The options market is pricing a ±16.5% (±$4.45) move for HIMS's 2026-08-10 · after close report. Over its last 8 reports, HIMS has actually moved ±9.6% on average (biggest: ±22.3%). That's a 0.58× 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 25% of those prints, beaten EPS estimates 38% of the time (8 quarters), and the 1-day reaction has been negative 13% of the time (avg -5.1%).
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 |
|---|---|---|---|---|---|---|
| 2026-05-11 | 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% |
| 2024-11-04 | 0.06 | 0.06 | inline | ±16.3% | -0.6% | +34.3% |
| 2024-08-05 | 0.05 | 0.06 | beat | ±18.7% | -5.4% | -10.5% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
HIMS is scheduled to report on 2026-08-10, after the close. Dates can shift until the company confirms.
The options market is pricing an expected move of about ±16.5% (±$4.45) for HIMS's upcoming report — the size of the move the ATM straddle is pricing in.
Over its last 8 reports, HIMS has beaten EPS estimates 38% 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 ±9.6% on average versus a ±16.5% implied move — a 0.58× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 25% 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 →
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.
