Calamos Autocallable Income ETF (CAIE) Options History
Historical options analytics archive for CAIE with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
CAIE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CAIE. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 18 | 169.0% | 42.0% | $27.00 | -$64.9K | $332.6K | 1.12 |
| 2026-05 | 19 | 88.9% | 31.1% | $27.00 | -$127.4K | $521.8K | 55.58 |
| 2026-04 | 21 | 37.4% | - | $27.00 | -$230.2K | $904.4K | 9.42 |
| 2026-03 | 22 | 87.0% | - | $26.00 | -$155.7K | $1.9M | 19.51 |
| 2026-02 | 19 | 17.4% | - | $26.00 | -$156.9K | $723.6K | 6.97 |
| 2026-01 | 20 | 20.7% | - | $27.00 | -$53.5K | $120.0K | 1.59 |
This archive aggregates CAIE's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how CAIE option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 169.0%, a month-end max-pain strike around $27.00, an average put/call ratio of 1.12.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked CAIE history questions
- How much options history is available for CAIE?
- This archive holds 8 months of CAIE options analytics, spanning 2025-11 through 2026-06. Each entry is a monthly rollup of CAIE's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the CAIE archive.
- What data does each monthly CAIE aggregate contain?
- Every monthly row summarizes that month of CAIE option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 169.0%, an average IV rank of 42.0%, a month-end max-pain strike around $27.00, an average put/call ratio of 1.12.
- How is the CAIE options-history archive built and how often does it update?
- The archive is derived from CAIE's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how CAIE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.