HIMS Options History — August 2024

In August 2024, HIMS traded between $14.59 and $18.34. ATM implied volatility averaged 72.4%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded below realized volatility by 5.9% (HV 20d: 78.2%). Max pain ranged from $16.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.48.

Notable Days

  • 2024-08-01: Highest Volume — 88,364 contracts
  • 2024-08-06: Largest IV drop — 35.2% change
  • 2024-08-02: Highest IV Rank — 99.0%
  • 2024-08-02: Largest Expected Move — 51.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.14$14.59$18.34$18.34$14.59
Max Pain$17.73$16.00$20.00$19.00$16.00
ATM IV72.4%54.1%131.8%121.5%57.5%
Expected Move21.6%15.7%51.0%43.5%16.2%
HV 20d78.2%47.8%92.4%88.0%47.8%
HV 60d84.4%72.8%95.3%95.1%72.8%
IV Rank42.1%24.5%99.0%89.1%27.8%
IV Percentile62.4%46.4%99.6%98.8%48.4%
Term Structure-1.3%-26.8%1.7%-1.9%0.1%
VWIV75.7%56.7%177.6%141.7%60.1%
Skew 25d3.6%0.2%10.3%10.3%4.2%
Skew 10d10.6%3.0%45.1%45.1%5.5%
Call IV 25d71.7%52.3%137.2%118.6%55.4%
Put IV 25d75.3%54.1%142.1%128.9%59.6%
Bid-Ask Spread %29.7116.3849.6925.5020.45
Gamma HHI0.090.060.210.060.10
Net GEX968.8K137.1K1.8M1.2M137.1K
Net DEX-50.2M-94.4M-15.8M-94.4M-33.9M
Net VEX-562.1K-709.3K-481.0K-641.4K-519.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.131.180.721.06
Total Volume30,302.95512,82588,36488,36415,390
Total OI282,098.727209,316355,831269,057263,510

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$18.34$19.00121.5%43.5%88.0%89.1%141.7%10.3%-1.9%1.2M-94.4M-641.4K0.7225.50N/AN/A51,40936,955196,02573,032
2024-08-02$17.44$19.00131.8%51.0%89.1%99.0%177.6%4.9%-26.8%381.5K-53.7M-695.9K0.3016.43N/AN/A47,41514,056211,953110,297
2024-08-05$17.87$20.00129.7%33.2%89.8%97.0%113.0%9.7%-6.5%1.2M-92.3M-709.3K0.3526.98N/AN/A45,31515,817216,732104,039
2024-08-06$17.16$19.0084.1%23.4%90.5%53.3%82.4%4.4%-0.4%1.7M-60.3M-607.2K0.2824.11N/AN/A62,24517,115239,43796,600
2024-08-07$16.13$19.0076.8%22.3%92.4%46.4%77.2%5.9%0.6%727.1K-18.8M-544.3K0.3228.93N/AN/A22,3777,271240,866101,493
2024-08-08$15.93$19.0075.4%21.9%90.6%44.9%76.6%4.6%0.5%676.2K-15.8M-523.8K0.7331.75N/AN/A23,03116,906246,73199,332
2024-08-09$16.00$18.0068.6%19.9%89.2%38.5%70.6%4.3%0.5%1.8M-24.2M-531.5K0.3634.05N/AN/A11,4424,105253,932101,899
2024-08-12$15.91$18.0064.0%18.3%86.4%34.1%64.2%4.2%-1.2%618.3K-21.6M-499.6K0.4721.99N/AN/A12,0275,597216,89285,369
2024-08-13$15.88$18.0060.6%17.3%85.7%30.8%62.2%6.1%-0.1%608.9K-31.0M-494.1K0.3716.38N/AN/A18,1876,738221,25680,899
2024-08-14$15.50$18.0059.9%17.4%85.1%30.1%61.7%2.2%-0.2%534.7K-28.9M-481.0K1.1838.39N/AN/A5,8886,937220,40578,786
2024-08-15$15.75$17.0055.4%16.2%83.8%25.8%59.1%3.8%1.5%678.1K-35.1M-493.5K0.6046.38N/AN/A15,3169,220222,57182,923
2024-08-16$15.57$17.0054.1%15.7%81.4%24.5%56.7%1.8%1.7%315.4K-34.5M-505.8K0.3849.69N/AN/A12,8234,862227,13283,760
2024-08-19$16.51$17.0056.8%16.3%80.8%27.1%58.0%1.3%1.7%1.1M-67.1M-549.6K0.1330.69N/AN/A25,5143,251152,68956,627
2024-08-20$16.46$17.0058.6%16.8%70.3%28.9%59.9%1.5%-0.2%1.5M-73.2M-577.6K0.3324.35N/AN/A9,7403,239166,77657,746
2024-08-21$16.51$17.0060.3%17.3%70.4%30.5%61.6%0.2%-0.2%1.7M-76.8M-589.6K0.4928.43N/AN/A8,7334,300169,79759,342
2024-08-22$16.44$17.0064.7%18.6%68.6%34.8%65.8%1.3%-0.1%1.6M-77.0M-606.6K0.1629.58N/AN/A21,6943,469172,79662,351
2024-08-23$16.71$17.0062.2%17.9%68.2%32.3%62.1%0.6%-0.6%1.8M-86.6M-625.0K0.2640.09N/AN/A12,9873,384181,71363,964
2024-08-26$16.11$17.0064.2%18.1%68.7%34.3%65.1%2.2%0.8%1.3M-67.7M-585.8K0.3229.63N/AN/A14,7264,768172,24160,991
2024-08-27$14.89$17.0062.7%18.3%72.3%32.8%65.1%1.8%0.1%636.4K-38.1M-531.2K0.4435.17N/AN/A18,9788,261178,96863,539
2024-08-28$14.71$17.0063.3%18.3%71.9%33.4%64.9%1.0%1.1%596.1K-36.3M-527.8K0.7731.03N/AN/A11,7499,096185,91967,232
2024-08-29$14.77$17.0059.8%17.2%50.0%30.0%60.7%1.8%0.2%465.1K-37.5M-525.4K0.5223.66N/AN/A9,4084,924188,64468,966
2024-08-30$14.59$16.0057.5%16.2%47.8%27.8%60.1%4.2%0.1%137.1K-33.9M-519.2K1.0620.45N/AN/A7,4657,925193,72169,789