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

Defined Outcome | Exchange Traded Fund | NYSEArca
27.70 USD +0.10 (0.361%) ⇧ (April 17, 2026, 2:13 p.m. EDT)

Short-term: ★★★☆☆ | Long-term: ★★★☆☆ | Dividends: ☆☆☆☆☆
Hot Take | April 18, 2026, 10:21 p.m. EDT

CPRO is currently trading at its 52-week high with strong momentum over the last two weeks, supported by technicals above the 50-day moving average; however, the lack of dividends, the specific 'Alt Protection' underlying asset, and the negative excess kurtosis in forecasting models suggest limited upside potential beyond mean reversion, making it a weak hold rather than a strong buy.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoETS ✓0.002961
AutoTheta0.005123
AutoARIMA0.009070
MSTL0.009855

Forecast horizon: 45 days | Selected: AutoETS

Forecast Reliability
Score 49%
H-stat 4.32
Ljung-Box p 0.000
Jarque-Bera p 0.507
Excess Kurtosis -0.57

Info Dump

Attribute Value
All Time High 27.705
All Time Low 24.312
Ask 41.97
Ask Size 100
Average Daily Volume10 Day 1,100
Average Daily Volume3 Month 2,240
Average Volume 2,240
Average Volume10Days 1,100
Beta3 Year 0.0
Bid 13.39
Bid Size 100
Category Defined Outcome
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 27.705
Day Low 27.697
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 27.29476
Fifty Day Average Change 0.40904045
Fifty Day Average Change Percent 0.014986043
Fifty Two Week Change Percent 13.587534
Fifty Two Week High 27.705
Fifty Two Week High Change -0.0011997223
Fifty Two Week High Change Percent -0.00004330346
Fifty Two Week Low 24.37
Fifty Two Week Low Change 3.3337994
Fifty Two Week Low Change Percent 0.1367993
Fifty Two Week Range 24.37 - 27.705
First Trade Date Milliseconds 1,727,789,400,000
Full Exchange Name NYSEArca
Fund Family Calamos
Fund Inception Date 1,727,740,800
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 PREPRE
Max Age 86,400
Message Board Id finmb_1887784500
Nav Price 27.74
Net Assets 30,614,460.0
Net Expense Ratio 0.69
Open 27.705
Previous Close 27.6042
Price Hint 2
Quote Source Name Delayed Quote
Quote Type ETF
Region US
Regular Market Change 0.0995998
Regular Market Change Percent 0.360814
Regular Market Day High 27.705
Regular Market Day Low 27.697
Regular Market Day Range 27.697 - 27.705
Regular Market Open 27.705
Regular Market Previous Close 27.6042
Regular Market Price 27.7038
Regular Market Time 1,776,449,620
Regular Market Volume 954
Short Name Calamos Russell 2000 Structured
Source Interval 15
Symbol CPRO
Total Assets 30,614,460
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns 0.66593
Trailing Three Month Returns 0.66593
Triggerable 1
Two Hundred Day Average 26.62999
Two Hundred Day Average Change 1.0738106
Two Hundred Day Average Change Percent 0.040323358
Type Disp ETF
Volume 954
Yield 0.0
Ytd Return 0.66593