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Calamos Autocallable Income ETF CAIE

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Market datapartial · fetched 2026-10-22T23:31:00.934Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:12:29.858158193Z

FundamentalsAlpha Vantage · unavailable

Share price$26.45
1D-0.1%
AH$26.30$26.35$26.40$26.45$26.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAIE
Sold putSold callAH

Calamos Autocallable Income ETF options

Live interpolated CAIE call and put midpoint premiums by absolute delta.Calamos Autocallable Income ETF$0.24$1.46$2.67$3.89$5.11$23.39$24.76$26.13$27.49$28.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAIE spot · $26.45CAIE PRICE$0.38$0.38$0.39$0.43$0.46$0.50$0.53$0.57$0.61$0.64$0.68$0.44$0.47$0.50$0.55$0.61$0.70$0.79$0.87$1.00$1.36$1.72$3.03$4.76
PutsExpensive1.99×
CallsExpensive1.53×
SkewBearish+8.74 pp
Implied moveBearish±$1.32
TiltBearish50.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0248.1%14.9%23.6351.7%12.3%
25Δ28.6136.0%9.6%24.6640.8%8.5%
30Δ27.9129.5%7.0%25.2934.5%6.3%
35Δ27.6927.5%6.3%25.7330.4%4.8%
40Δ27.4625.6%5.6%26.0927.4%3.7%
45Δ27.2423.6%4.9%26.3326.3%3.1%
50Δ27.0221.6%4.2%26.5625.2%2.5%
55Δ26.8019.6%3.5%26.8024.0%2.0%
60Δ26.5717.6%2.8%27.0523.5%1.5%
65Δ26.3515.6%2.1%27.4626.6%1.3%
70Δ26.1313.6%1.3%27.8629.8%1.2%
75Δ29.1144.4%1.4%
80Δ30.8657.9%1.3%

20Δ

Calls
Pseudo strike
30.02
IV
48.1%
B/E move
14.9%
Puts
Pseudo strike
23.63
IV
51.7%
B/E move
12.3%

25Δ

Calls
Pseudo strike
28.61
IV
36.0%
B/E move
9.6%
Puts
Pseudo strike
24.66
IV
40.8%
B/E move
8.5%

30Δ

Calls
Pseudo strike
27.91
IV
29.5%
B/E move
7.0%
Puts
Pseudo strike
25.29
IV
34.5%
B/E move
6.3%

35Δ

Calls
Pseudo strike
27.69
IV
27.5%
B/E move
6.3%
Puts
Pseudo strike
25.73
IV
30.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
27.46
IV
25.6%
B/E move
5.6%
Puts
Pseudo strike
26.09
IV
27.4%
B/E move
3.7%

45Δ

Calls
Pseudo strike
27.24
IV
23.6%
B/E move
4.9%
Puts
Pseudo strike
26.33
IV
26.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
27.02
IV
21.6%
B/E move
4.2%
Puts
Pseudo strike
26.56
IV
25.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
26.80
IV
19.6%
B/E move
3.5%
Puts
Pseudo strike
26.80
IV
24.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
26.57
IV
17.6%
B/E move
2.8%
Puts
Pseudo strike
27.05
IV
23.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
26.35
IV
15.6%
B/E move
2.1%
Puts
Pseudo strike
27.46
IV
26.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.13
IV
13.6%
B/E move
1.3%
Puts
Pseudo strike
27.86
IV
29.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.11
IV
44.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.86
IV
57.9%
B/E move
1.3%

Options history

CAIE17.0817.0917.112026-10-20: 17.09%Oct 20Oct 20
Table
DateIV
17.09%