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Calamos S&P 500 Structured Alt Protection ETF - May (CPSM)

Defined Outcome | Exchange Traded Fund | NYSEArca
29.07 USD +0.06 (0.207%) ⇧ (April 17, 2026, 3:59 p.m. EDT)

Short-term: ★★★☆☆ | Long-term: ★★★☆☆ | Dividends: ★☆☆☆☆
Hot Take | April 18, 2026, 11:57 p.m. EDT

CPSM is a niche, non-dividend-bearing instrument designed for downside protection rather than capital appreciation or income. Strong technical momentum shows price hovering near 52-week highs, but this is a structured product with capped upside; it is not a traditional bull market play, making it a neutral hold for momentum traders but unsuitable for income seekers.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoTheta ✓0.000971
MSTL0.004658
AutoETS0.004859
AutoARIMA0.006827

Forecast horizon: 45 days | Selected: AutoTheta

Forecast Reliability
Score 37%
H-stat 2.39
Ljung-Box p 0.011
Jarque-Bera p 0.000
Excess Kurtosis 2.18

Info Dump

Attribute Value
All Time High 29.09
All Time Low 25.0
Ask 43.51
Ask Size 200
Average Daily Volume10 Day 3,190
Average Daily Volume3 Month 3,840
Average Volume 3,840
Average Volume10Days 3,190
Beta3 Year 0.0
Bid 25.5
Bid Size 1,200
Category Defined Outcome
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 29.08
Day Low 29.025
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 28.84748
Fifty Day Average Change 0.22251892
Fifty Day Average Change Percent 0.0077136345
Fifty Two Week Change Percent 13.161278
Fifty Two Week High 29.09
Fifty Two Week High Change -0.020000458
Fifty Two Week High Change Percent -0.0006875372
Fifty Two Week Low 25.53
Fifty Two Week Low Change 3.539999
Fifty Two Week Low Change Percent 0.13866036
Fifty Two Week Range 25.53 - 29.09
First Trade Date Milliseconds 1,714,570,200,000
Full Exchange Name NYSEArca
Fund Family Calamos
Fund Inception Date 1,714,521,600
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary 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 SPDR®? S&P 500®? ETF Trust. FLEX Options are customized equity or index option contracts that trade on an exchange but provide investors with the ability to customize key contract terms like exercise prices, styles and expiration dates. The fund is non-diversified.
Long Name Calamos S&P 500 Structured Alt Protection ETF - May
Market us_market
Market State CLOSED
Max Age 86,400
Message Board Id finmb_1877755274
Nav Price 29.02
Net Assets 53,451,824.0
Net Expense Ratio 0.69
Open 29.0
Previous Close 29.01
Price Hint 2
Quote Source Name Delayed Quote
Quote Type ETF
Region US
Regular Market Change 0.0599995
Regular Market Change Percent 0.206823
Regular Market Day High 29.08
Regular Market Day Low 29.025
Regular Market Day Range 29.025 - 29.08
Regular Market Open 29.0
Regular Market Previous Close 29.01
Regular Market Price 29.07
Regular Market Time 1,776,455,963
Regular Market Volume 17,713
Short Name Calamos S&P 500 Structured Alt
Source Interval 15
Symbol CPSM
Total Assets 53,451,824
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns 0.76735
Trailing Three Month Returns 0.76735
Triggerable 1
Two Hundred Day Average 28.447664
Two Hundred Day Average Change 0.62233543
Two Hundred Day Average Change Percent 0.021876505
Type Disp ETF
Volume 17,713
Yield 0.0
Ytd Return 0.76735