Calamos Bitcoin 90 Series Structured Alt Protection ETF - July (CBXY) Options Greeks

Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.

Calamos Bitcoin 90 Series Structured Alt Protection ETF - July (CBXY) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $5.9M, listed on CBOE, carrying a beta of 0.20 to the broader market. CBXY actively manages options and collateral in a way designed to track the positive price return of spot bitcoin up to a cap, while providing protection against a loss exceeding 10%, over a one-year period. public since 2025-07-08.

Options Greeks analysis provides sensitivity measures for price, time, and volatility. No recent options activity for CBXY as of 2026-10-15; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how options Greeks is reported and how to read the data →