HTFL - Latest News
Heartflow, Inc. Common Stock (HTFL), operates in Healthcare / Medical - Healthcare Information Services, trades on NASDAQ.
Market capitalization stands near $2.69B. Beta to the broader market is 1.99.
The article list below shows the most recent HTFL headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.
Recent HTFL Headlines
Heartflow Q1 Earnings Call Highlights
marketbeat.com - May 14, 2026
Heartflow NASDAQ: HTFL reported a sharply higher first-quarter revenue total and raised its full-year 2026 outlook, citing strength in its core FFRCT
HeartFlow, Inc. (HTFL) Q1 2026 Earnings Call Transcript
seekingalpha.com - May 14, 2026
HeartFlow, Inc.
Heartflow Reports First Quarter 2026 Financial Results and Raises Full Year 2026 Guidance
globenewswire.com - May 14, 2026
SAN FRANCISCO, May 14, 2026 (GLOBE NEWSWIRE) -- Heartflow, Inc. (Heartflow) (Nasdaq: HTFL), the leader in AI technology for coronary artery disease (
Wall Street Waits for the SpaceX IPO, These 2 Under-the-Radar IPOs Could Already Be Making You Money
fool.com - May 12, 2026
Heartflow and Neptune Insurance deserve a closer look.
Stanford Trustees Exited HeartFlow Stock for $8.5 Million. Here's What That Means for Investors.
fool.com - May 8, 2026
HeartFlow provides AI-driven tools for non-invasive heart diagnostics, serving hospitals and clinics with advanced cardiovascular insights.
How News Affects HTFL Options Pricing
Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track HTFL's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.
Frequently asked HTFL news questions
- What is the latest HTFL news headline?
- The most recent HTFL headline (May 14, 2026) is "Heartflow Q1 Earnings Call Highlights". The five most recent stories with summaries and publication times are listed above, sourced from major financial news vendors.
- How fresh is the HTFL news on this page?
- News rows refresh roughly every 30 minutes during the trading day. The five most recent headlines are listed in publication-time order. Press releases from the company itself typically appear within minutes of the wire release; third-party reporting may lag by 30-60 minutes depending on the source.
- What HTFL news moves options pricing?
- Three categories move single-name IV most aggressively: scheduled earnings releases (priced into pre-event IV, crushed post-event), unscheduled M&A or strategic announcements (rapid IV expansion, slower decay), and regulatory or legal events (drug-trial readouts, antitrust filings, FDA approvals). Routine news flow (analyst commentary, sector rotation) typically does not move IV meaningfully unless it triggers a cluster of rating changes.
- How can I track unusual HTFL options activity related to news?
- Unusual options activity often precedes news by hours to days; the canonical signals are volume substantially above the trailing average concentrated in a small number of strikes, atypical put/call skew, and aggressive execution (at-the-ask sweeps or block prints). Cross-reference the per-ticker gamma-exposure and volume-history pages with the news flow above to triangulate informed vs uninformed flow.