HIMS option chain Hims & Hers Health, Inc.
Cboe delayed options data · as of 15:39 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 ±29.9% (19.90–36.90) · ATM IV 77.4% · P/C open interest 0.59
| 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 | |
| 12.75 | 14.15 | 1 | 1,762 | 0.96 | 0.0071 | -0.004 | 15 | 0.1000 | 0.2000 | 170 | 4,802 | 78.6% | -0.04 | 0.0071 | -0.005 | |
| 11.85 | 13.55 | 10 | 70.9% | 0.95 | 0.0090 | -0.005 | 16 | 0.1500 | 0.2900 | 339 | 77.8% | -0.05 | 0.0090 | -0.007 | ||
| 10.95 | 12.65 | 1,552 | 71.7% | 0.93 | 0.0112 | -0.007 | 17 | 0.2400 | 0.3900 | 6,199 | 77.3% | -0.07 | 0.0113 | -0.008 | ||
| 10.10 | 11.80 | 33 | 73.3% | 0.92 | 0.0137 | -0.009 | 18 | 0.3400 | 0.5600 | 379 | 77.4% | -0.08 | 0.0138 | -0.009 | ||
| 9.25 | 10.95 | 35 | 72.9% | 0.90 | 0.0164 | -0.010 | 19 | 0.4900 | 0.6600 | 362 | 75.7% | -0.10 | 0.0165 | -0.011 | ||
| 9.20 | 9.75 | 2,493 | 79.2% | 0.87 | 0.0193 | -0.012 | 20 | 0.6300 | 0.8700 | 4,635 | 75.0% | -0.13 | 0.0194 | -0.013 | ||
| 7.85 | 9.05 | 153 | 70.5% | 0.84 | 0.0222 | -0.014 | 21 | 0.8900 | 1.14 | 11 | 507 | 76.0% | -0.16 | 0.0224 | -0.014 | |
| 7.05 | 8.55 | 903 | 72.9% | 0.81 | 0.0250 | -0.015 | 22 | 0.9800 | 1.53 | 1,389 | 75.0% | -0.19 | 0.0253 | -0.016 | ||
| 6.95 | 7.55 | 3 | 241 | 76.1% | 0.78 | 0.0278 | -0.017 | 23 | 1.50 | 1.85 | 4 | 637 | 77.5% | -0.22 | 0.0280 | -0.018 |
| 6.25 | 6.95 | 6 | 218 | 75.6% | 0.75 | 0.0302 | -0.018 | 24 | 1.81 | 2.11 | 904 | 75.7% | -0.25 | 0.0305 | -0.019 | |
| 5.90 | 6.45 | 5 | 3,283 | 79.0% | 0.71 | 0.0323 | -0.020 | 25 | 2.18 | 2.52 | 2 | 8,960 | 75.4% | -0.29 | 0.0326 | -0.020 |
| 4.90 | 5.85 | 270 | 73.8% | 0.67 | 0.0340 | -0.021 | 26 | 2.66 | 3.15 | 10 | 263 | 77.6% | -0.33 | 0.0344 | -0.022 | |
| 4.80 | 5.45 | 1 | 2,815 | 78.8% | 0.64 | 0.0354 | -0.022 | 27 | 3.15 | 3.70 | 4 | 1,666 | 78.1% | -0.36 | 0.0358 | -0.022 |
| 4.30 | 4.80 | 16 | 493 | 76.7% | 0.60 | 0.0363 | -0.023 | 28 | 3.65 | 4.25 | 1 | 1,231 | 78.0% | -0.40 | 0.0368 | -0.023 |
| 4.05 | 4.30 | 14 | 451 | 77.6% | 0.56 | 0.0368 | -0.023 | 29 | 4.35 | 4.60 | 4 | 291 | 77.3% | -0.44 | 0.0374 | -0.024 |
| 3.65 | 3.80 | 270 | 5,782 | 76.5% | 0.53 | 0.0370 | -0.024 | 30 | 4.95 | 5.15 | 51 | 3,660 | 76.8% | -0.47 | 0.0377 | -0.024 |
| 3.30 | 3.50 | 25 | 964 | 77.2% | 0.50 | 0.0369 | -0.024 | 31 | 5.50 | 5.80 | 3 | 614 | 76.2% | -0.51 | 0.0376 | -0.024 |
| 3.00 | 3.30 | 42 | 1,496 | 78.6% | 0.46 | 0.0365 | -0.024 | 32 | 6.15 | 6.50 | 24 | 833 | 76.3% | -0.54 | 0.0373 | -0.024 |
| 2.74 | 3.05 | 30 | 603 | 79.4% | 0.43 | 0.0359 | -0.024 | 33 | 6.85 | 7.25 | 24 | 68 | 76.8% | -0.57 | 0.0368 | -0.024 |
| 2.33 | 2.79 | 509 | 78.3% | 0.41 | 0.0352 | -0.024 | 34 | 7.75 | 8.00 | 1 | 159 | 78.7% | -0.60 | 0.0361 | -0.024 | |
| 2.26 | 2.43 | 23 | 9,911 | 78.9% | 0.38 | 0.0342 | -0.024 | 35 | 8.35 | 8.85 | 3,084 | 78.2% | -0.63 | 0.0352 | -0.024 | |
| 1.80 | 2.49 | 4 | 763 | 79.5% | 0.35 | 0.0332 | -0.023 | 36 | 9.00 | 10.20 | 47 | 82.7% | -0.65 | 0.0342 | -0.023 | |
| 1.72 | 2.10 | 10 | 1,084 | 78.9% | 0.33 | 0.0322 | -0.023 | 37 | 9.90 | 11.00 | 754 | 84.0% | -0.68 | 0.0332 | -0.023 | |
| 1.53 | 1.93 | 9 | 5,280 | 79.0% | 0.31 | 0.0310 | -0.022 | 38 | 10.75 | 11.25 | 58 | 78.7% | -0.70 | 0.0322 | -0.022 | |
| 1.33 | 1.93 | 280 | 80.5% | 0.29 | 0.0299 | -0.022 | 39 | 11.45 | 12.70 | 44 | 84.0% | -0.72 | 0.0310 | -0.022 | ||
| 1.45 | 1.60 | 26 | 11.4K | 81.6% | 0.27 | 0.0287 | -0.021 | 40 | 12.40 | 13.45 | 35 | 5,186 | 84.3% | -0.74 | 0.0299 | -0.021 |
| 1.11 | 1.65 | 811 | 81.6% | 0.25 | 0.0275 | -0.021 | 41 | 13.10 | 14.55 | 30 | 85.4% | -0.76 | 0.0288 | -0.021 | ||
| 1.07 | 1.53 | 3,129 | 82.8% | 0.24 | 0.0264 | -0.020 | 42 | 14.00 | 15.45 | 764 | 86.3% | -0.78 | 0.0277 | -0.020 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs