CPSN
Calamos S&P 500 Structured Alt Protection ETF - November
stockNYSEETF
At CloseOct 5, 2026 12:13:27 PM EDT
28.29USD0.000%(0.00)10
On 2026-09-14 there were 231 FTDs. The average number of FTDs per day for September 2026 is 58.
CPSN Fails-to-Deliver (FTDs)
Fails-to-Deliver
CPSN 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 | 231 | +231 | — | 2026-09-14 | 2026-10-16 | 28.12 | 6,496 |
| 2026-09-03 | — | 0 | 2.9K | 2026-09-04 | 2026-10-08 | 28.07 | 0 |
| 2026-09-02 | — | 0 | 111 | 2026-09-03 | 2026-10-07 | 28.09 | 0 |
| 2026-09-01 | — | 0 | 2.9K | 2026-09-02 | 2026-10-06 | 28.09 | 0 |
| 2026-08-25 | — | 0 | 916 | 2026-08-26 | 2026-09-29 | 28.01 | 0 |
| 2026-08-20 | — | 0 | 2.2K | 2026-08-21 | 2026-09-24 | 28.02 | 0 |
| 2026-08-06 | — | 0 | 37.4K | 2026-08-07 | 2026-09-10 | 27.97 | 0 |
| 2026-08-05 | — | 0 | 16.0K | 2026-08-06 | 2026-09-09 | 27.93 | 0 |
| 2026-08-03 | — | 0 | 2.9K | 2026-08-04 | 2026-09-07 | 27.90 | 0 |
| 2026-07-31 | — | 0 | 1.9K | 2026-08-03 | 2026-09-04 | 27.81 | 0 |
| 2026-07-30 | — | 0 | 10.1K | 2026-07-31 | 2026-09-03 | 27.78 | 0 |
| 2026-07-29 | — | 0 | 6.5K | 2026-07-30 | 2026-09-02 | 27.67 | 0 |
| 2026-07-28 | — | 0 | 1.1K | 2026-07-29 | 2026-09-01 | 27.77 | 0 |
| 2026-07-24 | — | 0 | 1.7K | 2026-07-27 | 2026-08-28 | 27.73 | 0 |
| 2026-07-23 | — | 0 | 476 | 2026-07-24 | 2026-08-27 | 27.72 | 0 |
| 2026-07-21 | — | 0 | 1.3K | 2026-07-22 | 2026-08-25 | 27.77 | 0 |
| 2026-07-15 | — | 0 | 4.1K | 2026-07-16 | 2026-08-19 | 27.78 | 0 |
| 2026-07-10 | — | 0 | 12.5K | 2026-07-13 | 2026-08-14 | 27.76 | 0 |
| 2026-07-08 | — | -1 | 458 | 2026-07-09 | 2026-08-12 | 27.71 | 0 |
| 2026-06-29 | 1 | +1 | — | 2026-06-30 | 2026-08-03 | 27.64 | 28 |
| 2026-06-26 | — | 0 | 783 | 2026-06-29 | 2026-07-31 | 27.54 | 0 |
| 2026-06-25 | — | -314 | 857 | 2026-06-26 | 2026-07-30 | 27.61 | 0 |
| 2026-06-24 | 314 | 0 | — | 2026-06-25 | 2026-07-29 | 27.57 | 8,657 |
| 2026-06-23 | 314 | -500 | 372 | 2026-06-24 | 2026-07-28 | 27.60 | 8,666 |
| 2026-06-22 | 814 | 0 | — | 2026-06-23 | 2026-07-27 | 27.64 | 22,499 |
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.