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Collegium Pharmaceutical Inc COLL

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-22T03:55:15.369Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:01.746027672Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:52:20.873114+00:00

Share price$22.92
1D-1.0%
AH$22.58$22.73$22.88$23.03$23.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOLL
Sold putSold callAH

Collegium Pharmaceutical Inc options

Live interpolated COLL call and put midpoint premiums by absolute delta.Collegium Pharmaceutical Inc$1.71$2.89$4.06$5.24$6.41$14.53$18.98$23.43$27.88$32.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COLL spot · $22.91COLL PRICE$1.85$2.12$2.40$2.70$3.05$3.38$3.57$3.75$3.94$4.78$1.94$2.09$2.20$2.02$1.84$2.02$2.40$2.78$3.16$3.84$4.58$5.33$6.07
PutsExpensive2.11×
CallsExpensive2.21×
SkewBullish-15.73 pp
Implied moveBullish±$5.10
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.40206.0%36.9%
25Δ18.33173.2%29.2%
30Δ20.13141.2%21.8%
35Δ29.71148.6%37.7%21.14114.2%16.6%
40Δ27.93140.9%31.1%22.1487.2%11.4%
45Δ26.15133.2%24.6%22.9277.3%8.8%
50Δ24.60126.9%19.1%23.5876.9%7.6%
55Δ23.47123.3%15.7%24.2376.4%6.4%
60Δ22.39118.7%12.4%24.8876.0%5.2%
65Δ21.60108.5%9.8%25.7675.4%4.3%
70Δ20.8198.2%7.2%26.6874.8%3.5%
75Δ20.0388.0%4.6%27.6174.3%2.8%
80Δ18.9791.5%3.6%28.5473.7%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.40
IV
206.0%
B/E move
36.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.33
IV
173.2%
B/E move
29.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.13
IV
141.2%
B/E move
21.8%

35Δ

Calls
Pseudo strike
29.71
IV
148.6%
B/E move
37.7%
Puts
Pseudo strike
21.14
IV
114.2%
B/E move
16.6%

40Δ

Calls
Pseudo strike
27.93
IV
140.9%
B/E move
31.1%
Puts
Pseudo strike
22.14
IV
87.2%
B/E move
11.4%

45Δ

Calls
Pseudo strike
26.15
IV
133.2%
B/E move
24.6%
Puts
Pseudo strike
22.92
IV
77.3%
B/E move
8.8%

50Δ

Calls
Pseudo strike
24.60
IV
126.9%
B/E move
19.1%
Puts
Pseudo strike
23.58
IV
76.9%
B/E move
7.6%

55Δ

Calls
Pseudo strike
23.47
IV
123.3%
B/E move
15.7%
Puts
Pseudo strike
24.23
IV
76.4%
B/E move
6.4%

60Δ

Calls
Pseudo strike
22.39
IV
118.7%
B/E move
12.4%
Puts
Pseudo strike
24.88
IV
76.0%
B/E move
5.2%

65Δ

Calls
Pseudo strike
21.60
IV
108.5%
B/E move
9.8%
Puts
Pseudo strike
25.76
IV
75.4%
B/E move
4.3%

70Δ

Calls
Pseudo strike
20.81
IV
98.2%
B/E move
7.2%
Puts
Pseudo strike
26.68
IV
74.8%
B/E move
3.5%

75Δ

Calls
Pseudo strike
20.03
IV
88.0%
B/E move
4.6%
Puts
Pseudo strike
27.61
IV
74.3%
B/E move
2.8%

80Δ

Calls
Pseudo strike
18.97
IV
91.5%
B/E move
3.6%
Puts
Pseudo strike
28.54
IV
73.7%
B/E move
2.0%

Options history

No recorded observations