Calamos US Equity Autocallable Income ETF (CAIE)Derivative Income | Exchange Traded Fund | NYSEArca
27.19 USD
-0.05
(-0.184%) ⇩
(Aug. 28, 2026, 4 p.m.
EDT)
After hours: 27.41 +0.22 (0.809%) ⇧ (Aug. 28, 2026, 7:30 p.m. EDT) |
Hot Take ↕ | Aug. 22, 2026, 2:07 a.m. EDT
The Calamos US Equity Autocallable Income ETF presents a classic high-yield, low-growth profile where the income machine is currently outpacing the capital preservation mandate. The 6.85% dividend yield is robust, driven by consistent monthly distributions that have held steady despite minor price fluctuations, making it attractive for income-focused investors who can tolerate equity exposure. However, the short-term outlook is muted; the price is trading flat against its moving averages, and the statistical forecast indicates virtually no directional edge over the next month. More concerning is the options landscape, where the heavy put open interest and elevated implied volatility suggest the market is pricing in a significant probability of downside moves or failed autocall events in the coming months. While the business model of generating income via autocallables is sound, the current setup feels like a defensive play waiting for a catalyst to break the sideways consolidation, rather than a vehicle for immediate capital appreciation. |
| Model | MAE |
|---|---|
| AutoARIMA ✓ | 0.021731 |
| AutoETS | 0.021742 |
| MSTL | 0.021838 |
| AutoTheta | 0.024809 |
Forecast horizon: 45 days | Selected: AutoARIMA
| Forecast Reliability | |
|---|---|
| Score | 65% |
| H-stat | 2.57 |
| Ljung-Box p | 0.000 |
| Jarque-Bera p | 0.834 |
| Excess Kurtosis | 0.44 |
As of Aug. 22, 2026, 2:07 a.m. EDT: Speculators are positioning defensively with heavy put open interest at strikes below the current price, particularly for September expiration, while call activity remains sparse and concentrated at-the-money. Implied volatility is significantly elevated for near-term puts compared to calls, suggesting a fear of downside gaps or autocallable reset risks rather than a bullish bet on appreciation.
| Last Yield | 1yr Yield | 3yr Avg | 5yr Avg |
|---|---|---|---|
| 1.16% | 14.37% | — | — |
| Date | Dividend | Yield % |
|---|---|---|
| 2026-08-03 | 0.313 | 1.162704 |
| 2026-07-01 | 0.318 | 1.177778 |
| 2026-06-01 | 0.319 | 1.158315 |
| 2026-05-01 | 0.320 | 1.188707 |
| 2026-04-01 | 0.317 | 1.271560 |
| 2026-03-02 | 0.320 | 1.221840 |
| 2026-02-02 | 0.325 | 1.210879 |
| 2025-12-23 | 0.325 | 1.201923 |
| 2025-12-01 | 0.325 | 1.208628 |
| 2025-11-03 | 0.326 | 1.198529 |
| 2025-10-01 | 0.328 | 1.199707 |
| 2025-09-02 | 0.306 | 1.167048 |
| 2025-08-01 | 0.386 | 1.507224 |
| Attribute | Value |
|---|---|
| All Time High | 27.88 |
| All Time Low | 24.43 |
| Ask | 27.77 |
| Ask Size | 4,700 |
| Average Daily Volume10 Day | 560,400 |
| Average Daily Volume3 Month | 541,531 |
| Average Volume | 541,531 |
| Average Volume10Days | 560,400 |
| Beta3 Year | 0.0 |
| Bid | 27.05 |
| Bid Size | 400 |
| Category | Derivative Income |
| Crypto Tradeable | 0 |
| Currency | USD |
| Custom Price Alert Confidence | HIGH |
| Day High | 27.345 |
| Day Low | 27.1223 |
| Dividend Yield | 6.85 |
| Esg Populated | 0 |
| Exchange | PCX |
| Exchange Data Delayed By | 0 |
| Exchange Timezone Name | America/New_York |
| Exchange Timezone Short Name | EDT |
| Fifty Day Average | 27.01798 |
| Fifty Day Average Change | 0.17201996 |
| Fifty Day Average Change Percent | 0.0063668694 |
| Fifty Two Week Change Percent | 3.6994696 |
| Fifty Two Week High | 27.88 |
| Fifty Two Week High Change | -0.6899986 |
| Fifty Two Week High Change Percent | -0.024748875 |
| Fifty Two Week Low | 24.43 |
| Fifty Two Week Low Change | 2.7600002 |
| Fifty Two Week Low Change Percent | 0.11297586 |
| Fifty Two Week Range | 24.43 - 27.88 |
| First Trade Date Milliseconds | 1,750,858,200,000 |
| Full Exchange Name | NYSEArca |
| Fullday Change | -0.0499992 |
| Fullday Change Percent | -0.183551 |
| Fullday Price | 27.41 |
| Fund Family | Calamos |
| Fund Inception Date | 1,750,723,200 |
| Gmt Off Set Milliseconds | -14,400,000 |
| Has Pre Post Market Data | 1 |
| Language | en-US |
| Legal Type | Exchange Traded Fund |
| Long Business Summary | The fund is a non-diversified, ETF that, under normal market conditions, will seek to invest at least 80% of its total assets in U.S. Treasuries, cash, cash equivalents, box spreads and unfunded total return swaps that provide exposure to the MerQube U.S. Large Cap Vol Advantage Autocallable Index. It is non-diversified. |
| Long Name | Calamos US Equity Autocallable Income ETF |
| Market | us_market |
| Market State | CLOSED |
| Max Age | 86,400 |
| Message Board Id | finmb_1942792246 |
| Nav Price | 27.2 |
| Net Assets | 1,184,369,150.0 |
| Net Expense Ratio | 0.74 |
| Open | 27.26 |
| Post Market Change | 0.21999931 |
| Post Market Change Percent | 0.80911845 |
| Post Market Price | 27.41 |
| Post Market Time | 1,787,959,806 |
| Previous Close | 27.24 |
| Price Hint | 2 |
| Quote Source Name | Nasdaq Real Time Price |
| Quote Type | ETF |
| Region | US |
| Regular Market Change | -0.0499992 |
| Regular Market Change Percent | -0.183551 |
| Regular Market Day High | 27.345 |
| Regular Market Day Low | 27.1223 |
| Regular Market Day Range | 27.1223 - 27.345 |
| Regular Market Open | 27.26 |
| Regular Market Previous Close | 27.24 |
| Regular Market Price | 27.19 |
| Regular Market Time | 1,787,947,200 |
| Regular Market Volume | 577,044 |
| Short Name | Calamos Autocallable Income ETF |
| Source Interval | 15 |
| Symbol | CAIE |
| Total Assets | 1,184,369,152 |
| Tradeable | 0 |
| Trailing Annual Dividend Rate | 0.0 |
| Trailing Annual Dividend Yield | 0.0 |
| Trailing Peg Ratio | None |
| Trailing Three Month Nav Returns | 2.28357 |
| Trailing Three Month Returns | 2.28357 |
| Triggerable | 1 |
| Two Hundred Day Average | 26.77127 |
| Two Hundred Day Average Change | 0.41872978 |
| Two Hundred Day Average Change Percent | 0.015641013 |
| Type Disp | ETF |
| Volume | 577,044 |
| Yield | 0.0685 |
| Ytd Return | 8.15564 |