CPSM

Calamos S&P 500 Structured Alt Protection ETF - May
NYSEArcaUSDETF / FUND DELAYED
Last price
29.48
▲ 0.01 (0.03%)
MARKET ·

Price

Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
29.48
Prev close
29.47
Day high
29.48
Day low
29.48
Volume
83
Market cap
P/E (TTM)
52W range
27.75 – 29.65

Day trading desk

Current session · delayed
Gap from prior close
+0.03%
Prior close 29.47
VWAP
29.48
0.00% from price
Relative volume
0.00×
Quiet session
Session range
29.48 – 29.48
Position in range
ATR (14D)
0.04
0.14% of price
Prior day high
29.56
PDH
Prior day low
29.47
PDL
Bid / ask spread
Quote not published
Session volume
3
Avg 3.52K

VWAP and the session figures are computed from the delayed intraday series on this page, so they lag the live tape and will not match a broker's real-time VWAP exactly. Turn on Prior day H/L/C, Opening range and Volume profile in the chart's Studies menu to see these levels drawn on price.

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
-0.19% +1.2%
1M
+0.67% -3.1%
3M
+1.03% -2.1%
6M
+2.33% -8.7%
YTD
+2.99% -9.3%
1Y
+5.00% -15.0%
3Y
-74.2%
5Y

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

Fund profile

As reported
Fund familyCalamos
CategoryDefined Outcome
Legal typeExchange Traded Fund
Expense ratio0.69%
Turnover0.0%
Total net assets$0

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 CPSM 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
29.50
-0.07% from price
SMA 20
29.44
+0.14% from price
SMA 50
29.34
+0.49% from price
SMA 100
29.22
+0.89% from price
SMA 200
28.93
+1.88% from price
EMA 12
29.48
+0.01% from price
EMA 26
29.43
+0.18% from price
EMA 50
29.35
+0.43% from price
RSI (14)
60.5
Neutral
MACD (12,26,9)
0.05
Hist -0.00
ATR (14)
0.04
0.14% of price
Realised vol 30D
1.4%
Annualised
Bollinger upper
29.61
20, 2σ
Bollinger lower
29.27
20, 2σ
50 / 200 cross
Golden
29.34 vs 28.93
Trend bias
Above 200
+1.88%

Options chain

Account required
ExpirySpot 29.48
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
0.66
Loosely linked
Realised vol 30D
1.4%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-0.5%
Peak to trough
Max drawdown 5Y
-5.2%
Peak to trough
ATR 14
0.04
0.14% 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.