Calamos S&P 500 Structured Alt Protection ETF – January (CPSY) 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 – January (CPSY) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $26.4M, listed on AMEX, carrying a beta of 0.15 to the broader market. These Calamos Structured Protected ETFs are engineered to replicate the S&P 500's positive price performance, capped at a predetermined limit. public since 2025-01-02.

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