CPSN Short Volume
Calamos S&P 500 Structured Alt Protection ETF – November (CPSN) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $24.9M, listed on AMEX, carrying a beta of 0.19 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 2024-11-01.
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
- 2026-05-29
- Short Volume
- 251
- Total Volume
- 1.2K
- Short %
- 21.09%
- 30-Day Avg Short %
- 35.06%
Showing 30 days of FINRA short volume data for Calamos S&P 500 Structured Alt Protection ETF – November.
Learn how short volume is reported and how to read the data →
Frequently asked CPSN short volume questions
- What is the daily CPSN short volume?
- As of May 29, 2026, Calamos S&P 500 Structured Alt Protection ETF – November (CPSN) short volume is 251 shares against 1.2K total reported volume, or 21.09% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is CPSN 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 CPSN 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.