CPSF Short Volume

Calamos S&P 500 Structured Alt Protection ETF – February (CPSF) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $34.7M, listed on AMEX, carrying a beta of 0.15 to the broader market. This Calamos Structured Protected ETF offers a strategy designed to capture the positive gains of the S&P 500, albeit with an upper limit on returns. public since 2025-02-03.

Short volume measures the number of shares sold short on a given day as reported by FINRA. Tracking short volume relative to total volume helps identify unusual bearish sentiment or short-squeeze potential.

Latest Date
2026-10-09
Short Volume
73
Total Volume
520
Short %
14.04%
30-Day Avg Short %
34.48%

Showing 30 days of FINRA short volume data for Calamos S&P 500 Structured Alt Protection ETF – February.

Learn how short volume is reported and how to read the data →

Frequently asked CPSF short volume questions

What is the daily CPSF short volume?
As of Oct 9, 2026, Calamos S&P 500 Structured Alt Protection ETF – February (CPSF) short volume is 73 shares against 520 total reported volume, or 14.04% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is CPSF short volume reported?
FINRA publishes the Daily Short Sale Volume File for trades reported to FINRA TRFs and the FINRA/Nasdaq ADF on a T+1 basis. The headline figure is the count of shares that printed at the short-sale or short-exempt tick across all reporting venues for the symbol; each exchange separately publishes its own daily short-sale data file.
What does CPSF short volume tell options traders?
Daily short-sale flow is one input that helps disambiguate dealer-hedging activity from directional bear flow when the chain shows fresh customer call inventory. It is not a clean MM-only proxy: the headline number mixes directional shorting, options-MM delta-hedging, ETF-creation arbitrage, and convertible-arb hedging. Cross-check against gamma-exposure and OI changes for a cleaner read.