HIMS option chain Hims & Hers Health, Inc.
Cboe delayed options data · as of 15:35 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±15.2% (23.54–32.01) · ATM IV 67.3% · P/C open interest 0.48
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 8.45 | 10.55 | 1 | 130.0% | 0.97 | 0.0112 | -0.002 | 19 | 0 | 0.2600 | 85.3% | -0.03 | 0.0112 | -0.007 | |||
| 7.65 | 8.30 | 15 | 73.0% | 0.96 | 0.0162 | -0.005 | 20 | 0 | 0.4500 | 48 | 86.1% | -0.04 | 0.0163 | -0.009 | ||
| 6.80 | 8.45 | 6 | 111.3% | 0.93 | 0.0229 | -0.009 | 21 | 0 | 0.3500 | 64 | 71.4% | -0.07 | 0.0230 | -0.012 | ||
| 5.95 | 7.55 | 10 | 105.0% | 0.90 | 0.0312 | -0.013 | 22 | 0.1000 | 0.3000 | 26 | 81 | 64.2% | -0.10 | 0.0313 | -0.016 | |
| 5.10 | 6.65 | 1 | 5 | 97.8% | 0.86 | 0.0408 | -0.017 | 23 | 0.3000 | 0.4400 | 234 | 66.1% | -0.14 | 0.0410 | -0.020 | |
| 4.25 | 5.85 | 3 | 92.0% | 0.81 | 0.0511 | -0.022 | 24 | 0.5200 | 0.6000 | 61 | 360 | 65.4% | -0.19 | 0.0513 | -0.024 | |
| 3.65 | 3.90 | 200 | 4 | 67.8% | 0.75 | 0.0608 | -0.026 | 25 | 0.8000 | 0.8800 | 23 | 758 | 65.7% | -0.25 | 0.0611 | -0.028 |
| 3.00 | 3.35 | 31 | 69.3% | 0.68 | 0.0687 | -0.030 | 26 | 1.15 | 1.26 | 9 | 198 | 66.2% | -0.32 | 0.0691 | -0.032 | |
| 2.46 | 2.58 | 9 | 29 | 66.3% | 0.61 | 0.0739 | -0.033 | 27 | 1.58 | 1.69 | 20 | 479 | 66.3% | -0.40 | 0.0744 | -0.034 |
| 2.00 | 2.10 | 29 | 40 | 66.9% | 0.53 | 0.0759 | -0.035 | 28 | 2.09 | 2.28 | 33 | 209 | 67.6% | -0.47 | 0.0765 | -0.035 |
| 1.58 | 1.70 | 6 | 101 | 67.2% | 0.46 | 0.0749 | -0.035 | 29 | 2.69 | 2.88 | 223 | 68.2% | -0.55 | 0.0756 | -0.035 | |
| 1.27 | 1.37 | 138 | 302 | 68.1% | 0.39 | 0.0715 | -0.035 | 30 | 3.30 | 3.60 | 2 | 167 | 68.6% | -0.61 | 0.0724 | -0.034 |
| 1.03 | 1.10 | 27 | 205 | 69.2% | 0.33 | 0.0665 | -0.033 | 31 | 4.00 | 4.30 | 28 | 68.2% | -0.67 | 0.0674 | -0.032 | |
| 0.8000 | 0.9200 | 23 | 261 | 70.4% | 0.28 | 0.0606 | -0.031 | 32 | 4.80 | 5.05 | 46 | 68.4% | -0.73 | 0.0616 | -0.030 | |
| 0.6400 | 0.7200 | 13 | 541 | 70.9% | 0.23 | 0.0544 | -0.029 | 33 | 5.40 | 6.10 | 2 | 66 | 68.9% | -0.77 | 0.0555 | -0.027 |
| 0.5100 | 0.5800 | 15 | 315 | 71.8% | 0.20 | 0.0483 | -0.027 | 34 | 6.00 | 6.85 | 33 | 59.0% | -0.81 | 0.0494 | -0.024 | |
| 0.4000 | 0.5300 | 32 | 646 | 74.2% | 0.17 | 0.0426 | -0.024 | 35 | 6.15 | 8.70 | 21 | 64.8% | -0.84 | 0.0437 | -0.021 | |
| 0.3100 | 0.4100 | 1 | 171 | 74.2% | 0.14 | 0.0373 | -0.022 | 36 | 6.70 | 8.70 | 52 | -0.87 | 0.0385 | -0.019 | ||
| 0.2400 | 0.3900 | 7 | 2,511 | 76.8% | 0.12 | 0.0326 | -0.020 | 37 | 8.15 | 9.65 | 3 | -0.89 | 0.0337 | -0.016 | ||
| 0.1700 | 0.3400 | 2 | 113 | 77.6% | 0.10 | 0.0284 | -0.018 | 38 | 9.60 | 10.65 | 2 | 1 | -0.91 | 0.0295 | -0.013 | |
| 0 | 0.3300 | 1 | 29 | 74.6% | 0.08 | 0.0248 | -0.016 | 39 | 9.95 | 11.75 | -0.93 | 0.0257 | -0.011 | |||
| 0.1600 | 0.2200 | 270 | 759 | 81.2% | 0.07 | 0.0216 | -0.014 | 40 | 11.05 | 12.60 | -0.94 | 0.0224 | -0.009 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs