CPSA
Calamos S&P 500 Structured Alt Protection ETF - August
stockNYSEETF
At CloseOct 2, 2026 3:45:06 PM EDT
28.18USD+0.189%(+0.05)1,006
On 2026-09-14 there were 517 FTDs. The average number of FTDs per day for September 2026 is 1,533.
CPSA Fails-to-Deliver (FTDs)
Fails-to-Deliver
CPSA Fails-to-Deliver
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| Trade Date (T)1 | Fails-to- Deliver2 | FTD Change | Trade Vol. | Settlement Date (T+B)4 | Closing Deadline (T+35C)5 | Price3 | $ Notional |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 517 | +517 | 588 | 2026-09-14 | 2026-10-16 | 28.08 | 14,517 |
| 2026-09-10 | — | 0 | 1.2K | 2026-09-11 | 2026-10-15 | 28.03 | 0 |
| 2026-09-09 | — | 0 | 146 | 2026-09-10 | 2026-10-14 | 28.07 | 0 |
| 2026-09-08 | — | 0 | 845 | 2026-09-09 | 2026-10-13 | 28.09 | 0 |
| 2026-09-04 | — | 0 | 6.1K | 2026-09-08 | 2026-10-09 | 28.13 | 0 |
| 2026-09-03 | — | 0 | 16.5K | 2026-09-04 | 2026-10-08 | 28.12 | 0 |
| 2026-09-02 | — | -3,592 | 623 | 2026-09-03 | 2026-10-07 | 28.09 | 0 |
| 2026-09-01 | 3,592 | -6,095 | 9.6K | 2026-09-02 | 2026-10-06 | 28.04 | 100,720 |
| 2026-08-31 | 9,687 | +2,143 | 1.8K | 2026-09-01 | 2026-10-05 | 28.09 | 272,108 |
| 2026-08-28 | 7,544 | +355 | 538 | 2026-08-31 | 2026-10-02 | 28.10 | 211,986 |
| 2026-08-27 | 7,189 | +6,774 | 5.1K | 2026-08-28 | 2026-10-01 | 28.14 | 202,298 |
| 2026-08-26 | 415 | -817 | 8.0K | 2026-08-27 | 2026-09-30 | 28.09 | 11,657 |
| 2026-08-25 | 1,232 | -1,202 | 9.0K | 2026-08-26 | 2026-09-29 | 28.06 | 34,570 |
| 2026-08-24 | 2,434 | +1,322 | 4.1K | 2026-08-25 | 2026-09-28 | 28.05 | 68,274 |
| 2026-08-21 | 1,112 | +290 | 6.2K | 2026-08-24 | 2026-09-25 | 28.08 | 31,225 |
| 2026-08-20 | 822 | +640 | 5.4K | 2026-08-21 | 2026-09-24 | 28.05 | 23,057 |
| 2026-08-19 | 182 | +181 | 90 | 2026-08-20 | 2026-09-23 | 28.09 | 5,112 |
| 2026-08-18 | 1 | +1 | 670 | 2026-08-19 | 2026-09-22 | 28.10 | 28 |
| 2026-08-17 | — | -289 | 12.4K | 2026-08-18 | 2026-09-21 | 28.10 | 0 |
| 2026-08-14 | 289 | +288 | 1.2K | 2026-08-17 | 2026-09-18 | 28.13 | 8,130 |
| 2026-08-13 | 1 | -55 | 8.7K | 2026-08-14 | 2026-09-17 | 28.13 | 28 |
| 2026-08-12 | 56 | -205 | 4.2K | 2026-08-13 | 2026-09-16 | 28.09 | 1,573 |
| 2026-08-11 | 261 | -2,421 | 5.9K | 2026-08-12 | 2026-09-15 | 28.07 | 7,326 |
| 2026-08-10 | 2,682 | -368 | 8.1K | 2026-08-11 | 2026-09-14 | 28.07 | 75,284 |
| 2026-08-07 | 3,050 | +2,967 | 6.2K | 2026-08-10 | 2026-09-11 | 28.12 | 85,766 |
Historical data is split-adjusted.
1 Trade Date is calculated from the Settlement Date.
2 Fails to deliver on a given day are a CUMULATIVE number of all fails outstanding until that day, plus new fails that occur that day, less fails that settle that day. A dash (—) indicates no FTDs were reported that day. It’s been shown that the SEC withholds the FTD report for two weeks, and there are often high-volume days with no reported FTDs, so it’s unclear if missing days truly indicate 0 FTDs.
3 Closing price on the Trade Date. The FTD file contains the closing price on the day previous to settlement.
4 As of May 28, 2024, the standard for settlement is next business day after a trade (T+1B). Before that, it was trade date plus two business days (T+2B).
5 RegSHO IV. 3. A broker-dealer has up to 35 calendar days following the trade date to close out the failure to deliver position by purchasing securities of like kind and quantity. Analysis of the T+35 cycle.