CPSO
Calamos S&P 500 Structured Alt Protection ETF - October
stockNYSEETF
Market OpenOct 2, 2026 3:10:27 PM EDT
28.43USD0.000%(0.00)2,616
28.39Bid28.47Ask0.08SpreadOn 2026-09-11 there were 60 FTDs. The average number of FTDs per day for September 2026 is 53.
CPSO Fails-to-Deliver (FTDs)
Fails-to-Deliver
CPSO 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 |
|---|---|---|---|---|---|---|---|
| 2026-09-10 | 60 | +14 | — | 2026-09-11 | 2026-10-15 | 28.23 | 1,694 |
| 2026-09-09 | 46 | -792 | 737 | 2026-09-10 | 2026-10-14 | 28.24 | 1,299 |
| 2026-08-27 | 838 | 0 | — | 2026-08-28 | 2026-10-01 | 28.20 | 23,632 |
| 2026-08-26 | 838 | +92 | — | 2026-08-27 | 2026-09-30 | 28.19 | 23,623 |
| 2026-08-25 | 746 | +746 | — | 2026-08-26 | 2026-09-29 | 28.17 | 21,015 |
| 2026-08-20 | — | -47 | 1 | 2026-08-21 | 2026-09-24 | 28.12 | 0 |
| 2026-08-12 | 47 | -18 | — | 2026-08-13 | 2026-09-16 | 28.14 | 1,323 |
| 2026-08-11 | 65 | 0 | 337 | 2026-08-12 | 2026-09-15 | 28.11 | 1,827 |
| 2026-08-10 | 65 | +65 | — | 2026-08-11 | 2026-09-14 | 28.12 | 1,828 |
| 2026-08-05 | — | 0 | 5.6K | 2026-08-06 | 2026-09-09 | 28.14 | 0 |
| 2026-08-04 | — | 0 | 4.3K | 2026-08-05 | 2026-09-08 | 28.13 | 0 |
| 2026-07-31 | — | 0 | 2.7K | 2026-08-03 | 2026-09-04 | 27.98 | 0 |
| 2026-07-30 | — | 0 | 5.7K | 2026-07-31 | 2026-09-03 | 27.98 | 0 |
| 2026-07-29 | — | 0 | 4.1K | 2026-07-30 | 2026-09-02 | 27.86 | 0 |
| 2026-07-15 | — | 0 | 32 | 2026-07-16 | 2026-08-19 | 27.94 | 0 |
| 2026-06-18 | — | 0 | 2.7K | 2026-06-22 | 2026-07-23 | 27.81 | 0 |
| 2026-06-17 | — | 0 | 1.6K | 2026-06-18 | 2026-07-22 | 27.79 | 0 |
| 2026-06-12 | — | 0 | 207 | 2026-06-15 | 2026-07-17 | 27.80 | 0 |
| 2026-06-10 | — | 0 | 19 | 2026-06-11 | 2026-07-15 | 27.73 | 0 |
| 2026-06-09 | — | 0 | 25 | 2026-06-10 | 2026-07-14 | 27.76 | 0 |
| 2026-06-04 | — | 0 | 1.0K | 2026-06-05 | 2026-07-09 | 27.83 | 0 |
| 2026-06-02 | — | 0 | 806 | 2026-06-03 | 2026-07-07 | 27.84 | 0 |
| 2026-06-01 | — | 0 | 300 | 2026-06-02 | 2026-07-06 | 27.78 | 0 |
| 2026-05-29 | — | 0 | 5.2K | 2026-06-01 | 2026-07-03 | 27.77 | 0 |
| 2026-05-20 | — | 0 | 117 | 2026-05-21 | 2026-06-24 | 27.66 | 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.