My new CNC toy

It is a collet. Pretty small, Dremel size and looks like it can't be swaped out. Without getting the whole assembly. The collet cannot be separated from the threaded collar like on a Dremel.

View attachment 98426
This appears to be an ER11 Collet most probably Standard Spring Collet with a ER11 A-nut with technical information added

Hope this helps
ER11 A-nut :
ER11 Collet :

Sorry if this happens to be an old thread and the info is not as relevant

Anyways Cheers :)