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

Defined Outcome | Exchange Traded Fund | NYSEArca
28.60 USD +0.10 (0.351%) ⇧ (Oct. 15, 2026, 3:22 p.m. EDT)

Short-term:★★⯪☆☆Long-term:★★⯪☆☆Dividends:☆☆☆☆☆
Hot Take ↕ | Oct. 10, 2026, 8:51 a.m. EDT

The short-term outlook remains neutral due to the instrument's nature as a structured ETF with a fixed October expiration, which limits meaningful price momentum beyond its underlying index performance. While the statistical forecast model indicates a very high-confidence slight upward drift over the next 45 days, this technical signal cannot override the structural constraints of the vehicle. For the long term, the asset is effectively neutral because it lacks the multi-year price history required to assess a sustained growth trajectory or competitive moat; it is a tactical hedge rather than a core equity holding. Furthermore, there is no dividend history to evaluate, rendering any income-based strategy impossible.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoARIMA ✓0.001246
AutoETS0.001252
MSTL0.001303
AutoTheta0.003032

Forecast horizon: 45 days | Selected: AutoARIMA

Forecast Reliability
Score 81%
H-stat 1.32
Ljung-Box p 0.000
Jarque-Bera p 0.296
Excess Kurtosis -1.10

Info Dump

Attribute Value
All Time High 28.79
All Time Low 24.312
Ask 42.84
Ask Size 100
Average Daily Volume10 Day 10,870
Average Daily Volume3 Month 4,789
Average Volume 4,789
Average Volume10Days 10,870
Beta3 Year 0.0
Bid 28.56
Bid Size 600
Category Defined Outcome
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 28.63
Day Low 28.56
Display Name Russell 2000 Structured Alt
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 28.52104
Fifty Day Average Change 0.07846069
Fifty Day Average Change Percent 0.0027509758
Fifty Two Week Change Percent 6.283796
Fifty Two Week High 28.79
Fifty Two Week High Change -0.19050026
Fifty Two Week High Change Percent -0.0066168895
Fifty Two Week Low 26.539
Fifty Two Week Low Change 2.060501
Fifty Two Week Low Change Percent 0.077640496
Fifty Two Week Range 26.539 - 28.79
First Trade Date Milliseconds 1,727,789,400,000
Full Exchange Name NYSEArca
Fullday Change 0.13049889
Fullday Change Percent 0.45789886
Fullday Price 28.5995
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 POSTPOST
Max Age 86,400
Message Board Id finmb_1887784500
Nav Price 28.62
Net Assets 25,018,918.0
Net Expense Ratio 0.69
Open 28.6
Previous Close 28.4995
Price Hint 2
Quote Source Name Delayed Quote
Quote Type ETF
Region US
Regular Market Change 0.1
Regular Market Change Percent 0.350885
Regular Market Day High 28.63
Regular Market Day Low 28.56
Regular Market Day Range 28.56 - 28.63
Regular Market Open 28.6
Regular Market Previous Close 28.4995
Regular Market Price 28.5995
Regular Market Time 1,792,092,158
Regular Market Volume 3,082
Short Name Calamos Russell 2000 Structured
Source Interval 15
Symbol CPRO
Total Assets 25,018,918
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns 1.23938
Trailing Three Month Returns 1.23938
Triggerable 1
Two Hundred Day Average 27.859835
Two Hundred Day Average Change 0.739666
Two Hundred Day Average Change Percent 0.026549546
Type Disp ETF
Volume 3,082
Yield 0.0
Ytd Return 5.77137