HIMS Options History — September 2024

In September 2024, HIMS traded between $13.50 and $18.34. ATM implied volatility averaged 60.5%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 10.2% (HV 20d: 50.3%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.42.

Notable Days

  • 2024-09-13: Highest Volume — 29,264 contracts
  • 2024-09-30: Largest IV spike — 7.7% change
  • 2024-09-06: Highest IV Rank — 32.0%
  • 2024-09-16: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.97$13.50$18.34$14.50$18.34
Max Pain$15.30$15.00$16.00$16.00$16.00
ATM IV60.5%56.5%65.8%61.0%64.0%
Expected Move17.4%16.1%18.9%17.8%18.2%
HV 20d50.3%40.5%56.6%46.2%45.9%
HV 60d69.2%64.4%73.5%72.8%64.8%
IV Rank23.6%15.7%32.0%31.2%23.5%
IV Percentile49.1%42.5%57.1%52.0%53.2%
Term Structure1.9%-1.5%22.0%2.3%22.0%
VWIV61.8%57.8%66.8%63.6%64.4%
Skew 25d1.7%-0.9%5.4%3.7%1.3%
Skew 10d9.4%-2.4%32.9%5.8%32.1%
Call IV 25d60.7%56.5%66.3%60.5%64.3%
Put IV 25d62.4%57.6%67.6%64.3%65.5%
Bid-Ask Spread %30.8521.1741.4038.0931.02
Gamma HHI0.100.080.130.080.13
Net GEX1.4M127.9K2.4M535.0K2.4M
Net DEX-78.7M-131.9M-15.4M-37.0M-131.9M
Net VEX-557.2K-658.8K-443.0K-504.5K-658.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.181.100.290.32
Total Volume16,750.757,36429,26411,54825,293
Total OI239,968.95211,588254,804243,545223,774

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$14.50$16.0061.0%17.8%46.2%31.2%63.6%3.7%2.3%535.0K-37.0M-504.5K0.2938.09N/AN/A8,9762,572181,02662,519
2024-09-04$14.59$16.0061.5%17.3%45.1%31.7%61.5%2.4%-1.2%607.3K-38.9M-503.9K0.4321.17N/AN/A5,1622,202183,71563,242
2024-09-05$14.43$15.0060.0%17.2%40.5%30.2%60.1%3.1%1.7%479.5K-35.2M-490.7K0.5428.69N/AN/A5,5162,954185,35163,589
2024-09-06$13.50$15.0061.9%18.3%45.9%32.0%64.8%3.4%5.8%127.9K-15.4M-443.0K0.6825.60N/AN/A11,8488,097186,48663,447
2024-09-09$13.82$15.0060.9%17.4%47.1%31.0%60.1%5.4%-0.3%307.4K-24.7M-445.9K0.3125.96N/AN/A7,8332,424171,82260,489
2024-09-10$14.52$15.0060.0%17.4%51.2%30.2%63.0%1.5%1.7%668.2K-41.7M-489.8K0.1832.51N/AN/A14,9222,720175,56960,492
2024-09-11$15.23$15.0060.4%17.1%54.5%26.3%61.6%2.0%-1.1%1.2M-66.5M-549.7K0.2726.81N/AN/A17,5864,802184,66460,750
2024-09-12$15.84$15.0062.2%18.0%55.7%22.4%62.8%-0.1%-0.4%1.6M-90.9M-580.3K0.4024.47N/AN/A16,9636,762189,76061,776
2024-09-13$16.37$15.0064.6%18.5%56.6%25.1%66.8%-0.9%-1.5%1.8M-106.4M-595.6K0.2835.29N/AN/A22,9416,323192,11662,688
2024-09-16$16.27$15.0065.8%18.9%56.5%26.4%66.3%1.3%-0.0%1.8M-91.7M-587.2K0.5835.02N/AN/A7,0824,082187,54358,054
2024-09-17$16.04$15.0061.9%17.7%52.6%22.0%64.3%2.5%0.9%1.7M-81.8M-564.3K0.2136.76N/AN/A10,3792,203188,95659,422
2024-09-18$16.41$15.0061.2%17.5%53.3%21.3%61.4%0.4%-0.8%1.8M-90.0M-562.5K0.4141.40N/AN/A6,5182,656187,05160,635
2024-09-19$16.87$15.0056.5%16.2%54.2%16.2%58.8%2.1%0.6%2.2M-103.3M-579.9K0.4125.98N/AN/A10,6424,364188,92261,491
2024-09-20$16.54$15.0056.5%16.1%54.7%16.2%59.6%1.1%2.4%1.5M-91.8M-565.8K1.1021.81N/AN/A9,11510,009190,66362,871
2024-09-23$16.46$15.0057.0%16.2%54.4%15.7%57.8%2.4%1.4%1.5M-82.3M-556.9K0.2337.84N/AN/A16,8493,862157,03454,554
2024-09-24$17.20$15.0057.0%16.7%54.9%15.7%58.1%2.4%2.2%1.9M-102.4M-594.9K0.8233.45N/AN/A12,81910,568161,52356,575
2024-09-25$17.12$16.0058.1%16.9%45.7%16.9%59.6%0.9%1.1%1.8M-100.7M-599.9K0.3931.07N/AN/A8,4523,283164,10461,170
2024-09-26$17.62$16.0060.1%17.4%45.8%19.1%60.7%0.4%-0.0%2.0M-117.8M-635.6K0.2830.70N/AN/A16,4864,629167,62962,399
2024-09-27$17.71$16.0059.5%17.3%45.8%18.4%60.5%-0.5%1.6%2.1M-123.0M-635.1K0.1833.33N/AN/A12,7872,334172,58962,919
2024-09-30$18.34$16.0064.0%18.2%45.9%23.5%64.4%1.3%22.0%2.4M-131.9M-658.8K0.3231.02N/AN/A19,1106,183166,49457,280