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 ±35.2% (18.35–38.25) · ATM IV 76.5% · P/C open interest 0.95
| 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 | |
| 12.70 | 14.55 | 2 | 76.5% | 0.95 | 0.0082 | -0.005 | 15 | 0.1900 | 0.4100 | 44 | 943 | 76.0% | -0.05 | 0.0082 | -0.005 | |
| 11.80 | 14.05 | 2 | 83.5% | 0.94 | 0.0102 | -0.006 | 16 | 0.2100 | 0.6000 | 61 | 75.0% | -0.07 | 0.0103 | -0.006 | ||
| 11.00 | 13.20 | 20 | 82.4% | 0.92 | 0.0123 | -0.008 | 17 | 0.3100 | 0.7600 | 201 | 74.1% | -0.09 | 0.0124 | -0.008 | ||
| 10.35 | 12.50 | 11 | 85.2% | 0.90 | 0.0146 | -0.009 | 18 | 0.4400 | 0.9100 | 119 | 72.7% | -0.11 | 0.0147 | -0.009 | ||
| 9.60 | 12.05 | 26 | 88.3% | 0.87 | 0.0168 | -0.010 | 19 | 0.7500 | 1.21 | 4 | 85 | 75.4% | -0.13 | 0.0170 | -0.011 | |
| 8.85 | 11.15 | 46 | 162 | 84.7% | 0.85 | 0.0190 | -0.012 | 20 | 1.05 | 1.48 | 337 | 76.1% | -0.16 | 0.0193 | -0.012 | |
| 8.05 | 10.40 | 46 | 33 | 81.9% | 0.82 | 0.0211 | -0.013 | 21 | 1.34 | 1.70 | 300 | 915 | 75.0% | -0.18 | 0.0214 | -0.013 |
| 7.65 | 9.10 | 3 | 44 | 77.2% | 0.79 | 0.0231 | -0.014 | 22 | 1.69 | 2.19 | 653 | 76.8% | -0.21 | 0.0234 | -0.015 | |
| 7.20 | 8.65 | 6 | 32 | 80.2% | 0.76 | 0.0249 | -0.015 | 23 | 2.09 | 2.45 | 5 | 257 | 75.8% | -0.24 | 0.0252 | -0.016 |
| 6.50 | 8.25 | 2 | 31 | 80.4% | 0.73 | 0.0264 | -0.017 | 24 | 2.53 | 2.92 | 17 | 296 | 76.6% | -0.27 | 0.0269 | -0.017 |
| 6.10 | 6.75 | 2 | 197 | 73.1% | 0.70 | 0.0278 | -0.017 | 25 | 2.95 | 3.35 | 46 | 1,162 | 76.1% | -0.31 | 0.0282 | -0.018 |
| 5.55 | 6.35 | 3 | 61 | 73.7% | 0.67 | 0.0288 | -0.018 | 26 | 3.45 | 3.95 | 2 | 320 | 77.2% | -0.34 | 0.0294 | -0.019 |
| 5.20 | 5.90 | 102 | 112 | 74.9% | 0.64 | 0.0297 | -0.019 | 27 | 4.00 | 4.45 | 26 | 605 | 77.2% | -0.37 | 0.0304 | -0.019 |
| 4.90 | 5.35 | 1 | 274 | 75.1% | 0.61 | 0.0304 | -0.019 | 28 | 4.60 | 5.05 | 6 | 125 | 77.9% | -0.40 | 0.0311 | -0.020 |
| 4.45 | 5.40 | 7 | 790 | 78.3% | 0.58 | 0.0308 | -0.020 | 29 | 5.15 | 5.75 | 4 | 163 | 78.5% | -0.43 | 0.0316 | -0.020 |
| 4.10 | 4.85 | 4 | 608 | 77.1% | 0.55 | 0.0311 | -0.020 | 30 | 5.85 | 6.35 | 608 | 79.0% | -0.46 | 0.0319 | -0.021 | |
| 3.70 | 4.25 | 4 | 337 | 74.8% | 0.52 | 0.0312 | -0.020 | 31 | 6.50 | 7.10 | 1 | 138 | 79.8% | -0.49 | 0.0321 | -0.021 |
| 3.40 | 4.40 | 1 | 552 | 78.6% | 0.49 | 0.0311 | -0.020 | 32 | 7.10 | 7.70 | 10 | 190 | 78.8% | -0.52 | 0.0321 | -0.021 |
| 3.25 | 3.65 | 191 | 800 | 76.3% | 0.47 | 0.0309 | -0.020 | 33 | 7.90 | 8.50 | 1 | 480 | 80.4% | -0.54 | 0.0319 | -0.021 |
| 3.00 | 3.50 | 10 | 217 | 77.5% | 0.44 | 0.0305 | -0.020 | 34 | 8.60 | 9.30 | 34 | 1,063 | 80.9% | -0.57 | 0.0317 | -0.021 |
| 2.85 | 3.15 | 76 | 589 | 77.6% | 0.42 | 0.0301 | -0.020 | 35 | 9.20 | 10.10 | 170 | 80.3% | -0.59 | 0.0313 | -0.021 | |
| 2.59 | 2.98 | 9 | 190 | 77.9% | 0.40 | 0.0296 | -0.020 | 36 | 10.00 | 10.80 | 97 | 80.2% | -0.62 | 0.0309 | -0.021 | |
| 2.40 | 2.71 | 228 | 77.7% | 0.38 | 0.0290 | -0.020 | 37 | 10.90 | 11.85 | 72 | 83.4% | -0.64 | 0.0304 | -0.021 | ||
| 2.20 | 2.86 | 150 | 80.6% | 0.36 | 0.0284 | -0.019 | 38 | 11.50 | 12.45 | 1 | 301 | 80.3% | -0.66 | 0.0298 | -0.020 | |
| 1.91 | 2.70 | 104 | 80.0% | 0.34 | 0.0277 | -0.019 | 39 | 12.20 | 13.60 | 20 | 82.2% | -0.68 | 0.0292 | -0.020 | ||
| 1.94 | 2.30 | 17 | 1,745 | 79.8% | 0.32 | 0.0270 | -0.019 | 40 | 13.20 | 14.25 | 1 | 52 | 82.3% | -0.70 | 0.0286 | -0.020 |
| 1.82 | 2.11 | 1 | 160 | 79.9% | 0.30 | 0.0262 | -0.018 | 41 | 13.90 | 15.25 | 4 | 82.6% | -0.72 | 0.0279 | -0.019 | |
| 1.66 | 1.99 | 12 | 257 | 80.1% | 0.28 | 0.0255 | -0.018 | 42 | 14.75 | 15.95 | 12 | 81.2% | -0.74 | 0.0273 | -0.019 | |
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.