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

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. 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.

Learn how gamma exposure is reported and how to read the data →