thetaOwl

HIMS

Hims & Hers Health, Inc.Close $22.44EOD only
Max Pain
$23.00
Next expiry May 22, 2026
Expected Move
±$1.40
6.3% from close
Price Gap
+0.56
Distance to max pain
IV Rank
0
Low premium
P/C OI
0.62
Slightly call-heavy
Consensus
4/4
Partial coverage
Published snapshot: May 19, 2026 close
End-of-day snapshot

This page reflects HIMS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 19, 2026 close
HIMS Theta Report
Analysis based on market close March 31, 2026

Consensus-supported lens with chain history and key metrics in the rail.

Theta Verdict

Attractiveness8 / 10
Sizing: Moderate
Primary: Sell put spreads and iron condors anchored to major OI strikes
Invalidation: Close below gamma flip ~$14
Confidence:
7 / 10
base 5; +2 high IV; +1 strong pinning; +1 favorable OI structure; -2 low liquidity

IV Environment

IV Regime
High
IV vs VIX
IV 102% — extremely elevated
Favorable?
Yes

Term structure: Humped at 38-45 DTE (May expirations ~99%), elevated across curve

💰IV >100% provides exceptional premium for sellers
📉IV crush potential after earnings (May 4)

Pin Risk Assessment

Spot vs MP: Below by 3.4% (spot $20.76 vs MP $22)

GEX regime: Strong Pinning (GEX +$40.7M)

Gamma flip: ~$14.00Below $14, dealers amplify moves; strong support above

OI concentrations: Put wall $14 (13K OI), Call wall $30 (18K OI), $25 (16K OI), $21 (15K OI)

Verdict: Highly favorable — massive positive GEX and OI magnets create strong mean-reverting environment

Premium Opportunities

#1
put spread
Sell $17/$15 put spread 2026-05-15 (45 DTE)
High IV (94%) provides rich premium. Structure sits between major OI put wall at $14 and current spot. 45 DTE optimal theta decay. Below expected move ($15.32 lower bound).
Credit: $0.40-$0.55
Max loss: $1.60
BE: $16.60
Mgmt: Close at 65% profit. Roll if $17 tested (down to $16/$14). Exit all if price closes below $14 gamma flip.
#2
iron condor
Sell $17/$15P x $25/$27C 2026-05-15 (45 DTE)
Captures high IV across both sides. Wings anchored to major OI: $14 put wall below, $25 call wall above. Range encompasses expected move ($15.32-$26.21). Positive GEX supports pinning within range.
Credit: $1.00-$1.30
Max loss: $1.00
BE: 16.00/26.00
Mgmt: Close at 50% profit. Adjust if either short strike tested (roll untested side in). Exit if price breaches $14 or $28.
#3
cash-secured put
Sell $17 put 2026-05-15 (45 DTE)
For those willing to take assignment. Extremely high premium (≈13% ROC). Strike is 18% below spot, below expected move lower bound, and above major $14 OI support. High IV provides cushion.
Credit: $1.80-$2.20
Max loss: $15.20
BE: $15.20
Mgmt: Roll down/out at 21 DTE if ITM. Close at 70% profit. Accept assignment below $17 if comfortable owning stock at effective $15.20.
#4
call credit spread
Sell $25/$27 call spread 2026-04-24 (24 DTE)
Shorter DTE capitalizes on rapid theta decay. Targets major call wall at $25 (16.6K OI). Spot well below strike. High IV (81%) provides premium. Defined risk.
Credit: $0.45-$0.60
Max loss: $1.55
BE: $25.45
Mgmt: Close at 75% profit. Exit if price closes above $24.50 (call wall at $23 tested).

Risk Alerts

!Earnings expected 2026-05-04 — close or roll all positions before announcement (IV crush risk)
!Low liquidity relative to mega-caps — use limit orders, wider spreads expected
!Massive positive GEX (+$40.7M) supports pinning but if broken, move could accelerate below $14
!Unusual put flow at $70 strike (high premium) suggests tail risk hedging — respect wings
!Net premium flow negative (-$14.7M) indicates more premium paid than collected overall
!P/C volume ratio 0.54 shows more call volume — watch for breakout above $21 call wall
How to Use These Reports
This theta reflects the market close on March 31, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.