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Calamos S&P 500 Structured Alt Protection ETF - November (CPSN)

Defined Outcome | Exchange Traded Fund | NYSEArca
27.30 USD +0.08 (0.276%) ⇧ (April 16, 2026, 3:59 p.m. EDT)

Short-term: ★★★☆☆ | Long-term: ★☆☆☆☆ | Dividends: ☆☆☆☆☆
Hot Take | April 18, 2026, 11:33 p.m. EDT

CPSN is a specialized defensive structure on the S&P 500 with near-zero upside potential over the long term and no dividend trail; short-term brevity shows it traded near its monthly high, but the model's high volatility (negative kurtosis) and extreme noise (Ljung-Box p < 0.001) suppress directional confidence for active trades.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoTheta ✓0.005450
MSTL0.008769
AutoETS0.008861
AutoARIMA0.008884

Forecast horizon: 45 days | Selected: AutoTheta

Forecast Reliability
Score 41%
H-stat 30.15
Ljung-Box p 0.000
Jarque-Bera p 0.103
Excess Kurtosis -0.36

Info Dump

Attribute Value
All Time High 27.295
All Time Low 24.7
Ask 41.37
Ask Size 600
Average Daily Volume10 Day 2,820
Average Daily Volume3 Month 4,188
Average Volume 4,188
Average Volume10Days 2,820
Beta3 Year 0.0
Bid 13.21
Bid Size 1,400
Category Defined Outcome
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 27.295
Day Low 27.295
Display Name Capstone Systems
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 26.96766
Fifty Day Average Change 0.32733917
Fifty Day Average Change Percent 0.012138211
Fifty Two Week Change Percent 9.759533
Fifty Two Week High 27.295
Fifty Two Week High Change 0.0
Fifty Two Week High Change Percent 0.0
Fifty Two Week Low 24.868
Fifty Two Week Low Change 2.427
Fifty Two Week Low Change Percent 0.097595304
Fifty Two Week Range 24.868 - 27.295
Financial Currency USD
First Trade Date Milliseconds 1,730,467,800,000
Full Exchange Name NYSEArca
Fund Family Calamos
Fund Inception Date 1,730,419,200
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary Under normal market conditions, the fund will invest substantially all of its assets in FLexible EXchange Options that reference the price performance of the SPDR®? S&P 500®? ETF Trust. The fund is non-diversified.
Long Name Calamos S&P 500 Structured Alt Protection ETF - November
Market us_market
Market State PREPRE
Max Age 86,400
Message Board Id finmb_1888305519
Nav Price 27.32
Net Assets 33,574,280.0
Net Expense Ratio 0.69
Open 27.2201
Previous Close 27.22
Price Hint 2
Quote Source Name Delayed Quote
Quote Type ETF
Region US
Regular Market Change 0.0750008
Regular Market Change Percent 0.275536
Regular Market Day High 27.295
Regular Market Day Low 27.295
Regular Market Day Range 27.295 - 27.295
Regular Market Open 27.2201
Regular Market Previous Close 27.22
Regular Market Price 27.295
Regular Market Time 1,776,369,590
Regular Market Volume 1
Short Name Calamos S&P 500 Structured Alt
Source Interval 15
Symbol CPSN
Total Assets 33,574,280
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns -0.48166
Trailing Three Month Returns -0.48166
Triggerable 1
Two Hundred Day Average 26.701296
Two Hundred Day Average Change 0.5937042
Two Hundred Day Average Change Percent 0.022235034
Type Disp ETF
Volume 1
Yield 0.0
Ytd Return -0.48166