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HIMS Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete HIMS options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around HIMS.

Latest Data: 2026-04-02 (EDT)
Max Pain Price
22.5
Exp: 2026-04-02
Gamma Flip
19.52
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.897
Shows put vs call positioning
IV Skew
-3.90
Put–call IV difference
Max Pain Price Volatility
σ = 9.17
medium volatility
Confidence 75%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 80%

Current DPI is -0.146(bearish). Bearish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for HIMS are at 18.80, 18.28, and 15.01, while the resistance levels are at 19.48, 20.00, and 23.27. The pivot point, a key reference price for traders, is at 22.50.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-04-02 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.30), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 2.85% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 18.21 20.49 , corresponding to +7.04% / -4.86% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 21.32 (11.39% above spot).

Bearish positioning points to downside pressure toward 17.71 (7.49% below spot).


Options flow strength: 0.65 (0–1 scale). ATM Strike: 19.00, Call: 0.43, Put: 0.11, Straddle Cost: 0.55.


Price moves may extend once a direction forms. The short-term gamma flip is near 19.48 , with intermediate positioning around 19.52 . The mid-term gamma flip remains near 19.54.