COLL · Expected Move
Collegium Pharmaceutical, Inc. Common Stock
The expected move for COLL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
COLL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current COLL Expected Move
30-Day Straddle
$4.40
7-Day Straddle
$4.15
30-Day ATM IV
71.5%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to COLL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
COLL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $4.40 | $4.15 | 71.5% | 36% |
| 20261106 | $4.92 | $4.20 | 74.8% | 41% |
| 20261105 | $5.35 | $4.45 | 79.3% | 47% |
| 20261104 | $5.62 | $5.62 | 77.4% | 45% |
| 20261103 | $4.70 | $4.70 | 83.0% | 53% |
| 20261102 | $4.95 | $4.95 | 89.0% | 62% |
| 20261030 | $5.07 | $5.07 | 92.7% | 67% |
| 20261029 | $5.10 | $5.10 | 97.7% | 74% |
| 20261028 | $4.85 | $4.85 | 96.2% | 72% |
| 20261027 | $6.07 | $6.07 | 116.1% | 100% |
| 20261026 | $6.38 | $6.38 | 108.1% | 99% |
| 20261023 | $6.00 | $6.00 | 106.7% | 97% |
| 20261022 | $6.28 | $6.28 | 108.6% | 100% |
| 20261021 | $5.15 | $5.15 | 95.7% | 100% |
| 20261020 | $5.38 | $5.38 | 95.1% | 99% |
| 20261019 | $5.15 | $5.15 | 95.6% | 100% |
| 20261016 | $5.45 | $3.70 | 89.3% | 100% |
| 20261015 | $4.62 | $3.70 | 89.0% | 100% |
| 20261014 | $4.45 | $3.75 | 82.0% | 92% |
| 20261013 | $5.28 | $3.85 | 67.7% | 56% |
| 20261012 | $4.40 | $3.90 | 79.9% | 87% |
| 20261009 | $4.43 | $4.20 | 78.0% | 82% |
| 20261008 | $4.35 | $4.55 | 85.0% | 100% |
| 20261007 | $4.03 | $3.17 | 77.9% | 100% |
| 20261006 | $4.03 | $2.90 | 74.7% | 91% |
| 20261005 | $4.35 | $4.33 | 65.7% | 63% |
| 20261002 | $3.85 | $3.85 | 74.7% | 91% |
| 20261001 | $3.85 | $3.85 | 71.3% | 81% |
| 20260930 | $4.35 | $4.35 | 69.9% | 77% |
| 20260929 | $4.05 | $4.05 | 77.4% | 100% |
| 20260928 | $3.75 | $3.75 | 53.3% | 30% |
| 20260925 | $4.00 | $4.00 | 72.0% | 100% |
| 20260924 | $3.42 | $3.42 | 63.1% | 73% |
| 20260923 | $3.38 | $3.38 | 69.6% | 100% |
| 20260922 | $3.48 | $3.48 | 61.0% | 66% |
| 20260921 | $3.95 | $3.95 | 51.0% | 24% |
| 20260918 | $3.90 | $3.50 | 48.0% | 12% |
| 20260917 | $3.90 | $3.50 | 51.5% | 27% |
| 20260916 | $3.90 | $3.55 | 51.0% | 24% |
| 20260915 | $3.95 | $3.65 | 60.0% | 51% |
| 20260914 | $3.95 | $2.60 | 46.1% | 3% |
| 20260911 | $4.00 | $3.70 | 55.8% | 36% |
| 20260910 | $4.00 | $2.65 | 52.1% | 19% |
| 20260909 | $4.25 | $2.52 | 50.8% | 16% |
| 20260908 | $4.05 | $3.75 | 50.9% | 16% |
| 20260904 | $3.10 | $4.20 | 48.9% | 10% |
| 20260903 | $4.80 | $3.52 | 57.0% | 34% |
| 20260902 | $3.55 | $3.55 | 54.4% | 26% |
| 20260901 | $3.30 | $3.30 | 58.4% | 38% |
| 20260831 | $2.85 | $2.85 | 62.2% | 48% |
| 20260828 | $2.80 | $2.80 | 59.8% | 41% |
| 20260827 | $3.83 | $3.83 | 53.7% | 24% |
| 20260826 | $4.20 | $4.20 | 48.6% | 10% |
| 20260825 | $5.45 | $5.45 | 53.4% | 23% |
| 20260824 | $5.85 | $5.85 | 56.4% | 32% |
| 20260821 | $5.22 | $3.90 | 47.0% | 5% |
| 20260820 | $4.05 | $2.42 | 49.7% | 13% |
| 20260819 | $3.85 | $1.35 | 54.4% | 26% |
| 20260818 | $4.20 | $1.45 | 56.8% | 33% |
| 20260817 | $3.58 | $1.82 | 52.3% | 20% |
More on COLL
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.