Calamos S&P 500 Structured Alt Protection ETF – October (CPSO) 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 – October (CPSO) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $17.4M, listed on AMEX, carrying a beta of 0.18 to the broader market. These Calamos Structured Protected ETFs offer a strategic investment approach: they are built to mirror the S&P 500's upward price movements, though only up to a predetermined maximum gain. public since 2024-10-01.

Expected move analysis estimates the probable price range implied by options pricing. No recent options activity for CPSO 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 →