Calamos S&P 500 Structured Alt Protection ETF – August (CPSA) 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 S&P 500 Structured Alt Protection ETF – August (CPSA) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $42.5M, listed on AMEX, carrying a beta of 0.22 to the broader market. Calamos Structured Protected ETFs are structured to capture the positive price appreciation of the S&P 500, up to a specified maximum, while simultaneously providing full downside protection against any losses within a one-year investment horizon (excluding fees and expenses). public since 2024-08-01.

Expected move analysis estimates the probable price range implied by options pricing. No recent options activity for CPSA 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 expected move is reported and how to read the data →