CPSR

Calamos S&P 500 Structured Alt Protection ETF - March

NYSEArcaUSDEQUITY DELAYED

26.10

▲ 0.02 (0.06%)

MARKET · —

Price

Open

26.08

Prev close

26.09

Day high

26.10

Day low

26.08

Volume

202

Market cap

—

P/E (TTM)

—

52W range

24.56 – 26.13

Trailing performance

Price return · vs SPY

Returnvs SPY

+0.07% +1.4%

+0.84% -2.9%

+1.31% -1.8%

+2.68% -8.4%

YTD

+3.60% -8.7%

+6.30% -13.7%

— -74.2%

— —

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

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.

Create free account Sign in

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.

Create free account Sign in

Moving averages & technicals

Computed from 2Y daily closes

SMA 10

26.07

+0.11% from price

SMA 20

26.02

+0.31% from price

SMA 50

25.92

+0.69% from price

SMA 100

25.79

+1.22% from price

SMA 200

25.50

+2.37% from price

EMA 12

26.06

+0.15% from price

EMA 26

26.01

+0.36% from price

EMA 50

25.93

+0.65% from price

RSI (14)

68.2

Neutral

MACD (12,26,9)

0.05

Hist 0.00

ATR (14)

0.03

0.13% of price

Realised vol 30D

1.8%

Annualised

Bollinger upper

26.16

20, 2σ

Bollinger lower

25.88

20, 2σ

50 / 200 cross

Golden

25.92 vs 25.50

Trend bias

Above 200

+2.37%

Risk profile

Daily returns · 1Y window

Beta vs SPY

0.12

Less volatile than market

Correlation to SPY

0.87

Moves with the index

Realised vol 30D

1.8%

Annualised

Market vol 1Y

12.9%

SPY, annualised

Max drawdown 1Y

-1.1%

Peak to trough

Max drawdown 5Y

-3.4%

Peak to trough

ATR 14

0.03

0.13% of price

Beta (reported)

—

5Y monthly, from filing

Options chain

Account required

ExpirySpot 26.10

Calls

Strike	Last	Bid	Ask	Vol	OI	IV
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%

Puts

Strike	Last	Bid	Ask	Vol	OI	IV
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%
000.00	0.00	0.00	0.00	0	0	0.0%

Free account required

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

Create free account Sign in

Headlines

CPSR · links out to the publisher

Calamos S&P 500 ETF (CPSR) Touches Fresh 52-Week High Zacks · 16d ago

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.