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Calamos S&P 500 Structured Alt Protection ETF - January (CPSY)

Defined Outcome | Exchange Traded Fund | NYSEArca
25.43 USD +0.07 (0.256%) ⇧ (April 16, 2026, 11:31 a.m. EDT)

Short-term: ★★★★☆ | Long-term: ★☆☆☆☆ | Dividends: ★☆☆☆☆
Hot Take | April 19, 2026, 12:34 a.m. EDT

CPSY shows near-term momentum building as it trades at the 52-week high, driven by capital inflows into structured notes offering downside protection, but it receives a low long-term rating due to a 0% dividend yield (expected future token era) and likely higher fees inherent in structured ETFs versus index direct exposure.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoTheta ✓0.005974
MSTL0.009359
AutoARIMA0.009767
AutoETS0.009782

Forecast horizon: 45 days | Selected: AutoTheta

Forecast Reliability
Score 42%
H-stat 18.62
Ljung-Box p 0.000
Jarque-Bera p 0.125
Excess Kurtosis -0.53

Info Dump

Attribute Value
All Time High 25.43
All Time Low 22.97
Ask 25.47
Ask Size 700
Average Daily Volume10 Day 510
Average Daily Volume3 Month 2,358
Average Volume 2,358
Average Volume10Days 510
Beta3 Year 0.0
Bid 25.39
Bid Size 300
Category Defined Outcome
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 25.43
Day Low 25.43
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 25.15628
Fifty Day Average Change 0.2737198
Fifty Day Average Change Percent 0.010880773
Fifty Two Week Change Percent 10.134256
Fifty Two Week High 25.43
Fifty Two Week High Change 0.0
Fifty Two Week High Change Percent 0.0
Fifty Two Week Low 23.06
Fifty Two Week Low Change 2.3700008
Fifty Two Week Low Change Percent 0.10277541
Fifty Two Week Range 23.06 - 25.43
First Trade Date Milliseconds 1,735,828,200,000
Full Exchange Name NYSEArca
Fund Family Calamos
Fund Inception Date 1,735,776,000
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. The fund is non-diversified.
Long Name Calamos S&P 500 Structured Alt Protection ETF - January
Market us_market
Market State CLOSED
Max Age 86,400
Message Board Id finmb_1889181431
Nav Price 25.44
Net Assets 25,728,552.0
Net Expense Ratio 0.69
Open 25.33
Previous Close 25.365
Price Hint 2
Quote Source Name Delayed Quote
Quote Type ETF
Region US
Regular Market Change 0.0650005
Regular Market Change Percent 0.256261
Regular Market Day High 25.43
Regular Market Day Low 25.43
Regular Market Day Range 25.43 - 25.43
Regular Market Open 25.33
Regular Market Previous Close 25.365
Regular Market Price 25.43
Regular Market Time 1,776,353,464
Regular Market Volume 21
Short Name Calamos S&P 500 Structured Alt
Source Interval 15
Symbol CPSY
Total Assets 25,728,552
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns 0.03986
Trailing Three Month Returns 0.03986
Triggerable 1
Two Hundred Day Average 24.82721
Two Hundred Day Average Change 0.60279083
Two Hundred Day Average Change Percent 0.024279444
Type Disp ETF
Volume 21
Yield 0.0
Ytd Return 0.03986