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Calamos Russell 2000 Structured Alt Protection ETF - October (CPRO)

Defined Outcome | Exchange Traded Fund | NYSEArca
28.49 USD +0.03 (0.093%) ⇧ (Aug. 28, 2026, 2:33 p.m. EDT)

Short-term:★★⯪☆☆Long-term:★★⯪☆☆Dividends:☆☆☆☆☆
Hot Take | Aug. 22, 2026, 4:39 a.m. EDT

This instrument is a specialized structured product with zero historical price data beyond a single anchor point, making it impossible to assess long-term business quality or multi-year momentum trends. While the short-term statistical model shows high confidence in a slight upward move over the next 45 days, this signal reflects price noise rather than fundamental value. The lack of any dividend history confirms this is a capital-gains vehicle, not an income generator. Consequently, there is no clear directional edge for a standard investment thesis, rendering it a neutral hold for both short-term traders and long-term investors.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
MSTL ✓0.000792
AutoETS0.000928
AutoARIMA0.000938
AutoTheta0.003140

Forecast horizon: 45 days | Selected: MSTL

Forecast Reliability
Score 74%
H-stat 1.56
Ljung-Box p 0.001
Jarque-Bera p 0.002
Excess Kurtosis 1.45

Info Dump

Attribute Value
All Time High 28.53
All Time Low 24.312
Ask 28.53
Ask Size 800
Average Daily Volume10 Day 1,150
Average Daily Volume3 Month 3,339
Average Volume 3,339
Average Volume10Days 1,150
Beta3 Year 0.0
Bid 28.44
Bid Size 200
Category Defined Outcome
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 28.5299
Day Low 28.44
Dividend Yield 0.0
Esg Populated 0
Exchange PCX
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 28.29474
Fifty Day Average Change 0.19035912
Fifty Day Average Change Percent 0.0067277206
Fifty Two Week Change Percent 10.372758
Fifty Two Week High 28.53
Fifty Two Week High Change -0.044900894
Fifty Two Week High Change Percent -0.0015738133
Fifty Two Week Low 25.72
Fifty Two Week Low Change 2.7651005
Fifty Two Week Low Change Percent 0.107507795
Fifty Two Week Range 25.72 - 28.53
First Trade Date Milliseconds 1,727,789,400,000
Full Exchange Name NYSEArca
Fullday Change 0.0265007
Fullday Change Percent 0.0931202
Fullday Price 28.4851
Fund Family Calamos
Fund Inception Date 1,727,654,400
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary Under normal market conditions, the fund will invest substantially all of its assets in FLexible EXchange Options ("FLEX Options") that reference the price performance of the iShares®?Russell 2000®? ETF. The fund is non-diversified.
Long Name Calamos Russell 2000 Structured Alt Protection ETF - October
Market us_market
Market State CLOSED
Max Age 86,400
Message Board Id finmb_1887784500
Nav Price 28.49
Net Assets 29,023,436.0
Net Expense Ratio 0.69
Open 28.52
Previous Close 28.4586
Price Hint 2
Quote Source Name Delayed Quote
Quote Type ETF
Region US
Regular Market Change 0.0265007
Regular Market Change Percent 0.0931202
Regular Market Day High 28.5299
Regular Market Day Low 28.44
Regular Market Day Range 28.44 - 28.5299
Regular Market Open 28.52
Regular Market Previous Close 28.4586
Regular Market Price 28.4851
Regular Market Time 1,787,941,990
Regular Market Volume 1,162
Short Name Calamos Russell 2000 Structured
Source Interval 15
Symbol CPRO
Total Assets 29,023,436
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns 1.8705
Trailing Three Month Returns 1.8705
Triggerable 1
Two Hundred Day Average 27.587435
Two Hundred Day Average Change 0.897665
Two Hundred Day Average Change Percent 0.03253891
Type Disp ETF
Volume 1,162
Yield 0.0
Ytd Return 4.77248