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 ±47.1% (15.03–41.77) · ATM IV 79.2% · P/C open interest 1.66
| 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 | |
| 13.60 | 15.25 | 3 | 72.7% | 0.92 | 0.0086 | -0.004 | 15 | 0.7300 | 0.9300 | 88 | 797 | 79.2% | -0.08 | 0.0088 | -0.006 | |
| 10.30 | 11.70 | 4 | 75.7% | 0.82 | 0.0152 | -0.009 | 20 | 2.04 | 2.45 | 232 | 78.6% | -0.18 | 0.0155 | -0.010 | ||
| 9.75 | 10.95 | 2 | 6 | 75.0% | 0.80 | 0.0163 | -0.010 | 21 | 2.26 | 2.87 | 150 | 77.6% | -0.20 | 0.0167 | -0.011 | |
| 9.05 | 10.45 | 4 | 10 | 74.7% | 0.78 | 0.0174 | -0.011 | 22 | 2.82 | 3.20 | 17 | 78.2% | -0.22 | 0.0178 | -0.012 | |
| 8.55 | 9.85 | 4 | 14 | 74.7% | 0.76 | 0.0183 | -0.011 | 23 | 3.25 | 3.70 | 56 | 78.5% | -0.25 | 0.0188 | -0.012 | |
| 8.10 | 9.55 | 13 | 76.7% | 0.73 | 0.0192 | -0.012 | 24 | 3.55 | 4.30 | 28 | 78.3% | -0.27 | 0.0197 | -0.013 | ||
| 8.15 | 8.85 | 2 | 88 | 78.9% | 0.71 | 0.0200 | -0.013 | 25 | 4.25 | 4.80 | 241 | 79.7% | -0.29 | 0.0205 | -0.013 | |
| 7.20 | 8.45 | 2 | 36 | 76.1% | 0.69 | 0.0206 | -0.013 | 26 | 4.65 | 5.35 | 26 | 79.0% | -0.31 | 0.0213 | -0.014 | |
| 7.20 | 8.15 | 72 | 79.7% | 0.67 | 0.0212 | -0.014 | 27 | 5.30 | 5.90 | 2 | 340 | 79.6% | -0.34 | 0.0219 | -0.014 | |
| 6.55 | 7.80 | 44 | 78.5% | 0.64 | 0.0217 | -0.014 | 28 | 5.80 | 6.60 | 10 | 79.9% | -0.36 | 0.0224 | -0.015 | ||
| 6.40 | 7.35 | 120 | 79.6% | 0.62 | 0.0221 | -0.015 | 29 | 6.50 | 7.30 | 46 | 81.2% | -0.38 | 0.0229 | -0.015 | ||
| 5.90 | 6.90 | 373 | 78.3% | 0.60 | 0.0224 | -0.015 | 30 | 7.05 | 7.90 | 518 | 80.6% | -0.40 | 0.0232 | -0.015 | ||
| 5.55 | 6.85 | 35 | 80.0% | 0.58 | 0.0226 | -0.015 | 31 | 7.60 | 8.55 | 2 | 80.1% | -0.43 | 0.0235 | -0.015 | ||
| 5.20 | 6.35 | 36 | 78.8% | 0.56 | 0.0227 | -0.015 | 32 | 8.40 | 9.25 | 8 | 81.2% | -0.45 | 0.0237 | -0.016 | ||
| 5.10 | 6.05 | 219 | 80.0% | 0.54 | 0.0228 | -0.015 | 33 | 8.95 | 10.00 | 490 | 80.8% | -0.47 | 0.0239 | -0.016 | ||
| 5.00 | 5.40 | 63 | 79.0% | 0.52 | 0.0229 | -0.016 | 34 | 9.75 | 10.05 | 31 | 77.7% | -0.49 | 0.0240 | -0.016 | ||
| 4.80 | 5.10 | 1 | 78 | 79.4% | 0.50 | 0.0228 | -0.016 | 35 | 10.50 | 10.85 | 34 | 78.4% | -0.51 | 0.0240 | -0.016 | |
| 4.60 | 4.85 | 82 | 79.8% | 0.49 | 0.0228 | -0.016 | 36 | 11.15 | 12.15 | 213 | 81.3% | -0.52 | 0.0240 | -0.016 | ||
| 4.15 | 4.70 | 15 | 79.1% | 0.47 | 0.0227 | -0.016 | 37 | 11.90 | 13.00 | 6 | 82.0% | -0.54 | 0.0240 | -0.016 | ||
| 3.90 | 4.75 | 47 | 80.6% | 0.45 | 0.0225 | -0.016 | 38 | 12.60 | 13.60 | 11 | 80.7% | -0.56 | 0.0239 | -0.016 | ||
| 3.50 | 4.35 | 4 | 200 | 80.9% | 0.42 | 0.0221 | -0.016 | 40 | 14.25 | 15.10 | 10 | 23 | 81.0% | -0.59 | 0.0237 | -0.016 |
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs