HIMS Options History — July 2024

In July 2024, HIMS traded between $19.25 and $23.24. ATM implied volatility averaged 98.4%, placing in the 66.9% IV rank vs the trailing year. The 30-day expected move averaged 29.6%. IV traded above realized volatility by 23.0% (HV 20d: 75.4%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.38.

Notable Days

  • 2024-07-26: Highest Volume — 50,173 contracts
  • 2024-07-18: Largest IV spike — 13.2% change
  • 2024-07-31: Highest IV Rank — 88.0%
  • 2024-07-31: Largest Expected Move — 37.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.40$19.25$23.24$21.20$21.48
Max Pain$19.00$19.00$19.00$19.00$19.00
ATM IV98.4%74.7%120.3%79.5%120.3%
Expected Move29.6%20.2%37.9%21.8%37.9%
HV 20d75.4%66.5%80.3%80.3%68.3%
HV 60d87.4%84.8%91.1%86.2%88.8%
IV Rank66.9%44.3%88.0%48.9%88.0%
IV Percentile93.5%73.4%98.8%82.1%98.8%
Term Structure-2.0%-30.8%22.9%20.5%-30.8%
VWIV104.2%73.1%134.0%76.5%134.0%
Skew 25d-1.1%-8.5%20.4%-4.4%8.9%
Skew 10d-1.3%-13.6%17.4%-6.6%1.8%
Call IV 25d101.3%77.1%115.6%82.1%111.2%
Put IV 25d100.2%70.5%131.2%77.7%120.2%
Bid-Ask Spread %16.839.8237.4533.7713.16
Gamma HHI0.100.070.130.080.07
Net GEX2.7M1.2M4.4M2.4M2.4M
Net DEX-204.5M-286.3M-124.4M-222.6M-178.3M
Net VEX-765.6K-880.2K-691.5K-866.8K-728.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.162.240.290.38
Total Volume24,979.511,24350,17329,92211,243
Total OI303,245.045248,660341,291325,145264,657

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$21.20$19.0079.5%21.8%80.3%48.9%76.5%-4.4%20.5%2.4M-222.6M-866.8K0.2933.77N/AN/A23,1586,764227,66197,484
2024-07-02$21.16$19.0074.7%20.9%78.9%44.3%73.6%-4.5%22.3%3.2M-226.5M-880.2K0.3722.11N/AN/A9,2053,420239,100100,027
2024-07-03$20.43$19.0074.7%20.2%79.6%44.3%73.1%-7.0%2.4%2.4M-191.2M-848.6K0.2637.45N/AN/A9,0982,329239,825101,064
2024-07-05$20.71$19.0080.8%27.4%78.4%50.1%96.6%-4.9%22.9%2.1M-198.6M-822.2K0.439.82N/AN/A9,4334,058239,109101,327
2024-07-08$20.59$19.0087.9%28.0%78.4%57.0%96.9%-3.2%1.4%1.9M-194.5M-792.1K0.2713.74N/AN/A17,4144,646223,26495,176
2024-07-09$20.62$19.0089.1%27.6%77.8%58.1%100.1%-5.0%0.1%2.2M-192.7M-777.0K0.4030.67N/AN/A13,0295,248227,51996,822
2024-07-10$20.21$19.00100.2%28.3%77.1%68.7%99.5%-8.1%-1.3%2.1M-177.7M-771.5K0.3513.80N/AN/A11,9884,194233,36797,430
2024-07-11$20.98$19.0096.8%27.1%78.0%65.5%93.5%-4.3%-2.4%3.0M-213.7M-792.7K0.1815.89N/AN/A19,0933,485236,53499,649
2024-07-12$21.69$19.0098.6%27.6%76.1%67.1%97.2%-8.5%-6.7%3.6M-235.0M-777.4K0.1817.84N/AN/A35,9516,611229,766100,766
2024-07-15$22.70$19.0099.3%28.2%76.4%67.8%99.2%-5.1%-4.4%3.6M-271.2M-757.2K0.189.98N/AN/A28,4305,237221,17493,503
2024-07-16$23.05$19.0099.7%28.4%76.1%68.2%99.8%-4.8%-4.7%4.4M-286.3M-762.2K0.2416.19N/AN/A18,1084,273226,28795,822
2024-07-17$22.02$19.00102.2%29.3%77.1%70.7%103.0%-6.2%-5.9%3.1M-237.6M-744.2K0.2812.74N/AN/A9,8752,732226,60496,630
2024-07-18$20.59$19.00115.7%33.5%78.1%83.6%117.1%3.8%-8.1%1.2M-170.2M-720.7K0.4416.93N/AN/A30,78613,677226,80797,271
2024-07-19$19.25$19.00109.9%32.7%66.5%78.0%112.4%3.7%-11.2%1.6M-124.4M-691.5K2.2419.82N/AN/A14,98433,517239,820101,471
2024-07-22$20.51$19.00100.9%30.0%71.0%69.4%105.7%1.0%-4.4%2.0M-149.0M-703.8K0.2211.44N/AN/A17,7043,891179,59969,105
2024-07-23$22.59$19.0095.3%30.5%79.4%64.0%108.2%1.5%-0.8%3.1M-216.8M-734.1K0.2211.47N/AN/A29,8466,467180,06170,453
2024-07-24$22.59$19.00104.6%31.7%77.7%73.0%111.6%0.4%-5.4%3.7M-220.6M-749.6K0.5012.80N/AN/A11,8395,884188,63073,234
2024-07-25$23.24$19.00104.4%32.2%73.5%72.7%113.4%0.9%-4.4%4.1M-246.2M-753.3K0.2110.91N/AN/A16,8953,578189,67673,666
2024-07-26$22.02$19.00104.7%32.8%70.5%73.0%116.0%-0.1%-10.6%3.5M-193.2M-729.9K0.2518.31N/AN/A40,01110,162191,25974,263
2024-07-29$21.70$19.00112.9%37.5%70.8%80.9%132.4%0.3%-6.1%2.4M-177.2M-718.0K0.1611.51N/AN/A15,2592,464180,55968,101
2024-07-30$21.45$19.00111.5%37.5%68.3%79.5%131.7%20.4%-6.6%2.4M-175.4M-720.6K0.279.89N/AN/A18,5814,982187,53469,315
2024-07-31$21.48$19.00120.3%37.9%68.3%88.0%134.0%8.9%-30.8%2.4M-178.3M-728.7K0.3813.16N/AN/A8,1503,093192,60972,048