Calamos Autocallable Income ETF (CAIE)'s 30-day implied volatility (IV30) was 14.3% at the close on November 6, 2026, down from 14.7% the day before, against a 52-week range of 6.0% to 20.3%. Its 20-day historical volatility was 12.2%.

Key numbers

30-day implied volatility (IV30): 14.3%
IV30 52-week range: 6.0% to 20.3% (median 11.9%)
Historical volatility: 20-day 12.2%, 1-year 12.3%
Implied move by the nearest expiration: ±1.0%

Data as of November 6, 2026.

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

Name: CAIE Implied Volatility
Creator: Market Chameleon