Calamos Nasdaq-100 Structured Alt Protection ETF – June (CPNJ) Gamma Exposure (GEX) & Greeks

Gamma exposure (GEX) analysis shows how options positioning creates dealer hedging pressure across strikes. Includes delta, vanna, charm, vomma, and vega exposure by strike price.

Calamos Nasdaq-100 Structured Alt Protection ETF – June (CPNJ) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $40.0M, listed on AMEX, carrying a beta of 0.22 to the broader market. This Calamos ETF series is engineered to allow investors to participate in the positive price appreciation of the Nasdaq-100 index. public since 2024-06-03.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for CPNJ as of 2026-07-17; 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 gamma exposure is reported and how to read the data →