CAIE · Calamos Autocallable Income ETF ETF

Alerts for CAIE

$26.89 -0.12 (-0.43%) At close · Sep 4

Options Chain

Underlying $26.89 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 42 contracts · mixed daily-bar sessions · Jan 28, 2026–Sep 4, 2026; 27 unknown

Put / call OI

2.79

Put-heavy positioning

Open interest

451

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$27.00

$0.11 above spot

ATM implied vol

14%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Dec 18 103d Mar 19 194d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	3	—	—	$9.20	$10.70	$10.40		—	$0.00	$0.40	—	—	—	—
Call · $17 In the money Daily-bar session May 8, 2026 Quote as of 2026-09-04 19:55:11.093 UTC Last $10.40 Breakeven $27.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $17 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.899 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$8.20	$9.70	—		—	$0.00	$0.40	—	—	—	—
Call · $18 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.791 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $18 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.265 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$7.20	$8.70	—		—	$0.00	$0.40	—	—	—	—
Call · $19 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.482 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $19 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.532 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	84.8%	0.978	$6.20	$7.70	—		$0.20	$0.00	$0.40	—	—	41	40
Call · $20 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.051 UTC Last — Breakeven — Implied vol 84.8% Delta 0.978 ≈98% ITM Gamma 0.013 Theta -0.011 Vega 0.003 Open interest — OI effective date — Model this call Put · $20 Daily-bar session Apr 21, 2026 Quote as of 2026-09-04 19:55:05.933 UTC Last $0.20 Breakeven $19.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 40 OI effective date Sep 3, 2026 Model this put
—	—	72.3%	0.975	$5.20	$6.70	—		—	$0.00	$0.40	—	—	—	—
Call · $21 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.527 UTC Last — Breakeven — Implied vol 72.3% Delta 0.975 ≈98% ITM Gamma 0.017 Theta -0.011 Vega 0.003 Open interest — OI effective date — Model this call Put · $21 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.010 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.30	$5.50	—		—	$0.00	$0.40	—	—	—	—
Call · $22 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.716 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $22 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.617 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	58.9%	0.937	$3.40	$4.60	—		$0.25	$0.00	$0.20	—	—	2	3
Call · $23 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.365 UTC Last — Breakeven — Implied vol 58.9% Delta 0.937 ≈94% ITM Gamma 0.043 Theta -0.017 Vega 0.006 Open interest — OI effective date — Model this call Put · $23 Daily-bar session Jun 4, 2026 Quote as of 2026-09-04 19:55:04.099 UTC Last $0.25 Breakeven $22.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$2.30	$3.50	—		$1.08	$0.00	$0.40	—	—	1	10
Call · $24 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.646 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $24 Daily-bar session May 14, 2026 Quote as of 2026-09-04 19:55:03.622 UTC Last $1.08 Breakeven $22.92 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this put
—	1	29.8%	0.919	$1.60	$2.35	$1.80		$0.05	$0.00	$0.10	—	—	1	66
Call · $25 In the money Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:55:04.446 UTC Last $1.80 Breakeven $26.80 Implied vol 29.8% Delta 0.919 ≈92% ITM Gamma 0.104 Theta -0.011 Vega 0.007 Open interest — OI effective date — Model this call Put · $25 Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:57.337 UTC Last $0.05 Breakeven $24.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 66 OI effective date Sep 3, 2026 Model this put
—	2	17.1%	0.873	$0.60	$1.35	$1.00		$0.05	$0.00	$0.25	—	—	1	1
Call · $26 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:55:03.255 UTC Last $1.00 Breakeven $27.00 Implied vol 17.1% Delta 0.873 ≈87% ITM Gamma 0.25 Theta -0.01 Vega 0.01 Open interest — OI effective date — Model this call Put · $26 Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:55:02.828 UTC Last $0.05 Breakeven $25.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
Underlying $26.89
107	1	8.3%	0.427	$0.05	$0.20	$0.15		$0.19	$0.10	$0.75	-0.525	19.8%	4	210
Call · $27 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:55:03.854 UTC Last $0.15 Breakeven $27.15 Implied vol 8.3% Delta 0.427 ≈43% ITM Gamma 0.974 Theta -0.008 Vega 0.019 Open interest 107 OI effective date Sep 3, 2026 Model this call Put · $27 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:59.960 UTC Last $0.19 Breakeven $26.81 Implied vol 19.8% Delta -0.525 ≈52% ITM Gamma 0.413 Theta -0.015 Vega 0.019 Open interest 210 OI effective date Sep 3, 2026 Model this put
1	1	—	—	$0.00	$0.10	$0.10		$1.00	$0.70	$1.45	—	—	5	—
Call · $28 Daily-bar session Aug 3, 2026 Quote as of 2026-09-04 19:59:57.337 UTC Last $0.10 Breakeven $28.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $28 In the money Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:55:03.559 UTC Last $1.00 Breakeven $27.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.40	—		$2.60	$1.70	$2.45	—	—	2	2
Call · $29 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.376 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $29 In the money Daily-bar session Jul 2, 2026 Quote as of 2026-09-04 19:55:04.561 UTC Last $2.60 Breakeven $26.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$0.40	—		—	$2.40	$3.60	—	—	—	—
Call · $30 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.742 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $30 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.260 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.40	—		—	$3.50	$4.70	-0.965	41.9%	—	—
Call · $31 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.272 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $31 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.660 UTC Last — Breakeven — Implied vol 41.9% Delta -0.965 ≈97% ITM Gamma 0.037 Theta -0.004 Vega 0.004 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.40	—		$6.97	$4.50	$5.70	-0.969	49.9%	2	—
Call · $32 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.727 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $32 In the money Daily-bar session Jan 28, 2026 Quote as of 2026-09-04 19:55:08.892 UTC Last $6.97 Breakeven $25.03 Implied vol 49.9% Delta -0.969 ≈97% ITM Gamma 0.029 Theta -0.004 Vega 0.003 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.40	—		—	$5.30	$6.80	—	—	—	—
Call · $33 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.408 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $33 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.730 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.40	—		—	$6.30	$7.80	—	—	—	—
Call · $34 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.203 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $34 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.169 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.40	—		—	$7.30	$8.80	—	—	—	—
Call · $35 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.744 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $35 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.560 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.40	—		—	$8.30	$9.80	—	—	—	—
Call · $36 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.516 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $36 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.867 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
11	11	—	—	$0.00	$0.40	$0.05		—	$9.30	$10.80	—	—	—	—
Call · $37 Daily-bar session Jan 30, 2026 Quote as of 2026-09-04 19:55:08.040 UTC Last $0.05 Breakeven $37.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 OI effective date Sep 3, 2026 Model this call Put · $37 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:11.165 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Jan 28, 2026–Sep 4, 2026; 27 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.