Calamos Russell 2000 Structured Alt Protection ETF – October (CPRO) 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 Russell 2000 Structured Alt Protection ETF – October (CPRO) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $28.9M, listed on AMEX, carrying a beta of 0.21 to the broader market. The Calamos Structured Protection ETF is engineered to mirror the positive price appreciation of the Russell 2000 index, with returns capped at a predetermined limit. public since 2016-01-27.

Expected move analysis estimates the probable price range implied by options pricing. No recent options activity for CPRO 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.

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