Calamos Autocallable Income ETF (CAIE)'s 30-day implied volatility (IV30) was 12.3% at the close on October 23, 2026, up from 9.8% the day before, against a 52-week range of 6.0% to 20.3%. Its 20-day historical volatility was 10.9%.

Key numbers

30-day implied volatility (IV30): 12.3%
IV30 52-week range: 6.0% to 20.3% (median 12.2%)
Historical volatility: 20-day 10.9%, 1-year 12.4%
Implied move by the nearest expiration: ±0.6%

Data as of October 23, 2026.

CAIE Implied Volatility (IV) vs Historical Volatility (HV)

Name: CAIE Implied Volatility
Creator: Market Chameleon