2,21544657,4218,414
2024-02-15$10.07$8.0073.2%21.0%52.7%42.9%73.7%0.5%-9.2%839.7K-30.9M-134.1K0.0960.02N/AN/A2,26021057,8228,535
2024-02-16$10.07$8.0073.3%21.0%51.8%43.0%75.6%-1.4%-12.4%1.5M-31.9M-132.9K0.1349.62N/AN/A3,94052357,9558,497
2024-02-20$9.57$8.0079.9%22.9%54.5%49.2%80.3%-2.5%-17.0%368.4K-22.9M-129.8K0.1256.50N/AN/A2,78834050,1455,890
2024-02-21$9.41$8.0080.8%23.2%55.0%50.2%81.3%-1.9%-16.0%367.5K-22.1M-131.1K0.1161.83N/AN/A2,32124751,9096,179
2024-02-22$9.48$8.0085.4%24.5%54.8%54.5%86.5%-0.3%-18.4%382.8K-23.2M-133.6K0.0550.79N/AN/A6,51630952,9476,362
2024-02-23$9.59$8.0092.3%26.5%54.4%61.1%93.2%-0.6%-25.6%468.3K-26.0M-142.0K0.0850.86N/AN/A5,41141358,6796,548
2024-02-26$10.23$8.00122.7%35.2%57.7%90.3%123.8%-0.5%-40.5%504.6K-33.8M-155.7K0.1738.82N/AN/A30,6515,29762,9317,194
2024-02-27$13.59$9.0070.6%20.2%114.0%40.4%69.5%-3.1%-13.6%806.2K-87.7M-174.5K0.1710.70N/AN/A66,48311,31181,80811,483
2024-02-28$13.34$10.0052.5%15.1%114.2%23.1%54.6%-4.3%-2.8%833.9K-69.5M-168.6K0.1956.90N/AN/A12,4532,41474,85715,650
2024-02-29$13.00$10.0050.1%14.4%114.0%20.7%52.1%-2.4%-0.1%857.9K-63.4M-173.4K0.2849.16N/AN/A6,6921,86675,48416,346