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 ±66.6% (9.42–47.02) · ATM IV 78.2% · P/C open interest 0.71
| 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 | |
| 15.75 | 16.90 | 2 | 2,504 | 80.1% | 0.89 | 0.0075 | -0.003 | 15 | 1.93 | 2.25 | 30 | 1,287 | 79.1% | -0.11 | 0.0078 | -0.005 |
| 14.20 | 15.90 | 1,078 | 78.0% | 0.87 | 0.0089 | -0.004 | 17 | 2.48 | 2.95 | 313 | 77.2% | -0.14 | 0.0093 | -0.006 | ||
| 12.90 | 14.30 | 2,939 | 79.1% | 0.82 | 0.0108 | -0.005 | 20 | 3.85 | 4.10 | 2 | 3,943 | 76.8% | -0.19 | 0.0113 | -0.007 | |
| 11.55 | 12.95 | 583 | 78.9% | 0.78 | 0.0123 | -0.007 | 23 | 5.20 | 5.90 | 2,662 | 77.6% | -0.24 | 0.0131 | -0.008 | ||
| 10.95 | 11.45 | 23 | 4,453 | 76.5% | 0.75 | 0.0132 | -0.007 | 25 | 6.40 | 6.85 | 7 | 2,716 | 77.3% | -0.27 | 0.0141 | -0.009 |
| 9.70 | 10.80 | 2 | 784 | 77.8% | 0.70 | 0.0142 | -0.008 | 28 | 8.10 | 9.00 | 1 | 463 | 78.6% | -0.32 | 0.0154 | -0.009 |
| 9.20 | 9.95 | 3 | 7,097 | 77.7% | 0.67 | 0.0147 | -0.009 | 30 | 9.45 | 10.35 | 2,163 | 79.2% | -0.35 | 0.0161 | -0.009 | |
| 8.40 | 9.35 | 1 | 549 | 79.2% | 0.63 | 0.0153 | -0.009 | 33 | 11.40 | 12.05 | 149 | 77.6% | -0.39 | 0.0169 | -0.010 | |
| 7.80 | 8.65 | 2 | 2,599 | 78.2% | 0.61 | 0.0156 | -0.009 | 35 | 12.70 | 13.45 | 2 | 1,017 | 77.1% | -0.42 | 0.0174 | -0.010 |
| 7.05 | 8.50 | 513 | 78.5% | 0.59 | 0.0158 | -0.010 | 37 | 14.30 | 14.90 | 932 | 77.8% | -0.44 | 0.0177 | -0.010 | ||
| 6.70 | 7.55 | 36 | 10.4K | 78.6% | 0.55 | 0.0159 | -0.010 | 40 | 16.55 | 17.20 | 2 | 1,978 | 77.9% | -0.48 | 0.0182 | -0.010 |
| 6.40 | 7.05 | 458 | 78.7% | 0.53 | 0.0160 | -0.010 | 42 | 18.35 | 18.55 | 3 | 42 | 78.2% | -0.51 | 0.0184 | -0.010 | |
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs