it's not quite clear
"Companies may collect information about individuals unless an individual affirmatively opts out of that collection,"
Is there actually any requirement for the company to notify the individual that they are collecting data on them, as without that, opt-out consent is pretty useless.
Unless you pro-actively write to every company in the country and explicitly opt out, then report them when they ignore it. Although the reports will, most likely, be ignored anyway, like they are here in the UK.