HIMS option chain Hims & Hers Health, Inc.
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 ±18.8% (22.69–33.19) · ATM IV 68.6% · P/C open interest 0.68
| 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 | |
| 12.85 | 15.20 | 31 | 113.2% | 1.00 | 0.0017 | 0.000 | 14 | 0 | 0.0800 | 298 | 95.8% | -0.00 | 0.0017 | -0.001 | ||
| 11.90 | 13.65 | 42 | 0.99 | 0.0027 | 0.000 | 15 | 0 | 0.0500 | 15 | 1,392 | 81.5% | -0.01 | 0.0027 | -0.002 | ||
| 11.65 | 12.05 | 106 | 0.99 | 0.0042 | 0.000 | 16 | 0 | 0.1000 | 753 | 81.7% | -0.01 | 0.0042 | -0.003 | |||
| 10.00 | 11.80 | 78 | 0.98 | 0.0063 | 0.000 | 17 | 0 | 0.2900 | 10 | 742 | 89.5% | -0.02 | 0.0064 | -0.004 | ||
| 9.65 | 10.25 | 12 | 237 | 55.7% | 0.97 | 0.0094 | 0.000 | 18 | 0 | 0.1800 | 2 | 1,656 | 73.5% | -0.03 | 0.0094 | -0.005 |
| 8.60 | 9.60 | 82 | 74.0% | 0.96 | 0.0135 | -0.001 | 19 | 0.1000 | 0.2100 | 106 | 432 | 73.5% | -0.04 | 0.0135 | -0.007 | |
| 7.70 | 8.55 | 55 | 320 | 67.7% | 0.94 | 0.0186 | -0.004 | 20 | 0.1400 | 0.2000 | 68 | 6,160 | 66.8% | -0.06 | 0.0187 | -0.009 |
| 6.80 | 7.65 | 229 | 66.6% | 0.91 | 0.0248 | -0.007 | 21 | 0.2400 | 0.3700 | 511 | 480 | 68.6% | -0.09 | 0.0250 | -0.012 | |
| 6.00 | 6.90 | 1 | 184 | 70.2% | 0.88 | 0.0318 | -0.011 | 22 | 0.3100 | 0.4600 | 193 | 2,302 | 64.5% | -0.12 | 0.0320 | -0.015 |
| 5.25 | 5.90 | 258 | 66.2% | 0.83 | 0.0390 | -0.015 | 23 | 0.6000 | 0.6800 | 148 | 505 | 67.2% | -0.17 | 0.0393 | -0.018 | |
| 4.60 | 5.05 | 9 | 280 | 65.8% | 0.78 | 0.0460 | -0.018 | 24 | 0.8600 | 0.8900 | 207 | 1,958 | 66.3% | -0.22 | 0.0463 | -0.021 |
| 3.90 | 4.30 | 177 | 5,400 | 64.3% | 0.73 | 0.0520 | -0.022 | 25 | 1.18 | 1.23 | 244 | 2,456 | 66.7% | -0.27 | 0.0524 | -0.024 |
| 3.45 | 3.70 | 268 | 422 | 67.0% | 0.67 | 0.0567 | -0.025 | 26 | 1.59 | 1.65 | 103 | 778 | 67.4% | -0.33 | 0.0572 | -0.026 |
| 2.94 | 3.15 | 162 | 289 | 67.5% | 0.61 | 0.0597 | -0.027 | 27 | 2.01 | 2.13 | 105 | 609 | 67.5% | -0.40 | 0.0603 | -0.028 |
| 2.55 | 2.65 | 129 | 380 | 68.0% | 0.55 | 0.0611 | -0.028 | 28 | 2.58 | 2.72 | 819 | 1,021 | 69.1% | -0.46 | 0.0617 | -0.028 |
| 2.14 | 2.25 | 75 | 894 | 68.9% | 0.49 | 0.0609 | -0.029 | 29 | 3.15 | 3.30 | 88 | 1,303 | 69.1% | -0.52 | 0.0616 | -0.029 |
| 1.81 | 2.01 | 567 | 1,847 | 71.0% | 0.43 | 0.0594 | -0.029 | 30 | 3.75 | 4.05 | 37 | 1,042 | 70.2% | -0.57 | 0.0602 | -0.028 |
| 1.26 | 1.60 | 158 | 2,097 | 66.5% | 0.38 | 0.0569 | -0.029 | 31 | 4.45 | 4.70 | 604 | 69.9% | -0.62 | 0.0578 | -0.027 | |
| 1.26 | 1.35 | 443 | 1,445 | 70.2% | 0.34 | 0.0537 | -0.028 | 32 | 5.20 | 5.50 | 582 | 71.2% | -0.67 | 0.0547 | -0.025 | |
| 1.02 | 1.14 | 78 | 1,270 | 70.6% | 0.29 | 0.0502 | -0.027 | 33 | 5.80 | 6.45 | 1 | 578 | 71.4% | -0.71 | 0.0512 | -0.024 |
| 0.8700 | 0.9700 | 123 | 3,515 | 71.7% | 0.26 | 0.0464 | -0.025 | 34 | 5.95 | 7.25 | 212 | 59.4% | -0.75 | 0.0475 | -0.022 | |
| 0.7400 | 0.8100 | 460 | 2,746 | 72.4% | 0.23 | 0.0426 | -0.024 | 35 | 7.55 | 8.15 | 1 | 454 | 74.3% | -0.78 | 0.0438 | -0.020 |
| 0.6100 | 0.7200 | 26 | 1,130 | 73.6% | 0.20 | 0.0389 | -0.022 | 36 | 8.35 | 9.05 | 122 | 73.9% | -0.81 | 0.0402 | -0.017 | |
| 0.3400 | 0.6100 | 95 | 1,601 | 70.5% | 0.17 | 0.0354 | -0.021 | 37 | 8.45 | 10.00 | 117 | 52.7% | -0.84 | 0.0367 | -0.015 | |
| 0.3800 | 0.6900 | 12 | 853 | 77.6% | 0.15 | 0.0321 | -0.019 | 38 | 10.15 | 10.90 | 196 | 75.8% | -0.86 | 0.0334 | -0.013 | |
| 0.3600 | 0.4600 | 23 | 546 | 75.9% | 0.13 | 0.0290 | -0.018 | 39 | 10.70 | 11.85 | 35 | 64.8% | -0.88 | 0.0304 | -0.011 | |
| 0.3300 | 0.3600 | 167 | 3,265 | 76.4% | 0.12 | 0.0262 | -0.017 | 40 | 12.00 | 12.80 | 139 | 684 | 77.3% | -0.90 | 0.0276 | -0.009 |
| 0.2900 | 0.3400 | 55 | 533 | 78.3% | 0.10 | 0.0236 | -0.015 | 41 | 12.20 | 13.80 | 70 | -0.91 | 0.0250 | -0.007 | ||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.