HIMS option chain Hims & Hers Health, Inc.
Cboe delayed options data · as of 18:37 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 ±64.8% (9.92–46.52) · ATM IV 79.0% · P/C open interest 0.56
| 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 | |
| 15.15 | 16.95 | 552 | 79.8% | 0.89 | 0.0077 | -0.003 | 15 | 1.57 | 1.98 | 2,203 | 76.3% | -0.11 | 0.0080 | -0.005 | ||
| 13.90 | 15.75 | 168 | 78.9% | 0.86 | 0.0092 | -0.004 | 17 | 2.37 | 2.82 | 1,227 | 78.0% | -0.14 | 0.0096 | -0.006 | ||
| 12.55 | 13.80 | 1 | 571 | 78.0% | 0.82 | 0.0112 | -0.006 | 20 | 3.70 | 3.85 | 13 | 5,483 | 76.9% | -0.19 | 0.0118 | -0.007 |
| 11.00 | 12.45 | 2 | 105 | 77.3% | 0.77 | 0.0129 | -0.007 | 23 | 5.05 | 5.60 | 2 | 535 | 77.7% | -0.24 | 0.0136 | -0.008 |
| 10.60 | 11.55 | 7 | 898 | 79.1% | 0.74 | 0.0138 | -0.008 | 25 | 6.15 | 6.65 | 1,768 | 77.6% | -0.27 | 0.0147 | -0.009 | |
| 9.40 | 10.60 | 336 | 79.3% | 0.69 | 0.0148 | -0.009 | 28 | 7.90 | 8.70 | 488 | 78.7% | -0.32 | 0.0160 | -0.009 | ||
| 8.85 | 9.40 | 7 | 4,841 | 77.4% | 0.66 | 0.0154 | -0.009 | 30 | 9.20 | 9.75 | 5 | 1,017 | 77.9% | -0.35 | 0.0167 | -0.010 |
| 7.95 | 8.90 | 4 | 432 | 79.1% | 0.62 | 0.0160 | -0.010 | 33 | 11.15 | 12.10 | 659 | 79.1% | -0.40 | 0.0175 | -0.010 | |
| 7.45 | 8.35 | 1 | 1,322 | 79.2% | 0.60 | 0.0162 | -0.010 | 35 | 12.45 | 13.30 | 1,177 | 77.8% | -0.43 | 0.0179 | -0.010 | |
| 6.75 | 7.85 | 9 | 383 | 78.2% | 0.57 | 0.0164 | -0.010 | 37 | 14.05 | 15.15 | 179 | 80.1% | -0.45 | 0.0182 | -0.011 | |
| 6.35 | 7.20 | 31 | 1,693 | 79.4% | 0.54 | 0.0165 | -0.010 | 40 | 16.55 | 16.75 | 634 | 78.3% | -0.49 | 0.0186 | -0.011 | |
| 6.20 | 6.40 | 2 | 482 | 78.8% | 0.52 | 0.0165 | -0.011 | 42 | 17.70 | 18.60 | 33 | 77.9% | -0.52 | 0.0188 | -0.011 | |
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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