Calamos US Equity Autocallable Income ETF (CAIE)Derivative Income | Exchange Traded Fund | NYSEArca
26.94 USD
-0.19
(-0.700%) ⇩
(July 13, 2026, 4 p.m.
EDT)
|
Hot Take ↕ | July 11, 2026, 3:17 a.m. EDT
This instrument is a classic defensive income play rather than a growth vehicle. The 5.58% dividend yield is robust and consistent, providing a strong floor for investors uninterested in capital appreciation. However, the recent price action shows the stock trading flat against its moving averages, failing to generate the momentum needed to push it toward a bullish rating. The options market confirms this hesitation; while there is significant insurance buying (OTM puts) at lower strikes, there is no speculative frenzy driving the price higher. The statistical forecast model, which relies on short-term noise, actually predicts a slight downward drift (-0.04%), adding a layer of caution. While the business of generating income appears stable, the market is not currently rewarding the stock with price gains, keeping the overall outlook neutral. |
| Model | MAE |
|---|---|
| MSTL ✓ | 0.029001 |
| AutoARIMA | 0.032139 |
| AutoETS | 0.032175 |
| AutoTheta | 0.040696 |
| MSTL_37 | 0.043618 |
Forecast horizon: 60 days | Selected: MSTL
| Forecast Reliability | |
|---|---|
| Score | 67% |
| H-stat | 1.09 |
| Ljung-Box p | 0.000 |
| Jarque-Bera p | 0.602 |
| Excess Kurtosis | -0.62 |
As of July 11, 2026, 3:17 a.m. EDT: Speculators are positioning defensively with heavy out-of-the-money put open interest at strikes significantly below the current price (20 and 25), suggesting a fear of a sharp drop or a 'floor' scenario. Conversely, call activity is sparse and concentrated near the money, indicating a lack of aggressive bullish conviction despite the high dividend yield. Implied volatility is elevated for deep OTM puts relative to calls, reflecting asymmetric risk pricing.
| Date | Dividend | Yield % |
|---|---|---|
| 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 | 28.15 |
| Ask Size | 400 |
| Average Daily Volume10 Day | 586,990 |
| Average Daily Volume3 Month | 436,929 |
| Average Volume | 436,929 |
| Average Volume10Days | 586,990 |
| Beta3 Year | 0.0 |
| Bid | 0.0 |
| Bid Size | 1,300 |
| Category | Derivative Income |
| Crypto Tradeable | 0 |
| Currency | USD |
| Custom Price Alert Confidence | HIGH |
| Day High | 27.12 |
| Day Low | 26.895 |
| Dividend Yield | 5.58 |
| Esg Populated | 0 |
| Exchange | PCX |
| Exchange Data Delayed By | 0 |
| Exchange Timezone Name | America/New_York |
| Exchange Timezone Short Name | EDT |
| Fifty Day Average | 27.2121 |
| Fifty Day Average Change | -0.27209854 |
| Fifty Day Average Change Percent | -0.009999175 |
| Fifty Two Week Change Percent | 3.9862037 |
| Fifty Two Week High | 27.88 |
| Fifty Two Week High Change | -0.9399986 |
| Fifty Two Week High Change Percent | -0.033715878 |
| Fifty Two Week Low | 24.43 |
| Fifty Two Week Low Change | 2.5100002 |
| Fifty Two Week Low Change Percent | 0.10274254 |
| Fifty Two Week Range | 24.43 - 27.88 |
| First Trade Date Milliseconds | 1,750,858,200,000 |
| Full Exchange Name | NYSEArca |
| 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 | PRE |
| Max Age | 86,400 |
| Message Board Id | finmb_1942792246 |
| Nav Price | 27.1 |
| Net Assets | 1,061,580,100.0 |
| Net Expense Ratio | 0.74 |
| Open | 27.08 |
| Previous Close | 27.13 |
| Price Hint | 2 |
| Quote Source Name | Delayed Quote |
| Quote Type | ETF |
| Region | US |
| Regular Market Change | -0.189999 |
| Regular Market Change Percent | -0.700327 |
| Regular Market Day High | 27.12 |
| Regular Market Day Low | 26.895 |
| Regular Market Day Range | 26.895 - 27.12 |
| Regular Market Open | 27.08 |
| Regular Market Previous Close | 27.13 |
| Regular Market Price | 26.94 |
| Regular Market Time | 1,783,972,800 |
| Regular Market Volume | 759,500 |
| Short Name | Calamos Autocallable Income ETF |
| Source Interval | 15 |
| Symbol | CAIE |
| Total Assets | 1,061,580,096 |
| Tradeable | 0 |
| Trailing Annual Dividend Rate | 0.0 |
| Trailing Annual Dividend Yield | 0.0 |
| Trailing Peg Ratio | None |
| Trailing Three Month Nav Returns | 12.17412 |
| Trailing Three Month Returns | 12.17412 |
| Triggerable | 1 |
| Two Hundred Day Average | 26.80975 |
| Two Hundred Day Average Change | 0.13025093 |
| Two Hundred Day Average Change Percent | 0.004858342 |
| Type Disp | ETF |
| Volume | 759,500 |
| Yield | 0.0558 |
| Ytd Return | 8.36353 |