Calamos Russell 2000 Structured Alt Protection ETF – January (CPRY) 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 Russell 2000 Structured Alt Protection ETF – January (CPRY) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $50.0M, listed on AMEX, carrying a beta of 0.17 to the broader market. Calamos Structured Protection ETFs are designed to match the positive price return of the Russell 2000 up to a defined cap while protecting against 100% of losses over a one-year period (before fees and expenses). public since 2025-01-02.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for CPRY 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 →