CPSF
Calamos S&P 500 Structured Alt Protection ETF - February
stockNYSEETF
At CloseOct 1, 2026 3:35:06 PM EDT
26.58USD0.000%(+26.58)1,243
After-hoursOct 2, 2026 4:10:30 PM EDT
26.66USD+0.282%(+0.07)
On 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 0.
CPSF Fails-to-Deliver (FTDs)
Fails-to-Deliver
CPSF 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 | — | 0 | 613 | 2026-09-14 | 2026-10-16 | 26.54 | 0 |
| 2026-09-10 | — | 0 | 9 | 2026-09-11 | 2026-10-15 | 26.52 | 0 |
| 2026-09-09 | — | 0 | 605 | 2026-09-10 | 2026-10-14 | 26.54 | 0 |
| 2026-09-08 | — | 0 | 1.4K | 2026-09-09 | 2026-10-13 | 26.54 | 0 |
| 2026-09-04 | — | 0 | 2.0K | 2026-09-08 | 2026-10-09 | 26.58 | 0 |
| 2026-09-03 | — | 0 | 17.6K | 2026-09-04 | 2026-10-08 | 26.62 | 0 |
| 2026-09-02 | — | 0 | 11 | 2026-09-03 | 2026-10-07 | 26.53 | 0 |
| 2026-09-01 | — | 0 | 455 | 2026-09-02 | 2026-10-06 | 26.51 | 0 |
| 2026-08-31 | — | 0 | 2.9K | 2026-09-01 | 2026-10-05 | 26.54 | 0 |
| 2026-08-28 | — | -917 | 858 | 2026-08-31 | 2026-10-02 | 26.53 | 0 |
| 2026-08-27 | 917 | +917 | 192 | 2026-08-28 | 2026-10-01 | 26.53 | 24,328 |
| 2026-08-26 | — | -2,863 | 5.7K | 2026-08-27 | 2026-09-30 | 26.50 | 0 |
| 2026-08-25 | 2,863 | -962 | 5.7K | 2026-08-26 | 2026-09-29 | 26.51 | 75,898 |
| 2026-08-24 | 3,825 | +1 | 10 | 2026-08-25 | 2026-09-28 | 26.50 | 101,363 |
| 2026-08-21 | 3,824 | 0 | 9 | 2026-08-24 | 2026-09-25 | 26.50 | 101,336 |
| 2026-08-20 | 3,824 | +3,790 | 10 | 2026-08-21 | 2026-09-24 | 26.48 | 101,260 |
| 2026-08-19 | 34 | -200 | 281 | 2026-08-20 | 2026-09-23 | 26.50 | 901 |
| 2026-08-18 | 234 | -1 | 10 | 2026-08-19 | 2026-09-22 | 26.50 | 6,201 |
| 2026-08-17 | 235 | -642 | 3.6K | 2026-08-18 | 2026-09-21 | 26.53 | 6,235 |
| 2026-08-14 | 877 | -693 | 9 | 2026-08-17 | 2026-09-18 | 26.52 | 23,258 |
| 2026-08-13 | 1,570 | -2 | 220 | 2026-08-14 | 2026-09-17 | 26.51 | 41,621 |
| 2026-08-12 | 1,572 | +1,572 | 312 | 2026-08-13 | 2026-09-16 | 26.47 | 41,611 |
| 2026-08-11 | — | 0 | 13 | 2026-08-12 | 2026-09-15 | 26.47 | 0 |
| 2026-08-10 | — | 0 | 812 | 2026-08-11 | 2026-09-14 | 26.45 | 0 |
| 2026-08-07 | — | 0 | 2.0K | 2026-08-10 | 2026-09-11 | 26.47 | 0 |
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.