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Collegium Pharmaceutical, Inc. Common Stock COLL

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-11T14:50:06.931Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:49:28.408553223Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:40:39.133902+00:00

Share price$24.30
1D-0.2%
$24.06$24.14$24.22$24.30$24.385:30 AM6:30 AM9:00 AM1:00 PMCOLL
Sold putSold call

Collegium Pharmaceutical, Inc. Common Stock options

Live interpolated COLL call and put midpoint premiums by absolute delta.Collegium Pharmaceutical, Inc. Common Stock$1.61$2.71$3.80$4.90$5.99$19.31$22.00$24.70$27.39$30.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive COLL spot · $24.30COLL PRICE$1.73$2.12$2.52$2.91$3.31$3.70$4.10$4.49$4.89$5.28$5.68$2.57$3.00$3.42$3.85$4.27$4.69$5.12
Puts——
Calls——
Skew——
Implied moveBullish±$5.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ34.90146.1%50.7%
35Δ33.58139.7%47.0%
40Δ32.27133.4%43.2%
45Δ30.95127.1%39.4%
50Δ29.64120.8%35.6%25.0471.6%7.6%
55Δ28.32114.5%31.8%25.6969.0%6.6%
60Δ27.01108.2%28.0%26.3466.3%5.7%
65Δ25.69101.9%24.2%27.0063.7%4.7%
70Δ24.3895.5%20.4%27.6561.1%3.8%
75Δ23.0689.2%16.6%28.3058.4%2.9%
80Δ21.7582.9%12.9%28.9555.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
34.90
IV
146.1%
B/E move
50.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
33.58
IV
139.7%
B/E move
47.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.27
IV
133.4%
B/E move
43.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
30.95
IV
127.1%
B/E move
39.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
29.64
IV
120.8%
B/E move
35.6%
Puts
Pseudo strike
25.04
IV
71.6%
B/E move
7.6%

55Δ

Calls
Pseudo strike
28.32
IV
114.5%
B/E move
31.8%
Puts
Pseudo strike
25.69
IV
69.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
27.01
IV
108.2%
B/E move
28.0%
Puts
Pseudo strike
26.34
IV
66.3%
B/E move
5.7%

65Δ

Calls
Pseudo strike
25.69
IV
101.9%
B/E move
24.2%
Puts
Pseudo strike
27.00
IV
63.7%
B/E move
4.7%

70Δ

Calls
Pseudo strike
24.38
IV
95.5%
B/E move
20.4%
Puts
Pseudo strike
27.65
IV
61.1%
B/E move
3.8%

75Δ

Calls
Pseudo strike
23.06
IV
89.2%
B/E move
16.6%
Puts
Pseudo strike
28.30
IV
58.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
21.75
IV
82.9%
B/E move
12.9%
Puts
Pseudo strike
28.95
IV
55.8%
B/E move
1.9%

Options history

IV · four-Friday blend72.43%
Daily EOD
COLL69.1%76.6%84.2%2026-10-19: 73.45%2026-10-20: 70.13%2026-10-21: 73.14%2026-10-22: 75.04%2026-10-23: 79.01%2026-10-26: 83.12%2026-10-27: 80.70%2026-10-28: 74.72%2026-10-29: 74.01%2026-10-30: 72.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.45%
70.13%
73.14%
75.04%
79.01%
83.12%
80.70%
74.72%
74.01%
72.43%