← Back to Stock / ETF implied volatility screener

COLL - Collegium Pharmaceutical
Implied Volatility Analysis

Implied Volatility:
145.9%

Collegium Pharmaceutical has an Implied Volatility (IV) of 145.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for COLL is 27 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for COLL is 0.43 standard deviations away from its 1 year mean.

Market Cap$547.73M
Next Earnings Date11/3/2022 (37d)
Implied Volatility (IV) 30d
145.92
Implied Volatility Rank (IVR) 1y
27.03
Implied Volatility Percentile (IVP) 1y
82.73
Historical Volatility (HV) 30d
35.33
IV / HV
4.13
Open Interest
1.11K

Data was calculated after the 9/26/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.