CPNJ Short Volume

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 $42.0M, listed on AMEX, carrying a beta of 0.23 to the broader market. Calamos Structured Protection ETFs are designed to match the positive price return of the Nasdaq-100 up to a defined cap while protecting against 100% of losses over a one-year period (before fees and expenses). public since 2024-06-03.

Short volume measures the number of shares sold short on a given day as reported by FINRA. Tracking short volume relative to total volume helps identify unusual bearish sentiment or short-squeeze potential.

Latest Date
2026-06-01
Short Volume
37.4K
Total Volume
53.1K
Short %
70.53%
30-Day Avg Short %
49.50%

Showing 30 days of FINRA short volume data for Calamos Nasdaq-100 Structured Alt Protection ETF – June.

Learn how short volume is reported and how to read the data →

Frequently asked CPNJ short volume questions

What is the daily CPNJ short volume?
As of Jun 1, 2026, Calamos Nasdaq-100 Structured Alt Protection ETF – June (CPNJ) short volume is 37.4K shares against 53.1K total reported volume, or 70.53% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is CPNJ short volume reported?
FINRA publishes the Daily Short Sale Volume File for trades reported to FINRA TRFs and the FINRA/Nasdaq ADF on a T+1 basis. The headline figure is the count of shares that printed at the short-sale or short-exempt tick across all reporting venues for the symbol; each exchange separately publishes its own daily short-sale data file.
What does CPNJ short volume tell options traders?
Daily short-sale flow is one input that helps disambiguate dealer-hedging activity from directional bear flow when the chain shows fresh customer call inventory. It is not a clean MM-only proxy: the headline number mixes directional shorting, options-MM delta-hedging, ETF-creation arbitrage, and convertible-arb hedging. Cross-check against gamma-exposure and OI changes for a cleaner read.