Calamos Nasdaq-100 Structured Alt Protection ETF – March (CPNM) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Calamos Nasdaq-100 Structured Alt Protection ETF – March (CPNM) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $14.7M, listed on AMEX, carrying a beta of 0.15 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 2025-03-03.

Expected move analysis estimates the probable price range implied by options pricing. No recent options activity for CPNM as of 2026-06-02; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

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