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Collegium Pharmaceutical, Inc. Common Stock COLL

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Market datapartial · fetched 2026-10-22T10:51:17.787Z

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 · 2026-10-22T09:51:21.52359337Z

FundamentalsAlpha Vantage · unavailable

Share price$22.85
1D
Price history unavailable.

Collegium Pharmaceutical, Inc. Common Stock options

Live interpolated COLL call and put midpoint premiums by absolute delta.Collegium Pharmaceutical, Inc. Common Stock$1.73$2.83$3.93$5.03$6.13$14.47$18.96$23.45$27.94$32.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COLL spot · $22.85COLL PRICE$1.85$2.13$2.40$2.71$3.07$3.39$3.58$3.78$4.05$4.92$1.93$2.09$2.21$2.03$1.86$1.98$2.35$2.72$3.09$3.67$4.39$5.10$5.81
PutsExpensive2.10×
CallsExpensive2.26×
SkewBullish-18.40 pp
Implied moveBullish±$5.06
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.35207.5%36.9%
25Δ18.26175.5%29.2%
30Δ20.08144.0%21.8%
35Δ29.68150.3%38.0%21.07117.1%16.7%
40Δ27.89143.2%31.4%22.0590.2%11.6%
45Δ26.10136.0%24.7%22.8577.5%8.7%
50Δ24.56130.3%19.3%23.4876.9%7.5%
55Δ23.41126.7%15.9%24.1276.3%6.3%
60Δ22.34121.7%12.6%24.7675.7%5.1%
65Δ21.53111.3%9.9%25.5674.8%4.2%
70Δ20.72100.8%7.2%26.4473.6%3.5%
75Δ19.8892.1%4.7%27.3372.5%2.7%
80Δ18.7997.0%3.8%28.2271.4%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.35
IV
207.5%
B/E move
36.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.26
IV
175.5%
B/E move
29.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.08
IV
144.0%
B/E move
21.8%

35Δ

Calls
Pseudo strike
29.68
IV
150.3%
B/E move
38.0%
Puts
Pseudo strike
21.07
IV
117.1%
B/E move
16.7%

40Δ

Calls
Pseudo strike
27.89
IV
143.2%
B/E move
31.4%
Puts
Pseudo strike
22.05
IV
90.2%
B/E move
11.6%

45Δ

Calls
Pseudo strike
26.10
IV
136.0%
B/E move
24.7%
Puts
Pseudo strike
22.85
IV
77.5%
B/E move
8.7%

50Δ

Calls
Pseudo strike
24.56
IV
130.3%
B/E move
19.3%
Puts
Pseudo strike
23.48
IV
76.9%
B/E move
7.5%

55Δ

Calls
Pseudo strike
23.41
IV
126.7%
B/E move
15.9%
Puts
Pseudo strike
24.12
IV
76.3%
B/E move
6.3%

60Δ

Calls
Pseudo strike
22.34
IV
121.7%
B/E move
12.6%
Puts
Pseudo strike
24.76
IV
75.7%
B/E move
5.1%

65Δ

Calls
Pseudo strike
21.53
IV
111.3%
B/E move
9.9%
Puts
Pseudo strike
25.56
IV
74.8%
B/E move
4.2%

70Δ

Calls
Pseudo strike
20.72
IV
100.8%
B/E move
7.2%
Puts
Pseudo strike
26.44
IV
73.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
19.88
IV
92.1%
B/E move
4.7%
Puts
Pseudo strike
27.33
IV
72.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
18.79
IV
97.0%
B/E move
3.8%
Puts
Pseudo strike
28.22
IV
71.4%
B/E move
2.0%

Options history

No recorded observations