Collegium Pharmaceutical Inc (COLL) Historical Volatility

Tracking COLL historical volatility helps you see how much Collegium Pharmaceutical Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, COLL's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor COLL 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. COLL's 30 day historical volatility, or COLL HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing COLL's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

Collegium Pharmaceutical, Inc., a specialty pharmaceutical company, develops and commercializes medicines for pain management. Its portfolio includes Xtampza ER, an abuse-deterrent, extended-release, oral formulation of oxycodone; Nucynta ER and Nucynta IR, which are extended-release and immediate-release formulations of tapentadol; and Xtampza ER for the management of pain severe enough to require daily, around-the-clock, long-term opioid treatment. The company was formerly known as Collegium Pharmaceuticals, Inc. and changed its name to Collegium Pharmaceutical, Inc. in October 2003. Collegium Pharmaceutical, Inc.