HIMS Options History — June 2024

In June 2024, HIMS traded between $19.95 and $25.30. ATM implied volatility averaged 73.2%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded below realized volatility by 23.5% (HV 20d: 96.7%). Max pain ranged from $14.00 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.37.

Notable Days

  • 2024-06-27: Highest Volume — 115,651 contracts
  • 2024-06-17: Largest IV spike — 8.8% change
  • 2024-06-27: Highest IV Rank — 51.4%
  • 2024-06-27: Largest Expected Move — 23.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.17$19.95$25.30$20.38$20.06
Max Pain$16.18$14.00$20.00$15.50$19.00
ATM IV73.2%63.8%82.1%72.9%78.7%
Expected Move21.1%18.7%23.5%23.2%21.7%
HV 20d96.7%75.1%110.3%110.3%79.7%
HV 60d81.3%78.6%86.8%79.4%86.6%
IV Rank42.9%33.8%51.4%42.5%48.1%
IV Percentile74.7%63.5%86.1%75.4%79.4%
Term Structure0.2%-5.7%4.4%-1.5%4.4%
VWIV75.4%65.2%82.8%79.4%78.5%
Skew 25d-6.7%-16.8%3.9%-7.9%-5.6%
Skew 10d-9.6%-18.8%-2.1%-18.8%-12.0%
Call IV 25d78.5%65.3%95.8%79.4%82.0%
Put IV 25d71.8%62.2%82.3%71.5%76.4%
Bid-Ask Spread %36.0225.9447.9544.2225.94
Gamma HHI0.100.070.160.100.07
Net GEX3.7M982.7K4.8M3.3M2.1M
Net DEX-289.6M-399.9M-148.4M-259.5M-171.9M
Net VEX-763.3K-868.9K-677.2K-677.2K-853.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.160.920.180.57
Total Volume44,934.73717,222115,65156,45830,581
Total OI296,028.421262,150348,341264,159348,341

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$20.38$15.5072.9%23.2%110.3%42.5%79.4%-7.9%-1.5%3.3M-259.5M-677.2K0.1844.22N/AN/A48,0118,447205,61158,548
2024-06-04$20.80$15.5074.4%21.9%110.3%44.0%76.3%-15.0%-3.4%3.9M-275.5M-714.1K0.2744.73N/AN/A23,4976,265218,74062,110
2024-06-05$21.62$15.5069.4%20.3%110.0%39.3%71.1%-9.7%-0.2%4.6M-316.3M-706.2K0.2147.95N/AN/A30,8056,548225,95062,835
2024-06-06$21.59$14.0069.0%19.6%109.0%38.8%70.4%-5.4%0.8%4.8M-308.6M-715.1K0.2038.45N/AN/A19,6913,859227,77965,590
2024-06-07$20.96$14.0065.7%18.7%109.9%35.7%67.0%-4.6%0.2%4.6M-278.4M-698.5K0.4240.80N/AN/A19,7918,346226,47966,437
2024-06-10$21.61$14.0063.8%18.8%106.4%33.8%65.2%-6.3%1.0%3.8M-280.3M-695.4K0.2838.11N/AN/A21,8726,030201,97060,180
2024-06-11$22.09$15.0065.3%18.8%106.2%35.3%67.3%-5.2%-0.0%4.4M-302.4M-694.2K0.3130.49N/AN/A13,1524,070210,70663,157
2024-06-12$23.38$15.0067.2%19.9%105.5%37.1%73.4%-7.2%3.1%4.6M-351.2M-724.2K0.1637.90N/AN/A64,08110,437213,42565,082
2024-06-13$24.38$15.0072.1%20.9%105.0%41.8%74.7%-14.8%1.1%4.6M-394.3M-727.8K0.3235.94N/AN/A31,2219,847225,10668,210
2024-06-14$23.74$15.0070.0%20.2%106.8%39.8%72.1%3.9%0.8%4.2M-373.3M-767.5K0.2535.75N/AN/A28,2847,005233,72272,988
2024-06-17$24.28$16.0076.1%21.8%106.7%45.7%80.3%-7.4%-0.2%4.0M-363.4M-772.2K0.1734.60N/AN/A57,8079,889216,99467,119
2024-06-18$25.30$16.0075.9%21.8%75.1%45.5%78.7%-9.1%-5.7%4.8M-399.9M-781.5K0.1834.24N/AN/A42,4887,731224,24370,338
2024-06-20$22.09$16.0078.8%22.6%90.6%48.2%82.1%-3.3%0.0%3.0M-264.3M-772.7K0.4837.85N/AN/A42,25420,159225,74973,521
2024-06-21$22.06$16.0077.5%22.1%84.0%47.0%79.9%-1.5%1.2%3.0M-265.8M-816.5K0.5135.16N/AN/A34,15517,316239,62582,497
2024-06-24$22.17$18.0078.0%21.2%82.4%47.5%76.2%-16.8%0.6%3.0M-249.3M-837.8K0.6031.08N/AN/A20,56112,290214,69977,352
2024-06-25$23.19$19.0075.3%21.4%81.5%44.8%77.5%-4.5%-0.1%3.8M-283.8M-868.9K0.2728.69N/AN/A23,1876,290219,17786,427
2024-06-26$21.55$19.0078.8%22.3%76.2%48.3%79.3%-3.6%0.8%2.5M-215.8M-847.1K0.9231.46N/AN/A21,92120,221224,04589,659
2024-06-27$19.95$20.0082.1%23.5%81.4%51.4%82.8%-3.1%1.3%982.7K-148.4M-831.8K0.8230.98N/AN/A63,54952,102227,492102,637
2024-06-28$20.06$19.0078.7%21.7%79.7%48.1%78.5%-5.6%4.4%2.1M-171.9M-853.2K0.5725.94N/AN/A19,48811,093244,981103,360