Yes, try using PyInstaller.
You can try to do this yourself, and if something won’t work, you can learn from my mistakes:

To use it with conda, you have to have pytorch installed from pip under conda, not pure conda
If you are using jsonschema package, use v. 2.6.0, not later
For me it only worked with additional import to PyInstaller:

pyinstaller --hiddenimport pywt._extensions._cwt myScript.py


Also I had to make additional hook for skimage (idk, if you are using that package, if you do, this will help you):
3.1 - make folder hooks in folder containing your script
3.2 - make script in that folder that contains:

from PyInstaller.utils.hooks import collect_data_files, collect_submodules

datas = collect_data_files("skimage.io._plugins")
hiddenimports = collect_submodules('skimage.io._plugins')

3.3 add the folder to the command:
pyinstaller --hiddenimport pywt._extensions._cwt --additional-hooks-dir=./hooks myScript.py

3 You can also exclude large unused packages to reduce .exe file size:
pyinstaller --hiddenimport pywt._extensions._cwt --additional-hooks-dir=./hooks --exclude-module matplotlib --exclude-module PyQt5 myScript.py


If you want to make it really one file you can add --onefile to the command