Healthcare: largest put-call iv spreads

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

Company	Price	25Δ put − call IV
BEAMBeam Therapeutics Inc	$24.03	99.68 pp
PRCTProcept Biorobotics Corp	$18.28	21.30 pp
VRTXVertex Pharmaceuticals Inc	$512.14	11.49 pp
HTFLHeartflow, Inc. Common Stock	$51.33	10.54 pp
WRBYWarby Parker Inc	$24.99	7.86 pp
BIIBBiogen Inc	$236.00	7.84 pp
PFEPfizer Inc	$29.43	7.36 pp
GSKGlaxoSmithKline PLC ADR	$49.46	6.54 pp
CVSCVS Health Corp	$92.70	6.25 pp
GILDGilead Sciences Inc	$153.33	6.13 pp
ALGNAlign Technology Inc	$149.00	5.76 pp
TMDXTransMedics Group Inc	$71.90	5.73 pp
BAXBaxter International Inc	$24.99	5.30 pp
OSCROscar Health Inc	$32.54	4.06 pp
GHGuardant Health Inc	$157.88	3.58 pp
BSXBoston Scientific Corp	$45.05	3.34 pp
HNGEHinge Health, Inc.	$103.96	3.18 pp
CAHCardinal Health Inc	$252.65	2.97 pp
UNHUnitedHealth Group Incorporated	$407.00	2.83 pp
ISRGIntuitive Surgical Inc	$433.10	2.58 pp
TMOThermo Fisher Scientific Inc	$679.38	2.12 pp
MRKMerck & Company Inc	$143.85	1.98 pp
BNTXBioNTech SE	$89.21	1.82 pp
MRNAModerna Inc	$227.50	1.65 pp
CICigna Corp	$298.50	1.64 pp
ABTAbbott Laboratories	$104.02	1.23 pp
MCKMcKesson Corporation	$1010.43	1.21 pp
LQDALiquidia Technologies Inc	$34.07	1.05 pp
AMGNAmgen Inc	$424.94	0.96 pp
WGSGeneDx Holdings Corp.	$65.30	0.93 pp
ABBVAbbVie Inc	$282.60	0.84 pp
LLYEli Lilly and Company	$1242.11	0.82 pp
REGNRegeneron Pharmaceuticals Inc	$782.00	0.74 pp
BMYBristol-Myers Squibb Company	$58.81	0.73 pp
ILMNIllumina Inc	$262.96	0.68 pp
AXSMAxsome Therapeutics Inc	$155.99	0.64 pp
DHRDanaher Corporation	$223.43	0.37 pp
JNJJohnson & Johnson	$253.79	0.33 pp
AZNAstraZeneca PLC	$163.95	0.27 pp
ELVElevance Health Inc	$430.23	-0.04 pp
BDXBecton Dickinson and Company	$190.74	-0.31 pp
TDOCTeladoc Inc	$5.73	-0.65 pp
RXRXRecursion Pharmaceuticals Inc	$3.63	-0.69 pp
THCTenet Healthcare Corporation	$266.39	-0.72 pp
GEHCGE HealthCare Technologies Inc.	$69.76	-0.74 pp
NVONovo Nordisk A/S	$38.42	-1.00 pp
MDTMedtronic PLC	$92.77	-1.10 pp
MDLNMedline Inc. Class A Common Stock	$35.19	-1.60 pp
MDGLMadrigal Pharmaceuticals Inc	$447.09	-1.63 pp
TEMTempus AI, Inc. Class A Common Stock	$64.36	-4.44 pp
NTLAIntellia Therapeutics Inc	$11.42	-7.73 pp
HIMSHims Hers Health Inc	$28.13	-7.82 pp
DNAGinkgo Bioworks Holdings	$10.07	-8.49 pp
CNCCentene Corp	$67.10	-11.94 pp
OMCLOmnicell Inc	$35.81	-13.94 pp
WAYWaystar Holding Corp. Common Stock	$27.99	-18.87 pp
CRSPCrispr Therapeutics AG	$49.96	-21.23 pp
MPLTMapLight Therapeutics, Inc. Common Stock	$8.00	-25.51 pp
CRMDCorMedix Inc	$7.40	-75.49 pp
CLPTClearpoint Neuro Inc	$9.17	-95.77 pp
ABCLAbcellera Biologics Inc	$11.90	-160.27 pp