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Calamos US Equity Autocallable Income ETF (CAIE)

Derivative Income | Exchange Traded Fund | NYSEArca
26.59 USD -0.13 (-0.487%) ⇩ (April 21, 2026, 3:59 p.m. EDT)
After hours: 26.45 -0.14 (-0.140%) ⇩ (April 21, 2026, 6:24 p.m. EDT)

Short-term:★★★☆☆Long-term:★★☆☆☆Dividends:★★★☆☆
Hot Take | April 18, 2026, 11:32 p.m. EDT

Despite strong recent momentum and a robust dividend stream, the downside risk management embedded in the options structure and the negative short-term forecast suggest CAIE is better positioned as an income generator in a restricted-cap environment rather than a momentum play.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
MSTL ✓0.024412
AutoETS0.025309
AutoTheta0.031167
AutoARIMA0.046729

Forecast horizon: 45 days | Selected: MSTL

Forecast Reliability
Score 43%
H-stat 14.15
Ljung-Box p 0.000
Jarque-Bera p 0.357
Excess Kurtosis -0.25

As of April 18, 2026, 11:32 p.m. EDT: Speculative positioning is heavily skewed towards downside protection, evidenced by massive Open Interest (OI) in out-of-the-money puts at the 25.0 and 26.0 strikes for May and June expirations. In contrast, call activity is negligible, with significant OI only found far out-of-the-money (37.0 strike in Sept) and light volume at the money. This disconnect, combined with the pricing of Options participants' view (OPV) being negative, suggests the market is positioning for a grind down or consolidation rather than a rally.


Dividend Data

Dividend History
Date Dividend Yield %
2026-04-01 0.317 1.271560
2026-03-02 0.320 1.237444
2026-02-02 0.325 1.241275
2025-12-23 0.325 1.247061
2025-12-01 0.325 1.269176
2025-11-03 0.326 1.273713
2025-10-01 0.328 1.290205
2025-09-02 0.306 1.270249
2025-08-01 0.386 1.659475
Additional Data
trailingAnnualDividendRate 0.0
trailingAnnualDividendYield 0.0

Info Dump

Attribute Value
All Time High 27.74
All Time Low 24.43
Ask 0.0
Ask Size 200
Average Daily Volume10 Day 420,640
Average Daily Volume3 Month 431,881
Average Volume 431,881
Average Volume10Days 420,640
Beta3 Year 0.0
Bid 0.0
Bid Size 200
Category Derivative Income
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 26.83
Day Low 26.57
Esg Populated 0
Exchange PCX
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 25.9186
Fifty Day Average Change 0.67140007
Fifty Day Average Change Percent 0.025904179
Fifty Two Week Change Percent 6.3387275
Fifty Two Week High 27.74
Fifty Two Week High Change -1.1499996
Fifty Two Week High Change Percent -0.041456368
Fifty Two Week Low 24.43
Fifty Two Week Low Change 2.1599998
Fifty Two Week Low Change Percent 0.088415876
Fifty Two Week Range 24.43 - 27.74
First Trade Date Milliseconds 1,750,858,200,000
Full Exchange Name NYSEArca
Fund Family Calamos
Fund Inception Date 1,750,809,600
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 PREPRE
Max Age 86,400
Message Board Id finmb_1942792246
Nav Price 26.78
Net Assets 770,762,620.0
Net Expense Ratio 0.74
Open 26.82
Post Market Change -0.13999939
Post Market Change Percent -0.52651143
Post Market Price 26.45
Post Market Time 1,776,810,241
Previous Close 26.72
Price Hint 2
Quote Source Name Delayed Quote
Quote Type ETF
Region US
Regular Market Change -0.129999
Regular Market Change Percent -0.486524
Regular Market Day High 26.83
Regular Market Day Low 26.57
Regular Market Day Range 26.57 - 26.83
Regular Market Open 26.82
Regular Market Previous Close 26.72
Regular Market Price 26.59
Regular Market Time 1,776,801,592
Regular Market Volume 383,177
Short Name Calamos Autocallable Income ETF
Source Interval 15
Symbol CAIE
Total Assets 770,762,624
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns -3.39703
Trailing Three Month Returns -3.39703
Triggerable 1
Two Hundred Day Average 26.625145
Two Hundred Day Average Change -0.035144806
Two Hundred Day Average Change Percent -0.0013199855
Type Disp ETF
Volume 383,177
Ytd Return -3.39703