Calamos S&P 500 Structured Alt Protection ETF – May (CPSM) 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 S&P 500 Structured Alt Protection ETF – May (CPSM) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $52.9M, listed on AMEX, carrying a beta of 0.07 to the broader market. Calamos Structured Protected ETFs are designed to match the positive price return of the S&P 500 up to a defined cap while protecting against 100% of losses over a one-year period (before fees and expenses). public since 2024-05-01.

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