Calamos Russell 2000 Structured Alt Protection ETF – October (CPRO) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

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.

Volatility skew analysis compares implied volatility across strikes and expirations. 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.

Learn how volatility skew is reported and how to read the data →