CMNIX

Calamos Market Neutral Income I
NasdaqUSDETF / FUND DELAYED
Last price
16.30
▲ 0.02 (0.12%)
MARKET ·

Price

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Open
16.30
Prev close
16.28
Day high
Day low
Volume
Market cap
P/E (TTM)
52W range
15.56 – 16.30

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
0.00% +1.4%
1M
+0.80% -2.9%
3M
+1.31% -1.8%
6M
+2.97% -8.1%
YTD
+3.82% -8.5%
1Y
+4.89% -15.1%
3Y
+11.80% -62.4%
5Y

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Top holdings

8 shown · by weight
SymbolNameWeight
NVDA NVIDIA Corp 4.65%
AAPL Apple Inc 3.98%
WDC Western Digital Corp 3.77%
MSFT Microsoft Corp 2.61%
AMZN Amazon.com Inc 2.15%
CSTIX Calamos Short-Term Bond I 1.86%
GOOG Alphabet Inc Class C 1.78%
GOOGL Alphabet Inc Class A 1.74%

Sector exposure

Fund weightings
Technology
35.29%
Financial services
13.39%
Communication services
10.16%
Healthcare
9.15%
Consumer cyclical
9.14%
Industrials
8.49%
Consumer defensive
4.88%
Utilities
3.68%
Energy
2.91%
Basic materials
1.47%
Real estate
1.44%

Fund profile

As reported
Fund familyCalamos
CategoryRelative Value Arbitrage
Legal type
Expense ratio1.01%
Turnover
Total net assets

Unusual options activity

Account required
Nothing crossed the thresholds in the expiries we scanned.
That is the normal state — most contracts trade well inside their existing open interest.
Free account required

Contracts trading at or above their open interest, ranked by notional and where the print landed.

Free account

5 more panels on CMNIX open with an account.

Options chains and analytics, valuation ratios, insider filings, analyst targets and ownership. No card, no trial, nothing to cancel.

Fundamentals

TTM · reported
Market cap
Enterprise value
Revenue (TTM)
Gross profit
EBITDA
Net income
EPS (TTM)
Free cash flow
Total cash
Total debt
Book value / share
Shares outstanding
Float
Short % of float
Dividend yield
Beta (5Y)

Valuation & profitability ratios

Account required
Trailing P/E
Forward P/E
PEG ratio
Price / sales
Price / book
EV / revenue
EV / EBITDA
Gross margin
Operating margin
Profit margin
Return on equity
Return on assets
Debt / equity
Current ratio
Free account required

Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.

Options analytics

Account required
Put / call volume
Put / call open interest
Positioning, not flow
Max pain
ATM implied vol
Nearest strike to spot
Skew (10% OTM)
Call volume
0
Contracts, this expiry
Put volume
0
Contracts, this expiry
Heaviest call OI
Heaviest put OI

Max pain is the strike at which the largest dollar value of open contracts expires worthless. It describes current positioning; it is not a forecast and it moves as open interest changes.

Free account required

Put/call ratios, max pain, implied volatility skew and where open interest is concentrated.

Analyst targets & ownership

Account required
Mean target
High target
Low target
Implied upside
Analyst count
Consensus
Strong buy / Buy— / —
Hold
Sell / Strong sell— / —
Held by insiders
Held by institutions
Institutions holding
Free account required

Price targets, consensus spread, insider and institutional ownership.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
16.29
+0.07% from price
SMA 20
16.26
+0.25% from price
SMA 50
16.19
+0.71% from price
SMA 100
16.10
+1.26% from price
SMA 200
15.93
+2.30% from price
EMA 12
16.28
+0.13% from price
EMA 26
16.25
+0.32% from price
EMA 50
16.20
+0.63% from price
RSI (14)
67.9
Neutral
MACD (12,26,9)
0.03
Hist -0.00
ATR (14)
0.01
0.06% of price
Realised vol 30D
1.3%
Annualised
Bollinger upper
16.34
20, 2σ
Bollinger lower
16.18
20, 2σ
50 / 200 cross
Golden
16.19 vs 15.93
Trend bias
Above 200
+2.30%

Options chain

Account required
ExpirySpot 16.30
Calls
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Puts
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Free account required

Every listed expiry, both sides of the book, with volume, open interest and implied volatility.

Risk profile

Daily returns · 1Y window
Beta vs SPY
0.08
Less volatile than market
Correlation to SPY
0.53
Loosely linked
Realised vol 30D
1.3%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-1.1%
Peak to trough
Max drawdown 5Y
-7.6%
Peak to trough
ATR 14
0.01
0.06% of price
Beta (reported)
5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.