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Healthcare: largest options-implied moves

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
CompanyPriceImplied move
RXRXRecursion Pharmaceuticals Inc $3.6356.97%
MPLTMapLight Therapeutics, Inc. Common Stock $8.0036.75%
DNAGinkgo Bioworks Holdings $10.0728.52%
WGSGeneDx Holdings Corp. $65.3028.47%
MRNAModerna Inc $227.5027.53%
CLPTClearpoint Neuro Inc $9.1723.64%
WRBYWarby Parker Inc $24.9921.98%
PRCTProcept Biorobotics Corp $18.2821.62%
HTFLHeartflow, Inc. Common Stock $51.3321.41%
HIMSHims Hers Health Inc $28.1321.09%
LQDALiquidia Technologies Inc $34.0721.01%
CRMDCorMedix Inc $7.4020.96%
TMDXTransMedics Group Inc $71.9020.61%
ABCLAbcellera Biologics Inc $11.9020.51%
TEMTempus AI, Inc. Class A Common Stock $64.3620.35%
BEAMBeam Therapeutics Inc $24.0319.76%
NTLAIntellia Therapeutics Inc $11.4219.60%
OSCROscar Health Inc $32.5418.68%
OMCLOmnicell Inc $35.8117.79%
GHGuardant Health Inc $157.8816.84%
ILMNIllumina Inc $262.9616.00%
TDOCTeladoc Inc $5.7315.89%
HNGEHinge Health, Inc. $103.9615.58%
MDGLMadrigal Pharmaceuticals Inc $447.0914.83%
WAYWaystar Holding Corp. Common Stock $27.9914.58%
CRSPCrispr Therapeutics AG $49.9613.38%
MDLNMedline Inc. Class A Common Stock $35.1913.00%
ALGNAlign Technology Inc $149.0012.91%
AXSMAxsome Therapeutics Inc $155.9912.62%
BNTXBioNTech SE $89.2112.61%
BAXBaxter International Inc $24.9911.95%
THCTenet Healthcare Corporation $266.3911.92%
CNCCentene Corp $67.1011.83%
BSXBoston Scientific Corp $45.0511.29%
ISRGIntuitive Surgical Inc $433.1010.09%
BIIBBiogen Inc $236.009.96%
LLYEli Lilly and Company $1242.119.46%
DHRDanaher Corporation $223.439.26%
GEHCGE HealthCare Technologies Inc. $69.769.24%
NVONovo Nordisk A/S $38.429.22%
CVSCVS Health Corp $92.709.05%
ELVElevance Health Inc $430.239.05%
TMOThermo Fisher Scientific Inc $679.388.82%
GILDGilead Sciences Inc $153.338.52%
REGNRegeneron Pharmaceuticals Inc $782.008.34%
CAHCardinal Health Inc $252.658.33%
MRKMerck & Company Inc $143.858.32%
CICigna Corp $298.508.32%
VRTXVertex Pharmaceuticals Inc $512.148.22%
MCKMcKesson Corporation $1010.438.18%
AZNAstraZeneca PLC $163.957.97%
BDXBecton Dickinson and Company $190.747.81%
BMYBristol-Myers Squibb Company $58.817.71%
AMGNAmgen Inc $424.947.70%
ABTAbbott Laboratories $104.027.58%
GSKGlaxoSmithKline PLC ADR $49.467.30%
ABBVAbbVie Inc $282.607.13%
UNHUnitedHealth Group Incorporated $407.006.94%
PFEPfizer Inc $29.436.67%
JNJJohnson & Johnson $253.795.59%
MDTMedtronic PLC $92.775.51%