HIMS option chain Hims & Hers Health, Inc.
Cboe delayed options data · as of 12:35 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 ±17.6% (23.59–33.63) · ATM IV 68.5% · P/C open interest 0.13
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.15 | 10.40 | 1 | 98.3% | 0.96 | 0.0138 | -0.007 | 20 | 0.0200 | 0.1900 | 3 | 2 | 69.4% | -0.04 | 0.0139 | -0.008 | |
| 7.25 | 9.00 | 77.9% | 0.94 | 0.0191 | -0.009 | 21 | 0 | 0.7900 | 1 | 85.4% | -0.06 | 0.0192 | -0.010 | |||
| 6.35 | 8.00 | 72.0% | 0.91 | 0.0256 | -0.013 | 22 | 0.2000 | 0.4900 | 3 | 5 | 72.9% | -0.09 | 0.0257 | -0.013 | ||
| 5.90 | 7.05 | 78.3% | 0.88 | 0.0329 | -0.016 | 23 | 0.1700 | 0.6100 | 15 | 17 | 66.4% | -0.12 | 0.0331 | -0.017 | ||
| 4.90 | 6.15 | 1 | 70.3% | 0.84 | 0.0407 | -0.020 | 24 | 0.4500 | 0.7600 | 3 | 105 | 67.3% | -0.17 | 0.0410 | -0.021 | |
| 4.05 | 5.40 | 3 | 67.7% | 0.79 | 0.0482 | -0.024 | 25 | 0.7400 | 0.9000 | 3 | 47 | 65.8% | -0.22 | 0.0487 | -0.024 | |
| 3.65 | 4.25 | 3 | 4 | 64.4% | 0.73 | 0.0549 | -0.027 | 26 | 1.02 | 1.63 | 9 | 67 | 72.0% | -0.28 | 0.0554 | -0.028 |
| 2.52 | 3.65 | 10 | 13 | 57.0% | 0.67 | 0.0601 | -0.030 | 27 | 1.39 | 2.05 | 15 | 44 | 71.9% | -0.34 | 0.0607 | -0.030 |
| 2.62 | 3.20 | 1 | 2 | 68.2% | 0.60 | 0.0634 | -0.032 | 28 | 1.84 | 2.18 | 2 | 4 | 67.1% | -0.40 | 0.0641 | -0.032 |
| 2.18 | 2.65 | 22 | 66 | 67.7% | 0.54 | 0.0647 | -0.033 | 29 | 2.37 | 2.85 | 7 | 69.3% | -0.47 | 0.0655 | -0.033 | |
| 1.80 | 2.26 | 24 | 34 | 68.6% | 0.48 | 0.0642 | -0.033 | 30 | 3.00 | 3.40 | 11 | 15 | 69.5% | -0.53 | 0.0652 | -0.034 |
| 1.33 | 1.82 | 2 | 4 | 66.2% | 0.42 | 0.0622 | -0.033 | 31 | 3.65 | 4.05 | 3 | 13 | 69.7% | -0.59 | 0.0633 | -0.033 |
| 1.24 | 1.63 | 16 | 86 | 70.6% | 0.36 | 0.0591 | -0.032 | 32 | 4.35 | 4.85 | 1 | 71.3% | -0.64 | 0.0603 | -0.033 | |
| 1.02 | 1.39 | 4 | 55 | 71.5% | 0.32 | 0.0553 | -0.031 | 33 | 5.05 | 5.60 | 6 | 70.9% | -0.69 | 0.0566 | -0.031 | |
| 0.8400 | 1.10 | 8 | 18 | 71.1% | 0.27 | 0.0511 | -0.029 | 34 | 5.95 | 6.40 | 4 | 73.1% | -0.74 | 0.0524 | -0.029 | |
| 0.7000 | 0.9500 | 5 | 74 | 72.5% | 0.24 | 0.0468 | -0.027 | 35 | 6.30 | 7.30 | 26 | 65.9% | -0.77 | 0.0482 | -0.028 | |
| 0.5200 | 0.7800 | 17 | 41 | 71.7% | 0.21 | 0.0425 | -0.025 | 36 | 7.10 | 8.55 | 24 | 72.6% | -0.81 | 0.0439 | -0.026 | |
| 0.3400 | 0.7700 | 4 | 6 | 73.1% | 0.18 | 0.0383 | -0.024 | 37 | 7.95 | 9.10 | 1 | 63.6% | -0.84 | 0.0398 | -0.024 | |
| 0.0100 | 0.5800 | 292 | 65.2% | 0.15 | 0.0345 | -0.022 | 38 | 8.80 | 10.80 | 82.1% | -0.86 | 0.0360 | -0.022 | |||
| 0.1400 | 0.4900 | 5 | 2,026 | 70.7% | 0.13 | 0.0309 | -0.020 | 39 | 9.70 | 11.75 | 83.5% | -0.88 | 0.0323 | -0.020 | ||
| 0.2500 | 0.4200 | 120 | 342 | 76.0% | 0.12 | 0.0276 | -0.018 | 40 | 10.35 | 12.55 | 71.8% | -0.90 | 0.0290 | -0.018 | ||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs