Calamos S&P 500 Structured Alt Protection ETF – June (CPSU) 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 – June (CPSU) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $13.1M, listed on AMEX, carrying a beta of 0.10 to the broader market. Calamos Structured Protected ETFs are designed to capture the positive price movements of the S&P 500, though returns are capped at a predetermined level. public since 2025-06-02.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for CPSU 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 gamma exposure is reported and how to read the data →