Do they make anti-parallel diodes in 2-lead packages?
Just use a BAV99 and connect pins 1 and 2 together.

If a lower voltage is desired (and the leakiness is not an issue) you can use a common dual Schottky such as BAT54S, as @RohatKılıç suggests. The package is the same as the BAV99.
There are dual back-to-back LEDs available, which exactly meets your request, however a red one would limit at more like +/-2V than +/-700mV for the BAV99 or +/-300mV for the BAT54S. The visual indication might be useful.