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 $17.2M, 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 2024-10-01.

Expected move analysis estimates the probable price range implied by options pricing. No recent options activity for CPSO as of 2026-06-01; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

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