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 ±26.8% (20.73–35.88) · ATM IV 81.8% · P/C open interest 0.76
| 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 | |
| 12.55 | 14.80 | 242 | 118.5% | 0.97 | 0.0062 | -0.005 | 15 | 0.0600 | 0.1400 | 502 | 1,710 | 84.8% | -0.03 | 0.0062 | -0.005 | |
| 11.70 | 13.60 | 33 | 106.3% | 0.96 | 0.0082 | -0.006 | 16 | 0.0300 | 0.1800 | 500 | 590 | 77.9% | -0.04 | 0.0083 | -0.006 | |
| 10.80 | 12.45 | 123 | 95.0% | 0.95 | 0.0108 | -0.008 | 17 | 0.1200 | 0.2600 | 1 | 663 | 79.7% | -0.05 | 0.0108 | -0.008 | |
| 9.90 | 11.40 | 27 | 87.4% | 0.93 | 0.0137 | -0.010 | 18 | 0.1200 | 0.3700 | 151 | 76.5% | -0.07 | 0.0138 | -0.010 | ||
| 9.00 | 10.55 | 7 | 85.2% | 0.91 | 0.0170 | -0.012 | 19 | 0.3800 | 0.5100 | 2 | 364 | 81.0% | -0.09 | 0.0171 | -0.012 | |
| 8.25 | 9.35 | 10 | 702 | 77.7% | 0.89 | 0.0206 | -0.015 | 20 | 0.5400 | 0.6900 | 11 | 2,157 | 80.9% | -0.12 | 0.0207 | -0.015 |
| 7.35 | 8.60 | 4 | 35 | 76.4% | 0.86 | 0.0242 | -0.017 | 21 | 0.7300 | 0.9200 | 2 | 373 | 80.8% | -0.15 | 0.0244 | -0.017 |
| 6.75 | 7.95 | 54 | 80.7% | 0.82 | 0.0278 | -0.019 | 22 | 0.9900 | 1.21 | 1,190 | 81.4% | -0.18 | 0.0280 | -0.019 | ||
| 6.05 | 7.40 | 2 | 898 | 82.7% | 0.79 | 0.0312 | -0.022 | 23 | 1.30 | 1.42 | 460 | 1,510 | 80.1% | -0.22 | 0.0315 | -0.022 |
| 5.45 | 6.55 | 200 | 80.4% | 0.75 | 0.0343 | -0.024 | 24 | 1.59 | 1.94 | 20 | 591 | 81.6% | -0.26 | 0.0346 | -0.024 | |
| 4.80 | 5.45 | 2 | 857 | 73.5% | 0.71 | 0.0368 | -0.026 | 25 | 2.08 | 2.20 | 233 | 3,542 | 81.1% | -0.30 | 0.0372 | -0.026 |
| 4.35 | 6.05 | 206 | 88.7% | 0.67 | 0.0389 | -0.027 | 26 | 2.50 | 2.70 | 20 | 232 | 81.5% | -0.34 | 0.0393 | -0.028 | |
| 3.90 | 4.85 | 25 | 196 | 81.3% | 0.62 | 0.0404 | -0.028 | 27 | 3.00 | 3.35 | 10 | 465 | 83.4% | -0.38 | 0.0408 | -0.029 |
| 3.45 | 4.25 | 3 | 262 | 79.9% | 0.58 | 0.0413 | -0.029 | 28 | 3.50 | 3.95 | 9 | 1,325 | 83.8% | -0.42 | 0.0418 | -0.030 |
| 3.10 | 4.20 | 4 | 200 | 84.7% | 0.54 | 0.0417 | -0.030 | 29 | 4.10 | 4.55 | 1 | 589 | 84.3% | -0.46 | 0.0423 | -0.030 |
| 3.00 | 3.20 | 131 | 4,837 | 81.1% | 0.50 | 0.0417 | -0.030 | 30 | 4.70 | 5.25 | 5 | 1,848 | 85.0% | -0.50 | 0.0423 | -0.031 |
| 2.57 | 2.91 | 20 | 319 | 80.8% | 0.47 | 0.0412 | -0.030 | 31 | 5.40 | 5.90 | 233 | 85.6% | -0.54 | 0.0420 | -0.031 | |
| 2.19 | 2.76 | 3 | 945 | 81.9% | 0.43 | 0.0405 | -0.030 | 32 | 6.05 | 6.70 | 5 | 483 | 86.5% | -0.58 | 0.0412 | -0.031 |
| 1.96 | 2.70 | 21 | 1,031 | 84.9% | 0.40 | 0.0394 | -0.030 | 33 | 6.80 | 7.45 | 2,706 | 87.3% | -0.61 | 0.0403 | -0.030 | |
| 1.82 | 2.10 | 27 | 435 | 82.3% | 0.37 | 0.0382 | -0.029 | 34 | 7.60 | 8.25 | 276 | 88.7% | -0.64 | 0.0391 | -0.030 | |
| 1.74 | 1.86 | 234 | 4,154 | 83.8% | 0.34 | 0.0368 | -0.029 | 35 | 8.25 | 8.70 | 2 | 2,654 | 83.6% | -0.67 | 0.0378 | -0.029 |
| 1.41 | 1.83 | 1 | 417 | 84.4% | 0.31 | 0.0354 | -0.028 | 36 | 9.10 | 9.90 | 1 | 210 | 89.2% | -0.70 | 0.0364 | -0.029 |
| 1.23 | 1.91 | 2 | 240 | 87.8% | 0.29 | 0.0338 | -0.027 | 37 | 9.65 | 10.80 | 147 | 87.1% | -0.72 | 0.0349 | -0.028 | |
| 1.14 | 1.36 | 11 | 649 | 83.8% | 0.27 | 0.0323 | -0.026 | 38 | 10.00 | 11.65 | 794 | 80.6% | -0.75 | 0.0334 | -0.027 | |
| 1.03 | 1.26 | 12 | 344 | 84.9% | 0.25 | 0.0307 | -0.025 | 39 | 10.90 | 12.45 | 47 | 80.1% | -0.77 | 0.0319 | -0.026 | |
| 0.9300 | 1.13 | 94 | 5,928 | 85.4% | 0.23 | 0.0292 | -0.025 | 40 | 12.55 | 13.45 | 1 | 2,669 | 93.6% | -0.79 | 0.0304 | -0.025 |
| 0.8300 | 1.45 | 351 | 92.2% | 0.21 | 0.0277 | -0.024 | 41 | 12.65 | 14.30 | 54 | 80.8% | -0.80 | 0.0290 | -0.025 | ||
| 0.7600 | 1.03 | 3 | 1,323 | 88.2% | 0.19 | 0.0262 | -0.023 | 42 | 13.60 | 15.25 | 332 | 82.4% | -0.82 | 0.0275 | -0.024 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.