IntraAlpha
Create free account Start free

Healthcare: highest implied volatility

EXP 2026-11-20
Data details
Coverage
61 / 66
Comparison
One expiry; stocks and funds. No liquidity or trading suitability filter.
50Δ IV
Mean call and put annualized IV.
Implied move
50Δ call plus put premium divided by underlying price.
25Δ spread
Put IV minus call IV in percentage points.
Unavailable
ARAY, GDRX, MBOT, PRME, SRPT
Methodology
Delta calculations
Data
JSON
CompanyPrice50Δ IV
MPLTMapLight Therapeutics, Inc. Common Stock $8.00169.49%
RXRXRecursion Pharmaceuticals Inc $3.63164.56%
CRMDCorMedix Inc $7.40128.03%
WGSGeneDx Holdings Corp. $65.30118.27%
DNAGinkgo Bioworks Holdings $10.07116.88%
MRNAModerna Inc $227.50113.51%
CLPTClearpoint Neuro Inc $9.1794.00%
WRBYWarby Parker Inc $24.9992.93%
LQDALiquidia Technologies Inc $34.0790.24%
HIMSHims Hers Health Inc $28.1389.12%
HTFLHeartflow, Inc. Common Stock $51.3388.90%
ABCLAbcellera Biologics Inc $11.9086.40%
TMDXTransMedics Group Inc $71.9086.09%
TEMTempus AI, Inc. Class A Common Stock $64.3685.40%
PRCTProcept Biorobotics Corp $18.2884.55%
BEAMBeam Therapeutics Inc $24.0383.73%
NTLAIntellia Therapeutics Inc $11.4281.00%
OSCROscar Health Inc $32.5478.80%
OMCLOmnicell Inc $35.8172.05%
GHGuardant Health Inc $157.8871.60%
ILMNIllumina Inc $262.9667.71%
TDOCTeladoc Inc $5.7366.30%
HNGEHinge Health, Inc. $103.9664.82%
MDGLMadrigal Pharmaceuticals Inc $447.0963.11%
WAYWaystar Holding Corp. Common Stock $27.9960.61%
CRSPCrispr Therapeutics AG $49.9657.51%
ALGNAlign Technology Inc $149.0055.35%
MDLNMedline Inc. Class A Common Stock $35.1954.48%
BNTXBioNTech SE $89.2153.97%
AXSMAxsome Therapeutics Inc $155.9953.64%
CNCCentene Corp $67.1052.32%
BAXBaxter International Inc $24.9951.28%
THCTenet Healthcare Corporation $266.3951.07%
BSXBoston Scientific Corp $45.0548.14%
ISRGIntuitive Surgical Inc $433.1043.45%
BIIBBiogen Inc $236.0041.96%
LLYEli Lilly and Company $1242.1140.59%
DHRDanaher Corporation $223.4339.66%
NVONovo Nordisk A/S $38.4239.44%
GEHCGE HealthCare Technologies Inc. $69.7639.13%
ELVElevance Health Inc $430.2338.59%
CVSCVS Health Corp $92.7038.23%
TMOThermo Fisher Scientific Inc $679.3837.74%
GILDGilead Sciences Inc $153.3336.37%
REGNRegeneron Pharmaceuticals Inc $782.0035.76%
CICigna Corp $298.5035.68%
MRKMerck & Company Inc $143.8535.66%
CAHCardinal Health Inc $252.6535.47%
MCKMcKesson Corporation $1010.4335.10%
VRTXVertex Pharmaceuticals Inc $512.1434.20%
AZNAstraZeneca PLC $163.9534.14%
BMYBristol-Myers Squibb Company $58.8133.04%
BDXBecton Dickinson and Company $190.7433.01%
AMGNAmgen Inc $424.9432.82%
ABTAbbott Laboratories $104.0232.54%
GSKGlaxoSmithKline PLC ADR $49.4630.93%
ABBVAbbVie Inc $282.6030.64%
UNHUnitedHealth Group Incorporated $407.0029.75%
PFEPfizer Inc $29.4328.01%
JNJJohnson & Johnson $253.7923.98%
MDTMedtronic PLC $92.7723.62%