HIMS Options History — November 2024 In November 2024, HIMS traded between $19.23 and $31.98. ATM implied volatility averaged 105.2%, placing in the 69.9% IV rank vs the trailing year. The 30-day expected move averaged 30.3%. IV traded below realized volatility by 35.1% (HV 20d: 140.3%). Max pain ranged from $19.00 to $27.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.73.
Notable Days 2024-11-14 : Highest Volume — 266,827 contracts2024-11-11 : Largest IV spike — 28.3% change2024-11-20 : Highest IV Rank — 89.7%2024-11-01 : Largest Expected Move — 38.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.77 $19.23 $31.98 $20.30 $31.98 Max Pain $23.55 $19.00 $27.00 $19.00 $25.00 ATM IV 105.2% 86.0% 122.6% 105.4% 108.5% Expected Move 30.3% 23.6% 38.2% 38.2% 32.8% HV 20d 140.3% 100.2% 181.0% 107.4% 168.2% HV 60d 98.4% 76.0% 119.5% 76.0% 119.5% IV Rank 69.9% 48.5% 89.7% 69.5% 73.8% IV Percentile 91.8% 78.2% 98.8% 94.4% 93.3% Term Structure -3.5% -25.3% 13.7% -5.4% -1.7% VWIV 107.5% 82.6% 133.0% 133.0% 118.7% Skew 25d 3.0% -11.1% 32.9% 2.1% 1.3% Skew 10d -0.7% -49.1% 41.4% 17.0% 4.7% Call IV 25d 103.9% 76.8% 128.0% 106.5% 108.1% Put IV 25d 106.9% 88.7% 127.0% 108.5% 109.4% Bid-Ask Spread % 25.79 12.26 49.65 23.82 22.08 Gamma HHI 0.10 0.05 0.33 0.11 0.15 Net GEX 2.3M -1.4M 7.7M 895.0K 5.5M Net DEX -303.0M -654.5M 74.1M -174.6M -654.5M Net VEX -1.2M -1.6M -792.3K -809.4K -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.43 1.54 0.57 0.83 Total Volume 110,223.25 24,444 266,827 24,444 54,564 Total OI 495,620.45 305,511 644,772 336,190 601,917
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-11-01 $20.30 $19.00 105.4% 38.2% 107.4% 69.5% 133.0% 2.1% -5.4% 895.0K -174.6M -809.4K 0.57 23.82 N/A N/A 15,577 8,867 226,582 109,608 2024-11-04 $20.94 $20.00 109.6% 28.0% 101.8% 74.2% 98.6% 3.5% -4.7% 2.4M -194.5M -808.1K 0.51 25.21 N/A N/A 44,138 22,555 213,508 92,003 2024-11-05 $20.70 $20.00 89.0% 24.8% 100.2% 51.2% 86.2% 2.7% 0.6% 3.1M -185.7M -792.3K 0.87 41.16 N/A N/A 85,590 74,168 234,197 108,666 2024-11-06 $23.13 $20.00 89.7% 24.9% 107.0% 52.1% 86.6% 14.1% -1.7% 4.4M -304.4M -959.5K 0.55 22.48 N/A N/A 84,598 46,546 253,062 143,589 2024-11-07 $23.78 $20.00 86.0% 23.6% 104.6% 48.5% 82.6% 3.2% -1.8% 4.5M -341.9M -985.3K 0.57 38.98 N/A N/A 33,076 18,919 265,128 163,924 2024-11-08 $23.29 $23.00 88.6% 24.4% 105.0% 51.5% 86.2% 1.4% -2.4% 2.8M -283.7M -1.0M 1.36 37.55 N/A N/A 34,381 46,656 258,915 181,239 2024-11-11 $28.11 $23.00 113.7% 30.7% 119.3% 79.6% 107.4% 2.8% -3.3% 2.2M -433.1M -1.1M 0.57 14.35 N/A N/A 132,890 75,671 226,543 167,018 2024-11-12 $27.12 $27.00 104.8% 29.1% 116.2% 69.6% 102.5% -3.8% -3.2% 1.9M -373.8M -1.2M 0.74 13.45 N/A N/A 33,806 25,003 257,090 210,008 2024-11-13 $27.86 $27.00 103.7% 29.2% 116.3% 68.4% 102.7% -11.1% -2.1% 2.2M -420.4M -1.2M 0.55 12.26 N/A N/A 56,259 30,734 265,357 215,712 2024-11-14 $21.20 $27.00 113.8% 32.0% 153.6% 79.7% 112.9% 1.1% -0.3% -170.8K -55.4M -1.2M 0.70 25.54 N/A N/A 156,500 110,327 267,924 229,890 2024-11-15 $19.23 $26.00 109.3% 30.8% 157.3% 74.7% 109.8% 5.3% -2.9% -1.4M 74.1M -1.2M 0.87 33.72 N/A N/A 68,218 59,366 313,866 275,606 2024-11-18 $21.11 $25.00 106.8% 30.4% 160.0% 71.9% 107.6% -4.4% 13.7% -1.2M -57.6M -1.4M 0.75 24.46 N/A N/A 65,093 48,606 266,160 247,262 2024-11-19 $23.45 $25.00 106.8% 30.5% 164.6% 71.9% 108.4% -3.5% -4.5% 124.4K -196.2M -1.5M 0.57 20.71 N/A N/A 69,881 39,759 289,572 274,125 2024-11-20 $21.94 $24.00 122.6% 35.2% 162.0% 89.7% 124.0% -1.0% -25.3% -646.1K -119.1M -1.5M 1.54 37.91 N/A N/A 38,528 59,499 299,837 284,612 2024-11-21 $24.38 $24.00 117.9% 34.2% 166.1% 84.4% 122.0% 0.4% -8.0% 803.9K -266.4M -1.6M 0.92 49.65 N/A N/A 45,447 41,777 310,396 317,498 2024-11-22 $25.21 $24.00 105.2% 30.6% 166.2% 70.1% 110.3% -5.6% -4.7% 7.7M -366.7M -1.5M 0.50 20.99 N/A N/A 71,884 36,247 321,261 323,511 2024-11-25 $31.16 $24.00 108.5% 32.6% 180.9% 73.8% 117.2% 15.4% -5.2% 3.9M -605.4M -1.5M 0.43 17.93 N/A N/A 137,762 59,189 282,669 250,044 2024-11-26 $30.23 $24.00 106.1% 32.2% 181.0% 71.1% 115.8% 2.9% -5.5% 3.8M -551.2M -1.6M 0.72 16.97 N/A N/A 35,363 25,443 303,191 273,558 2024-11-27 $30.18 $24.00 107.2% 32.2% 168.3% 72.3% 116.9% 32.9% -1.3% 3.7M -550.0M -1.6M 0.56 16.53 N/A N/A 71,342 40,236 307,403 279,958 2024-11-29 $31.98 $25.00 108.5% 32.8% 168.2% 73.8% 118.7% 1.3% -1.7% 5.5M -654.5M -1.5M 0.83 22.08 N/A N/A 29,813 24,751 316,460 285,457
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