COLL · Collegium Pharmaceutical, Inc

Track COLL — free Ask ALVIS about COLL

$35.72 +0.14 (+0.39%) At close · Aug 4

Market Cap

$1.15B

32.43M

Options Chain

15-min delayed Underlying $35.72 · today Options Calculator

Positioning

Aug 21, 2026 · 16 days to expiry · 18 contracts

Put / call OI

0.02

Call-heavy positioning

Open interest

323

contracts outstanding

Volume

traded today

Max pain

$35.00

$0.72 below spot

ATM implied vol

59%

market's expected move

Open interest by strike

Calls Puts

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 16d Sep 18 44d Dec 18 135d Mar 19 226d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	0.1%	1	—		—	—	—	—	0
Call · $17.5 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 0 Model this call Put · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $20 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	0.1%	1	—		—	—	—	—	0
Call · $22.5 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 0 Model this call Put · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	77.9%	0.988	—		—	-0.08	132.1%	—	0
Call · $25 In the money Last — Breakeven — Implied vol 77.9% Delta 0.988 ≈99% ITM Gamma 0.005 Theta -0.008 Vega 0.003 Open interest 0 Model this call Put · $25 Last — Breakeven — Implied vol 132.1% Delta -0.08 ≈8% ITM Gamma 0.015 Theta -0.045 Vega 0.011 Open interest 0 Model this put
0	—	64.1%	0.911	—		—	-0.129	78.5%	—	0
Call · $30 In the money Last — Breakeven — Implied vol 64.1% Delta 0.911 ≈91% ITM Gamma 0.033 Theta -0.026 Vega 0.012 Open interest 0 Model this call Put · $30 Last — Breakeven — Implied vol 78.5% Delta -0.129 ≈13% ITM Gamma 0.035 Theta -0.037 Vega 0.018 Open interest 0 Model this put
49	25	58.9%	0.594	$1.50		$1.60	-0.407	59.2%	1	7
Call · $35 In the money Last $1.50 Breakeven $36.50 Implied vol 58.9% Delta 0.594 ≈59% ITM Gamma 0.086 Theta -0.054 Vega 0.03 Open interest 49 Model this call Put · $35 Last $1.60 Breakeven $33.40 Implied vol 59.2% Delta -0.407 ≈41% ITM Gamma 0.086 Theta -0.051 Vega 0.03 Open interest 7 Model this put
Underlying $35.72
267	1	97.7%	0.337	$0.60		—	-0.726	76.9%	—	0
Call · $40 Last $0.60 Breakeven $40.60 Implied vol 97.7% Delta 0.337 ≈34% ITM Gamma 0.049 Theta -0.083 Vega 0.028 Open interest 267 Model this call Put · $40 In the money Last — Breakeven — Implied vol 76.9% Delta -0.726 ≈73% ITM Gamma 0.058 Theta -0.057 Vega 0.028 Open interest 0 Model this put
0	2	102.2%	0.174	$0.25		—	-0.859	92.1%	—	0
Call · $45 Last $0.25 Breakeven $45.25 Implied vol 102.2% Delta 0.174 ≈17% ITM Gamma 0.033 Theta -0.061 Vega 0.023 Open interest 0 Model this call Put · $45 In the money Last — Breakeven — Implied vol 92.1% Delta -0.859 ≈86% ITM Gamma 0.033 Theta -0.044 Vega 0.015 Open interest 0 Model this put
0	—	130.2%	0.146	—		—	-0.932	99.8%	—	0
Call · $50 Last — Breakeven — Implied vol 130.2% Delta 0.146 ≈15% ITM Gamma 0.023 Theta -0.069 Vega 0.016 Open interest 0 Model this call Put · $50 In the money Last — Breakeven — Implied vol 99.8% Delta -0.932 ≈93% ITM Gamma 0.018 Theta -0.027 Vega 0.009 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1267565 CUSIP 19459J104 13F (30d) 64 filings 64 filers Visit website Investor relations