HIMS Options History — December 2024

In December 2024, HIMS traded between $24.32 and $34.44. ATM implied volatility averaged 93.7%, placing in the 57.1% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded below realized volatility by 33.2% (HV 20d: 126.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.88.

Notable Days

  • 2024-12-19: Highest Volume — 148,013 contracts
  • 2024-12-19: Largest IV drop — 12.9% change
  • 2024-12-18: Highest IV Rank — 76.1%
  • 2024-12-03: Largest Expected Move — 32.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.60$24.32$34.44$31.49$24.32
Max Pain$21.52$20.00$25.00$25.00$23.00
ATM IV93.7%79.6%110.6%100.8%89.0%
Expected Move27.6%22.9%32.9%31.8%26.8%
HV 20d126.9%77.3%168.4%167.8%80.6%
HV 60d122.1%118.5%125.9%118.5%124.1%
IV Rank57.1%41.3%76.1%65.2%51.9%
IV Percentile77.3%58.3%94.8%86.5%71.4%
Term Structure-0.4%-5.8%4.3%-0.2%-0.8%
VWIV97.7%80.3%117.2%116.5%94.3%
Skew 25d1.7%-2.2%17.8%5.7%-0.7%
Skew 10d3.9%-40.6%44.4%7.8%44.4%
Call IV 25d92.7%66.6%111.5%101.1%91.4%
Put IV 25d94.4%79.9%112.4%106.7%90.6%
Bid-Ask Spread %17.479.2226.7220.8925.11
Gamma HHI0.100.060.570.090.06
Net GEX1.4M-8.2M6.0M3.8M-55.0K
Net DEX-377.3M-717.0M-89.8M-564.7M-92.0M
Net VEX-1.5M-1.7M-1.3M-1.4M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.511.560.851.56
Total Volume61,440.95214,685148,013104,87461,257
Total OI549,242.762437,835651,775496,459459,321

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$31.49$25.00100.8%31.8%167.8%65.2%116.5%5.7%-0.2%3.8M-564.7M-1.4M0.8520.89N/AN/A56,82948,045283,021213,438
2024-12-03$31.81$25.00100.7%32.9%167.8%65.0%117.2%-0.3%-0.2%4.4M-585.4M-1.5M0.8720.71N/AN/A33,84829,326304,162227,352
2024-12-04$33.70$25.0088.6%28.4%167.9%51.4%100.9%-0.9%2.5%6.0M-694.4M-1.5M0.9626.72N/AN/A27,00125,788310,315236,357
2024-12-05$32.02$20.0094.6%27.1%166.6%58.2%95.3%-0.7%-1.1%4.4M-578.0M-1.5M1.1012.25N/AN/A31,57234,742313,605247,117
2024-12-06$34.44$20.0089.2%25.6%167.8%52.1%90.0%14.2%4.3%4.5M-717.0M-1.6M0.6414.62N/AN/A47,78330,525319,951267,524
2024-12-09$33.18$20.0091.3%26.7%168.4%54.5%96.3%2.2%1.5%3.5M-584.1M-1.6M0.8213.43N/AN/A27,25522,224301,699251,821
2024-12-10$30.80$20.00102.3%29.5%158.7%66.8%105.0%0.8%-0.1%1.6M-417.8M-1.7M0.9212.72N/AN/A45,31341,832307,702266,007
2024-12-11$30.19$20.00100.5%28.8%158.3%64.8%102.3%0.3%-0.3%607.7K-374.0M-1.7M1.0110.54N/AN/A28,44628,846317,639281,307
2024-12-12$30.41$21.0095.6%27.9%158.0%59.2%98.4%0.6%1.2%-263.6K-397.1M-1.7M0.519.22N/AN/A23,85612,278321,983290,507
2024-12-13$29.74$21.0092.8%26.5%120.2%56.1%94.9%1.5%-1.3%-2.9M-336.6M-1.7M0.8210.93N/AN/A33,92427,799325,908294,502
2024-12-16$31.04$21.0098.6%28.5%112.5%62.7%99.6%-0.6%-5.8%3.1M-449.9M-1.6M0.9110.14N/AN/A25,18722,861316,609275,996
2024-12-17$31.48$21.00103.1%29.6%109.5%67.8%104.3%-0.0%-3.4%3.5M-488.1M-1.6M0.5713.72N/AN/A27,79415,741322,636289,643
2024-12-18$28.58$21.00110.6%31.7%112.1%76.1%111.9%0.9%-1.6%1.0M-286.3M-1.6M1.3526.49N/AN/A25,01133,790329,254296,207
2024-12-19$26.25$21.0096.3%27.7%113.9%60.1%96.8%0.8%-2.0%-2.9M-89.8M-1.4M0.9123.21N/AN/A77,63070,383333,321308,651
2024-12-20$26.02$20.0087.6%25.4%108.2%50.3%91.1%-2.2%-2.7%-8.2M-126.9M-1.4M0.6219.40N/AN/A34,96021,617343,698308,077
2024-12-23$27.45$21.0083.4%24.5%109.2%45.5%85.8%17.8%2.1%1.4M-241.1M-1.4M0.5517.30N/AN/A30,91517,048251,647186,188
2024-12-24$27.96$21.0079.6%22.9%77.3%41.3%80.3%-1.9%-0.6%2.2M-265.7M-1.4M0.5723.05N/AN/A9,3565,329261,277192,214
2024-12-26$28.78$22.0084.5%24.8%77.6%46.8%86.4%-1.1%0.4%2.6M-316.7M-1.4M0.6318.27N/AN/A34,98922,039263,764193,484
2024-12-27$26.55$22.0088.2%26.0%82.4%51.0%90.8%-0.8%1.3%107.8K-186.1M-1.4M1.2515.83N/AN/A18,89823,674270,291203,273
2024-12-30$25.31$22.0090.1%26.8%80.0%53.1%93.7%-0.0%-1.0%333.9K-131.3M-1.3M1.1522.27N/AN/A25,35929,190252,576194,054
2024-12-31$24.32$23.0089.0%26.8%80.6%51.9%94.3%-0.7%-0.8%-55.0K-92.0M-1.3M1.5625.11N/AN/A23,96837,289259,892199,429