Calamos Autocallable Income ETF

CAIEAMEX · USD
25.50USD+0.05 (+0.20%)

Calamos Autocallable Income ETF (CAIE) Implied Volatility Current

CAIE's 30 day implied volatility is 23.28%, with an IV Rank of 44.44%. This is an average IV Rank versus the past year, meaning Calamos Autocallable Income ETF options are fairly priced and currently offer no clear edge to buyers or sellers. CAIE's 30 day historical volatility sits at 14.23%, which means implied volatility is running 9.05 points above historical volatility, as of Nov 5, 2026.

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Tracking CAIE implied volatility helps you spot when Calamos Autocallable Income ETF options are historically cheap or expensive, and where the best trades are hiding. When CAIE IV rises, premiums increase and sellers get more attractive pricing, and when it drops, buyers find cheaper contracts. Use our scanner to monitor CAIE implied volatility current levels in real time and filter for high probability trades.

Implied volatility is derived from option prices and represents the annualized expected move of a stock. Tracking CAIE IV rank helps you see whether CAIE's implied volatility is historically high or low, since IV rank compares today's reading against the past year's range. A high rank signals relatively expensive premiums and tends to favor sellers, a low rank signals relatively cheap premiums and tends to favor buyers.

Calamos Autocallable Income ETF seeks to generate high monthly income while providing reduced downside risk through exposure to a portfolio of autocallables.

Implied Volatility

IV Rank
44.44%IV Rank
Moderate

IV is slightly elevated. Premiums are richer, leaning toward sellers.

Implied Volatility (30d)23.28%

IV Rank44.44%

Historical Volatility (30d)14.23%

IV Minus HV+9.05%

As of Nov 5, 2026

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