The options market is pricing a — move for HIMS's 2027-02-22 · after close report. Over its last 8 reports, HIMS has actually moved ±11.4% on average (biggest: ±22.3%). That's a 0.78× realized-vs-implied ratio, so the options look overpriced — HIMS has historically moved less than what's priced, which favors selling premium (iron condor / credit spreads) if you have an edge. It has exceeded the implied move in 38% of those prints, beaten EPS estimates 25% of the time (8 quarters), and the 1-day reaction has been negative 13% of the time (avg -6.9%).
Longer run: across all 20 reports on record (since 2022-02-22), the options overpriced HIMS's move 70% of the time — more often than the 57% market-wide average. Median actual move was 0.61× the implied (mean implied ±16.9%, mean actual ±11.1%), so on this longer sample the options screen rich. See how that compares across 2,422 prints →
This is a data-driven edge, not a prediction of direction — earnings are binary events and any single print can gap either way. Position and size accordingly.
| Report | Est EPS | Actual | Result | Implied | 1d move | 1w move |
|---|---|---|---|---|---|---|
| 2026-11-09 | 0.07 | 0.03 | miss | ±12.4% | -16.6% | — |
| 2026-08-10 | -0.07 | -0.10 | miss | ±13.1% | -4% | -9.9% |
| 2026-05-11 | 0.04 | -0.18 | miss | ±15.2% | -14.1% | -23.5% |
| 2026-02-23 | 0.02 | 0.07 | beat | ±14% | -0.3% | +6.3% |
| 2025-11-03 | 0.09 | 0.09 | inline | ±13.3% | -3.6% | -7.5% |
| 2025-08-04 | 0.18 | 0.17 | miss | ±15.1% | -12.4% | -21.1% |
| 2025-05-05 | 0.12 | 0.20 | beat | ±16.8% | +18.1% | +31.8% |
| 2025-02-24 | 0.12 | 0.11 | miss | ±16.8% | -22.3% | -20.7% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
HIMS is scheduled to report on 2027-02-22, after the close. Dates can shift until the company confirms.
The expected move is the size of the post-earnings swing the options market is pricing in (from the ATM straddle). We show HIMS's live.
Over its last 8 reports, HIMS has beaten EPS estimates 25% of the time. A beat doesn't guarantee an up move — the reaction depends on guidance and how much was already priced in.
Over the last 8 reports, HIMS moved ±11.4% on average versus a ±14.6% implied move — a 0.78× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 38% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See HIMS's positioning too: HIMS gamma exposure → · HIMS options flow →
Posting the link is enough — X, Discord and Slack render the live data card automatically.
The premium earnings board ranks every upcoming report by the biggest realized-vs-implied edge — where the options are mispriced vs how the stock actually moves — with the play on each.
Data via Unusual Whales · refreshes each session · educational, not financial advice · earnings are binary events with substantial risk.
