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Calamos Bitcoin Structured Alt Protection ETF - October (CBOO)

Digital Assets | Exchange Traded Fund | Cboe US
24.43 USD +0.04 (0.164%) ⇧ (April 17, 2026, 9:32 a.m. EDT)
After hours: 24.43 +0.04 (0.164%) ⇧ (April 17, 2026, 4:04 p.m. EDT)

Short-term: ☆☆☆☆☆ | Long-term: ☆☆☆☆☆ | Dividends: ★☆☆☆☆
Hot Take | April 18, 2026, 10:22 p.m. EDT

CBOO is effectively ideal fodder for both bullish and bearish puts, as its tight range-bound behavior near the 52-week low, choppy price action, and highly skewed volatility model stats (J-B p=0.79 indicating no traditional skew, yet Ljung-Box p≈0 suggesting strong mean reversion without momentum) imply zero directional alpha. With trivial volume, a negligible yield relative to structured product decay, and an adjusted directional forecast leaning slightly downside despite the ETF's purpose, it is a outright play to sell OTM puts regardless of bias.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoTheta ✓0.004105
MSTL0.006058
AutoETS0.006211
AutoARIMA0.006400

Forecast horizon: 45 days | Selected: AutoTheta

Forecast Reliability
Score 80%
H-stat 0.23
Ljung-Box p 0.000
Jarque-Bera p 0.794
Excess Kurtosis -0.42

Dividend Data

Dividend History
Date Dividend Yield %
2025-12-12 0.14 0.571779
Additional Data
trailingAnnualDividendRate 0.0
trailingAnnualDividendYield 0.0

Info Dump

Attribute Value
All Time High 25.04
All Time Low 24.29
Ask 30.51
Ask Size 600
Average Daily Volume10 Day 780
Average Daily Volume3 Month 1,362
Average Volume 1,362
Average Volume10Days 780
Beta3 Year 0.0
Bid 18.41
Bid Size 500
Category Digital Assets
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 24.4299
Day Low 24.4299
Esg Populated 0
Exchange BTS
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 24.36734
Fifty Day Average Change 0.06255913
Fifty Day Average Change Percent 0.002567335
Fifty Two Week Change Percent -2.3190737
Fifty Two Week High 25.04
Fifty Two Week High Change -0.6101017
Fifty Two Week High Change Percent -0.024365082
Fifty Two Week Low 24.29
Fifty Two Week Low Change 0.1398983
Fifty Two Week Low Change Percent 0.005759502
Fifty Two Week Range 24.29 - 25.04
First Trade Date Milliseconds 1,759,843,800,000
Full Exchange Name Cboe US
Fund Family Calamos
Fund Inception Date 1,759,795,200
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 an actively managed ETF that seeks to provide investment results that, before taking total fund operating fees and expenses into account, track the positive price return of Spot bitcoin up to the Cap over a specified period of time of approximately one (1) year, while seeking to provide protection against decreases in the price of Spot bitcoin over the same Outcome Period. The fund is non-diversified.
Long Name Calamos Bitcoin Structured Alt Protection ETF - October
Market us_market
Market State CLOSED
Max Age 86,400
Message Board Id finmb_1930970784
Nav Price 24.44
Net Assets 6,095,903.0
Net Expense Ratio 0.69
Open 24.4
Post Market Change 0.039899826
Post Market Change Percent 0.16359092
Post Market Price 24.4299
Post Market Time 1,776,456,281
Previous Close 24.39
Price Hint 2
Quote Source Name Nasdaq Real Time Price
Quote Type ETF
Region US
Regular Market Change 0.0398998
Regular Market Change Percent 0.163591
Regular Market Day High 24.4299
Regular Market Day Low 24.4299
Regular Market Day Range 24.4299 - 24.4299
Regular Market Open 24.4
Regular Market Previous Close 24.39
Regular Market Price 24.4299
Regular Market Time 1,776,432,721
Regular Market Volume 1
Short Name Calamos Bitcoin Structured Alt
Source Interval 15
Symbol CBOO
Total Assets 6,095,903
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns -0.3678
Trailing Three Month Returns -0.3678
Triggerable 1
Two Hundred Day Average 24.544361
Two Hundred Day Average Change -0.1144619
Two Hundred Day Average Change Percent -0.00466347
Type Disp ETF
Volume 1
Ytd Return -0.3678